Category Archives: Global Pairs

ALPHA.GLOBAL.INDICES – Long Nikkei, Short Brazil (BVSP)

By Orpheus | Published: 26 November, 2009
We carried the Long India – Short China strategy on 21 Feb. If this was not enough, we surprised by publishing an academic paper (Kyoto University Journal) on performance cycles suggesting Nikkei outperformance against Brazil and China and Nikkei underperformance against India and Russia. Guess what, the pairs delivered. Now we created ALPHA (profiled below). [...]
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ALPHA.ENERGY – Long Gazprom, Short Chevron

By Orpheus | Published: 22 November, 2009
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 terms coined by Orpheus Research. The signals are carried over three different time frames viz. sub minor (2-3 days), minor (10-30 days) and intermediate (above 30 days). This is [...]
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ALPHA.GLOBAL – INTRODUCING ALPHA BONDS

By Orpheus | Published: 8 November, 2009
Understanding interest rates and bond markets are key for not only understanding macro economic situation but also Intermarket capital flows. ALPHA BONDS introduces Numeric Ranking between American, Japanese and German bonds. The product also illustrates pair and individual cycles between bonds. The debut issue focuses on quarterly tendencies and will be adding intermediate (multi week) [...]
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ALPHA.GLOBAL – BOEING VS. OIL

By Orpheus | Published: 28 September, 2009
The first pair we tested on performance cycles were BOEING vs. OIL in July 2008. Oil was heading into new highs every day and Boeing was underperforming. Time fractals suggested that it was time for the performance cycle to turn in favor of the Industrial major. What happened was historical. The performance cycle we were [...]
Also posted in Cross Pairs, Cross Region | Leave a comment

ALPHA.GLOBAL – CAT,GE, ALCOA TURN 10%

By Orpheus | Published: 21 September, 2009
ALPHA is a pair trading, long only and short only strategy product based on TIME fractals. Time arbitrage, Time Triads, Time fractals are terms coined by Orpheus Research. The signals are carried over three different time frames viz. sub minor (2-3 days), minor (10-30 days) and intermediate (above 30 days). This is a daily signal [...]
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ALPHA.GLOBAL – SILVER UP 17% SINCE 31 AUG

By Orpheus | Published: 17 September, 2009
ALPHA is a pair trading, long only and short only strategy product based on TIME fractals. Time arbitrage, Time Triads, Time fractals are terms coined by Orpheus Research. The signals are carried over three different time frames viz. sub minor (2-3 days), minor (10-30 days) and intermediate (above 30 days). This is a daily signal [...]
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ALPHA.GLOBAL – GE MOVES UP

By Orpheus | Published: 15 September, 2009
ALPHA is a pair trading, long only and short only strategy product based on TIME fractals. Time arbitrage, Time Triads, Time fractals are terms coined by Orpheus Research. The signals are carried over three different time frames viz. sub minor (2-3 days), minor (10-30 days) and intermediate (above 30 days). This is a daily signal [...]
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ALPHA.GLOBAL – DOW TURNS UP

By Orpheus | Published: 11 September, 2009
ALPHA is a pair trading, long only and short only strategy product based on TIME fractals.  Time arbitrage, Time Triads, Time fractals are terms coined by Orpheus Research. The signals are carried over three different time frames viz. sub minor (2-3 days), minor (10-30 days) and intermediate (above 30 days). This is a daily signal [...]
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AMERICAN EXPRESS TOPS ALPHA GLOBAL

By Orpheus | Published: 9 September, 2009
AMEX and HP topped the ALPHA GLOBAL list. Euro dollar moved in our favor with a 1% move up. Both Silver and Gold continue to remain long. DOW Technology majors Microsoft and Intel are running positive and have marginal gains.  There is a fresh call on Boeing, which could be linked to oil which is [...]
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INTRODUCING ALPHA GLOBAL

By Orpheus | Published: 7 September, 2009
Metals are leading ALPHA GLOBAL with Silver and Gold both running fresh longs. Dow despite all the excitement is closed with a marginal gain. EURO DOLLAR is pointing higher. In bonds we have a running short on German BUND. We will be adding 20 more global assets to the current tracker and 10 pairs. ALPHA [...]
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