Category Archives: Energy Pairs and Assets

The Hunt brothers – II

By Orpheus | Published: 28 July, 2010
The historical case of silver Thursday suggests cornering of assets is a cyclical event with probable consequences. Cornering markets may have come off age, but even today traders dare to take large bets. How safe is it? What do historical cases suggest? Are there any signatures linked with such trades? What does numeric ranking of [...]
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Introducing Alpha global pair portfolio tracker

By Orpheus | Published: 29 June, 2010
The Alpha global portfolio tracker will be posted in the member’s area on a daily basis. The portfolio covers Agro, Forex, Metals and Energy pairs. For more information on Alpha global pair portfolio tracker mail us at support@orpheus.asia ALPHA is a pair trading, long only – short only strategy and Numeric Ranking product based on [...]
Also posted in Aggregate, Forex, Global Pairs, Metal Pairs | Leave a comment

Heating oil vs. Crude oil

By Orpheus | Published: 24 June, 2010
Heating oil accounts for about 25% of the yield of a barrel of crude oil, the second largest “cut” after gasoline (petrol) and heating oil futures are used to hedge diesel fuel and jet fuel. This all makes heating oil a high correlated asset to crude oil. This is one reason why long heating oil, [...]
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Did nat gas outperform?

By Orpheus | Published: 16 May, 2010
This is what we said on 24 Mar. “Will Nat Gas bottom against the energy complex? Yes. NAT GAS after collapsing against AIGE delivering 25% since 29 Jan 2010 should reverse in polarity now.” What happened? Long NGAS (ETC), AIGE is up 10.3%. The last pair on NGAS – AIGE delivered 40%. We will not [...]
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Alpha.Energy – Long Anadarko, short Brent delivers 17% since 08 Feb

By Orpheus | Published: 15 April, 2010
The long Anadarko, short Brent delivered 17% since 08 Feb. We also closed long CRUD, short AIGE (Energy Complex), which delivered 9% since 19 Feb. We have been talking about Nat gas reversal against Energy complex. We are initiating the long NGAS, short AIGE pair today. Speaking from an intermarket perspective, the dynamics between commodities [...]
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Alpha.Energy – Will Nat Gas bottom?

By Orpheus | Published: 24 March, 2010
Will Nat Gas bottom? Against the Energy Complex yes. NAT GAS after collapsing against AIGE delivering 25% since 29 Jan 2010 should reverse in polarity now. We initiate fresh pairs with Halliburton, Anadarko against AIGE (Energy Complex Index). Both the stocks should underperform AIGE. Crude Oil is a running pair against AIGE.  The latest alpha [...]
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Alpha Energy – Can Halliburton deliver 100% against Energy complex?

By Orpheus | Published: 17 March, 2010
You may dismiss this as just another coincidence. But the reality is that markets are more inefficient than believed. Inter sector divergences can deliver more than risk free return and there is no hedging without understanding of time (performance cycles). Starting 14 Oct 2008 to 12 Jan 2010, long Halliburton, short AIGE (Energy Index ETC) [...]
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Alpha.Energy – Nobel (6.5%), Gazprom(17%), Anadarko (16%) outperform Brent

By Orpheus | Published: 18 February, 2010
This is what we said on 10 Jan. “Gazprom should outperform Brent Oil”. Numeric rankings and performance cycles also suggested Noble Energy and Anadarko as potential outperformers. What Happened? Nobel Energy (6.5%), Gazprom (17%), Anadarko (16%) outperformed Brent. The latest Alpha.energy carries strategy update, Numeric Ranking, numeric ranking changes, performance and pair cycles for top [...]
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Alpha.Energy – Long Nat Gas, Short Brent delivers 116% in 207 days

By Orpheus | Published: 10 January, 2010
This is what we said on 16 Jun.  Waves.oil – long Natural Gas, Short Brent “Contrarianism works because it is the closest to TIME. Now that Natural Gas outlook is at an extreme, the Long Natural Gas – Short Brent strategy is worth its weight in Gold. The intermediate cycles have already turned up and [...]
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Alpha.Energy – Is 0.9 correlation between Chevron – Brent tradable?

By Orpheus | Published: 7 December, 2009
Brent Crude is the biggest of the many major classifications of oil. Brent Crude is sourced from the North Sea. Strathspey field is one of the hundreds of Oil fields in North Sea. Chevron owns 67% of the Strathspey field. Brent is the commodity, Chevron is the equity based on the commodity. A correlation of [...]
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