Category Archives: Global Pairs

Orpheus Rieki (Performance Cycles) featured in Journal of Economic Policy (Sofia)

By Orpheus | Published: 31 August, 2010
Download Paper Orpheus Research at Reuters – United Kingdom Orpheus Research at Reuters – United States
Also posted in Central and East European Region, Research Papers | Leave a comment

Long zinc, short coffee delivers 9% (7 days)

By Orpheus | Published: 3 August, 2010
Despite starting counterparty odds, long zinc -  short coffee was up 9% and long AIGI (industrial metals) – short gold was up 14%. This week we are doing another pair rollover. We are closing the short heating oil leg and plugging the long AIGE (Energy Index) leg with Natural Gas. The Natgas Rieki is turning [...]
Also posted in Aggregate, Agro Commodities, Bonds, Cross Pairs, Energy Pairs and Assets, Forex, Ideas, Soft Pairs | Leave a comment

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 [...]
Also posted in Agro Commodities, Bonds, Cross Pairs, Energy Pairs and Assets, Forex, Metal Pairs | Leave a comment

The cross asset myth

By Orpheus | Published: 15 July, 2010
Trading Long Zinc, Short Coffee or say Long Industrial Metals index and Short Carbon Emissions index could evoke a shock among the pair trading community, leave aside the simple investor. How can you mix coffee with zinc? “These are pairs, they are not for me, I am a single stock (asset) absolute performance go getter”. [...]
Also posted in Bonds, Forex, Metal Pairs, Soft Pairs | Leave a comment

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, Energy Pairs and Assets, Forex, Metal Pairs | Leave a comment

No reversal on dollar yet

By Orpheus | Published: 27 June, 2010
The 4 Jun pairs trading on dollar underperformance continue to run. Long LERO (Euro) – Short dollar, Long LGBP – Short Euro and Long YEN – Short dollar delivered 3%, 4% and 5% respectively. Though after 22 calendar days dollar performance cycles have already bottomed, we don’t have a close signal yet for the respective [...]
Also posted in Forex | Leave a comment

The gold short

By Orpheus | Published: 23 June, 2010
Historical highs are very tempting buy points. Can this best time for Gold bulls be the worst entry point? If you ask market players to compare physical gold and simple arithmetical relative performance, what do you think investors would choose? Yes definitely gold. When it comes to gold, we can short all sanity and go [...]
Also posted in Metal Pairs | Leave a comment

The dollar countertrend?

By Orpheus | Published: 20 June, 2010
After illustrating that long dollar, short Euro or vice versa is a pair trading strategy, we captured 24%, 13% on Long Dollar, Short LERO (Euro) and Long Dollar index, Short GBP. Then on 4 Jun we mentioned that dollar Index should underperform. What happened? Long LERO (Euro) – Short dollar, Long LGBP – Short Euro [...]
Also posted in Forex | Leave a comment

The dollar underperformance

By Orpheus | Published: 4 June, 2010
Since 16 Mar, the dollar index – LERO (EURUSD) pair registered a gain of 24%. The other running pair long dollar index – short GBP is also up 14%. Another historical case witnessed dollar index outperforming Japanese Yen for 13% since 25 Feb. Performance cycles have turned lower and suggest a close on the respective [...]
Also posted in Forex | Leave a comment

Dollar performance cycles are topping

By Orpheus | Published: 19 May, 2010
Since 16 Mar, the dollar Index – LERO (EURUSD) pair registered a gain of 21.6%. The other running pair long dollar index – short GBP is also up 16%. The dollar performance cycles are topping. The latest Alpha Forex carries the numeric ranking, numeric ranking changes, running pair signals, strategy update and performance cycles. Enjoy [...]
Also posted in Forex | Leave a comment