Monthly Archives: August 2009

ALPHA INDIA – UP OR DOWN?

MARKET ACTIVITY POLARIZED
DESPITE NEGATIVE ACTION AND STOP LOSSES HIT ON HDFC (-2%), INFY(-2%), ITC(-3%), WE HAVE THREE NEW LONGS ON HDBK, GRASIM, L&T. FRESH LONGS ARE HERE TO STAY OR HAS MARKET DECIDED TO TURN DOWN SHOULD BE CLEAR SOON.

ALPHA is a pair trading, long only and short only strategy product based on TIME fractals.  [...]

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SIF2 AT SUB 20% IS PARTIAL PROFIT BOOKING

ERST AT SUB 50 % IS PARTIAL PROFIT BOOKING. BET MOVES TO NEGATIVE, AEROSTAR LOSES GAINS, PEXI HAS NO CHANGE, AMO AND PTR ARE NEW LONGS.

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 [...]

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ALPHA.INDIA – TOP INDICES AND STOCKS TURN UP

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.ROMANIA – TRANSGAZ GIVES A “BUY SIGNAL”

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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THE PERFORMANCE CYCLE

Performance cycles not only work at all time degrees but also challenge the idea of hedging.
We were the first ever in the world to talk about long India and short China on 21 Feb 2009. We were also the first to publish long Nikkei-short BVSP Brazil, long Russia – short Nikkei, long India – short [...]

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ALPHA COVERS INDIA TOP 20 NOW

CNXIT AT 20%…
…LONG ONLY PERFORMANCE WAS THE BEST OF THE TOP 20 WE COVER. ON PAIRS TOO IT’S A TECH REVIVAL FOR THE LAST 3 DAYS AS CNXIT-NIFTY PAIR DELIVERD 3%. THE NEW PAIR SBI-HDFC (SIMILAR BETAS) IS STILL STRUGGLING AT -1%.
ALPHA COVERS INDIA TOP 20 NOW
AFTER THE INITIAL CLOSE THE LONG ONLY SIGNAL HAS [...]

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ALPHA ROM COVERS TOP 30 NOW

ALPHA COVERS ROMANIA TOP 30 NOW
FRESH LONGS SIGNALS ON AEROSTAR AND TRANSGAS. SIFS REMAIN POLARISED AS BETFI AND SIF5 HAVE NO SIGNAL WHILE SIF2 CONTINUES TO RUN LONG. ERST, BRD, BETXT, PEXI DELIVER TOP PERFORMANCES.
BRD CROSSES 50% …

…LONG ONLY PERFORMANCE. THE ILLUSTRATION ON THE RIGHT IS THE RETURN DAY OVER DAY OVER THE LAST 30 [...]

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IDEAS

INTRODUCING ALPHA GLOBAL
WHAT’S WITH BETA?
LONG DOW – SHORT OIL UPDATED
LONG GOLD – SHORT DOW UPDATED
LONG DOW – SHORT S&P500 UPDATED

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BET HAS A FRESH LONG SIGNAL, WHILE BETFI, SIF5 MAKE A COME BACK

SNP ALSO MOVES BACK IN MARGINALLY POSITIVE TERRITORY AS PRICES TURN BACK. A BREAK AT PREVIOUS HIGHS ON BETFI, SIF5 AND SNP WILL CONFIRM LONGS ARE HERE TO STAY AND PUSH PRICES HIGHER. THE ONLY CAUTION STILL SEEMS TO BE THE ERST AND BRD ABOVE 50% GAINS AND ABOVE AVERAGE HOLDING PERIODS.

ALPHA is a pair [...]

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WHERE ARE THE BULLISH LONGS?

IF THINGS ARE ROSY (POSITIVE), WHY IS THE SYSTEM WITH FEW LONGS?

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 [...]

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