Daily Archives: 21 March, 2010

Alpha.India – Long Nifty, Short ACC begins

By Orpheus | Published: 21 March, 2010
BHEL negativity is visible through the pair performance on long Nifty- short BHEL and BHEL underperformance against ACC. Both pairs are positive as BHEL continues to underperform. SBI-HDFC pair also continues, as HDFC outperforms SBI by near 10%. The current fresh pairs are long Nifty – short Infosys, long Nifty – short ACC (both are [...]
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Long BETXT, Short DOW delivers 143%.

By Orpheus | Published: 21 March, 2010
Starting with this week, Alpha.Rom, comes with a new update. We replaced Flamingo with DOW, kept the list at 25 stocks, and started two new cases: DOW Futures-SIF5 Futures and DOW Futures-BETXT. DOW secular underperformance on BETXT since February 2009 registered 143% and is now heading for a reversal. The DOW vs. BETXT performance cycle [...]
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Introducing ALPHA.MENA

By Orpheus | Published: 21 March, 2010
The new ALPHA MENA can illustrate the following. 1: Numerically Rank UAE sectors 2: Numerically Rank MENA indices 3: Numerically Rank UAE indices among global Indices 4: Numerically Rank UAE sector components 5: Illustrate performance cycles for the assets under coverage 6: Offer back testing results on performance pairs for historical data 7: Offer out [...]
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