Monthly Archives: August 2009

MINOR LONG SIF2 SHORT SIF5

By Orpheus | Published: 5 August, 2009
A new pair MINOR LONG SIF2-SHORT SIF5 starts tomorrow morning. Two previous pairs also closed. The first was SUB MINOR BETXT-SNP which closed without a change. The second was SUB MINOR LONG BET-SNP which delivered 5% over10 days. We have enclosed the value sheet for the pair which illustrates the potential margin and number of [...]
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SUBMINOR LONG CNXIT-SHORT NIFTY

By Orpheus | Published: 5 August, 2009
A new pair SUB MINOR LONG CNXIT-SHORT NIFTY starts tomorrow morning. Two previous pairs also close tomorrow. The first was SUB MINOR CNXIT-INFOSYS which closed without a change. The second was SUB MINOR LONG CNXIT-SHORT NIFTY which delivered 4% over 7 days. We have enclosed the value sheet for the pair which illustrates the potential [...]
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ALPHA.ROM – THE ROMANIA FIVE

By Orpheus | Published: 4 August, 2009
The Romanian TIME ARBITRAGE portfolio has five pairs now viz. BRD-BET, BETXT-SNP, SIF2-SIF5, BRD-BETXT, BET-SNP. The above tracker will be updated on a daily basis. The freshly opened trades will have the shortest holding periods. The type of trade will be depicted in the degree i.e. sub minor (2-3 days), minor (10-30 days) and intermediate [...]
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THE INDIA FIVE

By Orpheus | Published: 3 August, 2009
The India TIME ARBITRAGE portfolio has five pairs now viz. Reliance – Nifty, CNXIT-Nifty, TCS-Nifty, CNXIT-Infosys, Nifty-ONGC. The above tracker will be updated on a daily basis. The freshly opened trades will have the shortest holding periods. The type of trade will be depicted in the degree i.e. sub minor (2-3 days), minor (10-30 days) [...]
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ALPHA.ROMANIA – LONG AND SHORT OF SIFS

By Orpheus | Published: 3 August, 2009
The SIF2 – SIF5 intermediate pair is still running for the last 15 days. Performance cycles work like fractals at all degrees, so there is always a strategy between the pair that can be executed profitably. The latest update on APLHA.ROMANIA carries the ongoing signals between the two assets. We have also carried a risk [...]
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ALPHA.INDIA – SHORT RELIANCE, LONG NIFTY UPDATE

By Orpheus | Published: 2 August, 2009
We introduce the Reliance Nifty pair. Pair selection is not just about sector peers but also tradability and risk management. Reliance and Nifty are top traded Indian spot and derivative assets. The above are the two running minor and intermediate trading signals between the two stock (stock futures). Intermediate signals have an average holding period [...]
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