Monthly Archives: July 2009

ERSTE AND THE TIBETIAN MONK

Hard speculators find it tough to stick around in markets. The volatility of great wealth and bankruptcy cycle gets too much. “I just can’t take it any more. Things will get worse before they get better. So I m quitting”. Is it really that easy to quit, to leave. And even if you leave do [...]

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DOLLAR VS OIL VS NATGAS

A trend has five legs. This impulse gives direction to the asset. Five leg also completes trends. How do we know which five legs are completing a trend and which impulses are ending trend. Now Elliotticians might have answers to these questions, but using performance cycles not only trends and counter trends can become more [...]

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ALPHA ROMANIA STARTS SIGNALLING

This update on ALPHA ROMANIA will take you through the mechanics of trading or investing based on the product signals. The pair trading strategy is divided into three different time horizons viz. sub minor (2-3 days), minor (10-30 days) and intermediate (above 30 days). We will call the portfolio with the respective names. Every pair [...]

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READING ALPHA

This update on ALPHA INDIA will take you through the mechanics of trading or investing based on the product signals. The pair trading strategy is divided into three different time horizons viz. sub minor (2-3 days), minor (10-30 days) and intermediate (above 30 days). We will call the portfolio with the respective names. Every pair [...]

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INDIA OUTLOOK H209 – SHORT SENSEX, LONG NIFTY

If Short S&P500, long DOW is absurd, what you are going to read below should be shocking. We will be taking you through pairs and performance cycles (a term coined by us) on the Indian capital markets. Performance cycles work because of time fractals.
This is what we said in our annual India outlook 2009.
“Starting Aug [...]

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THE ARBITRAGE CURVE

This might look like a learning curve, but it’s an arbitrage curve for me. Pair trading in Indian markets is an exciting experience. Even as early as 2000 I remember working on cash-futures, futures-futures arbitrate sheets on the BRIDGE TERMINAL at the 24 floor of the Bombay Stock Exchange, teaching brokers how to execute [...]

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INTRODUCING ALPHA ROMANIA

Performance between assets are cyclical and ordered. In continuation of our work on TIME TRIADS and Econohistory, we introduce ALPHA ROMANIA. This is a trending product which carries signal based on performance cycles of Romanian market pairs. This is a part of the time triads analytics developed by Orpheus Research. We are also working on [...]

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ELLIOTT VS TIME

Challenging a seventy year old market forecasting theory isn’t easy. It is tougher if one is a practitioner himself and a believer in the Elliott wave theory of price fractals. However, when we talk about TIME FRACTALS, PRICE FRACTALS have a strong challenger, even if the theory of TIME is at a nascent stage.
We should [...]

Posted in Aggregate, American Pairs and Assets, Cross Pairs, Energy Pairs and Assets, Indian Pairs and Assets, Perspectives | 4 Comments

SHORT S&P 500, LONG DOW 30

This is what we said on 15 NOV 2008
If there is any BULLISH REPRIEVE, it should be now. And I don’t think BULLS would like to waste their few quarters of chance they need to survive in an otherwise long secular bear market. There is one more intermarket reason. Though S&P has historically underperformed DOW, [...]

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THE REAL STORY ON BETNG AND TGN

There are many stories one may read about BETNG (The Romanian energy and utility Index) and TRANSGAZ (TGN). A majority of the stories will be around the stock and a few around global energy and utility outlook. There are some stories you may never hear. Stories like how did BETNG perform compared to the rest [...]

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