Category Archives: Central and East European Region

Alpha. Romania – CMP outperforms BETXT and delivers 21% in 35 days

By Orpheus | Published: 11 April, 2010
We closed the Long CMP – Short BETXT pair at a profit of 21% and reinitiate the long ATB – short BETXT pair. The SNP – BETXT pair is up 3% week over week, reaching 20% since 26 Feb when we started the pair. The anticipated underperformance of TGN and TEL, that we covered also [...]
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Alpha CEE – How is Bulgarian BGREIT ranked?

By Orpheus | Published: 7 March, 2010
The latest Alpha CEE updates numeric ranking with Bulgarian BGREIT. We have carried strategy update pairs of BGREIT against Romanian BETC, Polish WIG and DOW. Numeric Ranking Strategy Update ALPHA is a pair trading, long only – short only strategy and numeric ranking product based on TIME fractals. Time arbitrage, Time Triads, Time fractals are [...]
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Alpha.CEE – Short Polish WIG, Long Austrian ATX

By Orpheus | Published: 8 December, 2009
This is the best part of performance cycles, it not only challenges conventional knowledge but also simplifies performance between any two assets, in this case the Polish WIG and Austrian ATX. From 12 Oct – 4 Dec the Polish WIG outperformed Austrian ATX returning 12% over 53 days. Now the polarity has reversed and it’s [...]
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