Monthly Archives: August 2009

BET AND BETNG CLOSES AT A PROFIT OF 16% AND 7% RESPECTIVELY.

By Orpheus | Published: 23 August, 2009
STOPPED BETFI, SIF5 AND SNP SIGNALS STILL RUNNING BUT STILL IN NEGATIVE TERRITORY. WE WILL REVIEW IF NEEDED. 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 [...]
Posted in Romanian Pairs and Assets | 1 Comment

CNXIT CLOSES WITH A PROFIT AT 20% AFTER 39 DAYS.

By Orpheus | Published: 23 August, 2009
RELIANCE REDUCES GAINS AND IS BACK NEAR PARITY. ALPHA HIGHLIGHTS Long only does not immediately change to short only. These are filtered signal and short only signals will only appear if markets get into a secular negative trend. We have added similar beta pairs to the indian pair tracker. Similar beta portfolios are easier to [...]
Posted in Indian Pairs and Assets | Leave a comment

RELIANCE UP 3% ON SHORT SIGNAL

By Orpheus | Published: 19 August, 2009
ALPHA HIGHLIGHTS Long only does not immediately change to short only. These are filtered signal and short only signals will only appear if markets get into a secular negative trend. We have added similar beta pairs to the indian pair tracker. Similar beta portfolios are easier to hedge, just by value. Reliance was up 3% [...]
Posted in Indian Pairs and Assets | Leave a comment

LONG ONLY – ROMANIA

By Orpheus | Published: 16 August, 2009
We have included the following indices and stocks. SIF2, SIF5, BRD, ERST, TGN. BET, BETFI, BETNG, BETXT, SNP. Based on reader feedback we will be carrying SUB MINOR ALPHA trades (2-3 days) on our intra day offer TICKS. If you are a short term trader ask for a free trial of TICKS.ROM. Looking forward to [...]
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LONG ONLY – INDIA

By Orpheus | Published: 16 August, 2009
It was on 22 July we introduced the pairs based on TIME ARBITRAGE. Today we are adding the LONG ONLY INDIA portfolio on MINOR (10-30 days) to the existing TIME ANALYTICS offer. TIME FRACTALS can identify and isolate market performance across time frames. We started with pairs and now have added plain assets. On the [...]
Posted in Indian Pairs and Assets | Leave a comment

LONG CNXIT – SHORT INFOSYS TOPS LIST AT 31% SINCE APR 09

By Orpheus | Published: 12 August, 2009
LONG CNXIT – SHORT INFOSYS has delivered 31% since April 2009. The other two pairs viz. CNIT-NIFTY, TCS-NIFTY followed closely with 20% and 25% respectively. The performer outshone. We have closed our small SUBMINOR LONG CNXIT and SHORT NIFTY at a profit of 4% in less than 7 trading days. While the new pair TCS [...]
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THE SIF2, SIF5 POLARITY

By Orpheus | Published: 12 August, 2009
A minor trend is the middle of an intermediate and sub minor trend. This is why keeping an eye on the minor trend can give us early cues regarding change in intermediate trends and also warn us regarding fast changing sub minor performance cycle trends. Last time we mentioned about the SIF2-SIF5 pair negative close [...]
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INTERMEDIATE LONG BET, SHORT SNP SUGGESTS…

By Orpheus | Published: 10 August, 2009
WEAKNESS ON PETROM Enjoy the latest ALPHA.ROM ALPHA.ROM.110809 *This is a strategy product. Long Short strategies are not riskless strategies. Please mail us for a detailed working or consult a local financial risk manager to execute these pairs. For more details please subscribe to the ORPHEUS TIME ANALYTICS research products. DOWNLOAD THE REPORT ALPHA.ROM.040809 ALPHA [...]
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LONG CNXIT-SHORT NIFTY UP 5%

By Orpheus | Published: 10 August, 2009
TCS NIFTY, ONGC NIFTY SUB MINOR STARTS SUGGESTING THERE IS MORE DOWNSIDE ON NIFTY COMING. SUBMINOR are the most sensitive pairs, so today’s CNXIT performance and upmove on other component stocks are bound to throw in some sub minor trades. However, the interesting pair to watch is the ONGC-NIFTY pair. The SUB MINOR LONG CNXIT-SHORT [...]
Posted in Indian Pairs and Assets | Leave a comment

THE TIME ARBITRAGE

By Orpheus | Published: 10 August, 2009
I remember meeting Ajay Shah, Professor and Columnist in 2000, during my early days as a derivatives analyst in Mumbai. He talked about how speculators-arbitrageurs and hedgers together create the magic in derivatives market. It was indeed magical as from its humble beginnings when nobody believed in the potential of markets and badla was still [...]
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