Monthly Archives: January 2010

Alpha.Bonds – Schatz vs. Bobl

By Orpheus | Published: 13 January, 2010
The latest Alpha Bond carries Numeric Rankings from 8 Nov 2009, 13 Jan 2010 and the change in rankings. The idea is to illustrate that Numeric Rankings are not static as they are based on performance. When relative performance changes, Numeric Ranking also changes. Over the last few weeks the biggest change in Rankings is [...]
Posted in Bonds, Global Pairs | Leave a comment

Alpha.Dow30 – American Express tops performance

By Orpheus | Published: 11 January, 2010
We talked about Amex as early as 9 Sep. Amex has ended the year with top gains and was recently featured in the Economist. Now that the stock performance is conspicuous, it’s likely that Amex outperformance has topped. This is what the Numeric Rankings suggest. Amex is the top ranked performer and hence should underperform [...]
Posted in American Pairs and Assets | Leave a comment

Alpha.Energy – Long Nat Gas, Short Brent delivers 116% in 207 days

By Orpheus | Published: 10 January, 2010
This is what we said on 16 Jun.  Waves.oil – long Natural Gas, Short Brent “Contrarianism works because it is the closest to TIME. Now that Natural Gas outlook is at an extreme, the Long Natural Gas – Short Brent strategy is worth its weight in Gold. The intermediate cycles have already turned up and [...]
Posted in Energy Pairs and Assets | Leave a comment

Alpha.US.Indices – S&P 500 set to outperform Dow 30

By Orpheus | Published: 8 January, 2010
There is nothing that validates performance cycles more than trying it on highly correlated assets. We have done it on prior occasions illustrating the S&P 500 and Dow pair, a tight pair. Since 15 July 2009 S&P 500 has underperformed the Dow 30 delivering 5% on an absolute basis and 10% on an annualized basis. [...]
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Alpha.Global Indices – Long Nikkei, Short BVSP (Brazil) delivers 13% in 40 days

By Orpheus | Published: 7 January, 2010
We carried the Long Nikkei – Short Brazil BVSP strategy on 26 Nov 2009. Nikkei outperformed against Brazil BVSP and delivered 13% in 40 days. ALPHA Global Indices have done this regional strategy on prior occasions between India and China, Dow and Nikkei etc. Now with Numeric Ranking between top global Indices we can deliver [...]
Posted in American Pairs and Assets, Global Pairs | Leave a comment

Alpha.India – Performance cycles updated

By Orpheus | Published: 6 January, 2010
The running positive performances are ACC, BHARTI,  BHEL, DLF, GRASIM, Hindalco, ITC, JAIA, L&T, NTPC, ONGC, RLCM, Reliance, Tata Power, ABB, BPCL, Idea, Power Grid, Reliance Capital, Reliance Power, Reliance, Suzlon and Unitech. The running negative performances are HDBK, Hero Honda, HLL, HDFC, ICBK, Infosys, M&M, Maruti, SBI, Sterlite, SUN, TCS, Tata Motors, Tisco, Wipro, [...]
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Alpha.Romania – Romanian top performers and underperformers for Q1 2010

By Orpheus | Published: 5 January, 2010
Romanian top performers and underperformers for Q1 2010 Among single BETXT component assets the relative outperformers in the coming quarter in 2010 compared to the index BETXT are AZO, BIO, RRC, SNP, TGN, TEL, ATB, SIF2, ZENTIVA, TERAPLAST, SIF3, SIF4, SIF5. The relative underperformers compared to BETXT for the next three months are TLV, BRD, [...]
Posted in Romanian Pairs and Assets | Leave a comment

DOW vs. Time Oscillator

By Orpheus | Published: 2 January, 2010
Time Oscillator is a range bound indicator suggesting increase and decrease in time periods. Starting 30 Nov 1988, DOW witnessed a confirming increase in time periods till 30 Sep 1998. From 1998 time oscillator fell till 31 July 2001 along with the prices. Since 30 Apr 2008 the oscillator is falling till date. It is [...]
Posted in Time Cycles | Leave a comment