Monthly Archives: May 2010

Alpha.Romania – Pharma sector back in focus

By Orpheus | Published: 31 May, 2010
We initiate today Long BIO – short BETXT pair. We are already running ATB-BETXT pair with 10% gains, long Dow – Short SIF5 Futures with 58% gains and Dow – BETXT with 24% gains. We initiate the Long BETXT – Short TGN pair and the ATB-DOW pair. We closed the latter pair last week as [...]
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Alpha.India: Long Nifty, short ACC up 17%

By Orpheus | Published: 30 May, 2010
We have been talking about ACC underperforming Nifty since mid March. The pair is now up 17% as the performance cycle kept pushing lower in favor of Nifty. We also illustrated here the short Tisco – long Sterlite pair which started at the end of April and has delivered 13% in one month. We are [...]
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Ranking Indian health care

By Orpheus | Published: 27 May, 2010
Our latest Alpha India mid week special report carries the numeric ranking and performances cycles on the Indian Healthcare sector. The benchmark is BSE Healthcare. Lupin is the top potential underperformer, meanwhile Ranbaxy and Glaxosmithkline are most likely to outperform in the next few weeks. We have also illustrated a pair performance along with the [...]
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Reducing Romanian BETXT portfolio risk by hedging with Dow Jones Euro STOXX 50

By Orpheus | Published: 25 May, 2010
Orpheus Performance cycles are not only about ranking assets, long only – short only signal, but also about the time arbitrage. This arbitrage is between performance, buying the performer and selling the underperformer. Such a strategy reduces overall volatility in the payoff. We saw this happening on prior occasions where despite market volatility, the pair [...]
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Alpha.India – Introducing Kotak Mahindra Bank

By Orpheus | Published: 23 May, 2010
The long Nifty – short Tata Motors pair started on 18 May and gains already pushed above 8%. We illustrated here the pair along with the respective performance cycle. We now have 7 running pairs, meanwhile long only – short only is mainly negative, with only ITC and Gail remaining on the positive side. We [...]
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Dollar performance cycles are topping

By Orpheus | Published: 19 May, 2010
Since 16 Mar, the dollar Index – LERO (EURUSD) pair registered a gain of 21.6%. The other running pair long dollar index – short GBP is also up 16%. The dollar performance cycles are topping. The latest Alpha Forex carries the numeric ranking, numeric ranking changes, running pair signals, strategy update and performance cycles. Enjoy [...]
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Alpha India: Mid week special, Oil and Gas

By Orpheus | Published: 18 May, 2010
Our latest Alpha India mid week special report carries Numeric Ranking and performance cycles on the Indian Oil sector. We have grouped the BSEOIL components. The top potential underperformer is Gail, meanwhile Aban being the worst in numeric rankings is most likely to outperform the benchmark. We have included Nifty in the ranking list to [...]
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Alpha.Romania: long DOW, short SIF5F up 36%

By Orpheus | Published: 18 May, 2010
Long Dow Short SIF 5 Futures pair turns 4 weeks old and brings 36% gain. After adjustments to the TLV price due to changes in the reference price for the trading session of May 12, the pair is up at 16%. We initiate the Dow, ATB pair today. The latest Alpha Romania carries the latest [...]
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Alpha.India – The Grasim case

By Orpheus | Published: 16 May, 2010
Grasim was at the top of rankings on Jan 21 when we said it will underperform. What happened? The stock continued to underperform and pushed lower in rankings as anticipated. Now it reached the bottom of the list. Top to bottom, the journey took nearly 5 months. A week after Jan 21, we were talking [...]
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Did nat gas outperform?

By Orpheus | Published: 16 May, 2010
This is what we said on 24 Mar. “Will Nat Gas bottom against the energy complex? Yes. NAT GAS after collapsing against AIGE delivering 25% since 29 Jan 2010 should reverse in polarity now.” What happened? Long NGAS (ETC), AIGE is up 10.3%. The last pair on NGAS – AIGE delivered 40%. We will not [...]
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