Daily Archives: 7 March, 2010

Alpha CEE – How is Bulgarian BGREIT ranked?

By Orpheus | Published: 7 March, 2010
The latest Alpha CEE updates numeric ranking with Bulgarian BGREIT. We have carried strategy update pairs of BGREIT against Romanian BETC, Polish WIG and DOW. Numeric Ranking Strategy Update ALPHA is a pair trading, long only – short only strategy and numeric ranking product based on TIME fractals. Time arbitrage, Time Triads, Time fractals are [...]
Posted in Central and East European Region | Leave a comment

Alpha.Dow 30 – Exxon worst, Boeing best starts to deliver

By Orpheus | Published: 7 March, 2010
This is what we said on 1 Feb “Boeing is at the top while Exxon is at the bottom. Boeing was also the fastest change in positive ranking. The stock is up 8% from start of the year. Exxon on the other side is down 7% from the start of the year. The pair delivered [...]
Posted in American Pairs and Assets | Leave a comment

Alpha.Romania – Historically COMI delivers 310% against BETXT

By Orpheus | Published: 7 March, 2010
COMI outperformed BETXT by 310% from 8 May 2009. We will closely monitor the pair for the reversal signal. DAFR/BETXT a month old pair reached 21% gains. The outperformance of TEL and TGN registered 41% and 26% respectively. As anticipated last week on Alpha Romania, we reached topping performance and thus reversal signals for both [...]
Posted in Romanian Pairs and Assets | Leave a comment

Alpha India – Bhel underperformance against Nifty begins

By Orpheus | Published: 7 March, 2010
BHEL starts to underperform. Short Bhel – Long Nifty begins. Long Nifty – Short TCS is at parity and edging up in positive zone. Maruti – M&M continues to hold and is positive 10% since 18 Jan 2010. On the negative side Grasim vs. Nifty is still 2% negative since 25 Feb initiation. Tata Motors [...]
Posted in Indian Pairs and Assets | Leave a comment