By Orpheus | Published:
14 March, 2010
Performance cycles I
Performance cycles II
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 terms coined by Orpheus Research. The signals are carried over three different time frames viz. sub minor (2-3 days), minor (10-30 days) and intermediate (above [...]
By Orpheus | Published:
1 March, 2010
Grasim and Infosys remain the top potential underperformer stocks for the weeks ahead, meanwhile SBI and HDFC are the top potential outperformers. On the sector side, we have Metals and Banks as top potential underperformers and Oil as the top potential outperformer sector for the weeks ahead (which is in sync with our triangle scenario [...]
By Orpheus | Published:
29 January, 2010
Grasim was at the bottom of rankings on 29 Dec 09 and now it is at the top of the ranking list. What does this mean? This means that end of Dec Grasim was ready to outperform Nifty. Did it outperform? Yes. Long Grasim, short Nifty delivered 13% over the last 30 days. This means [...]
By Orpheus | Published:
21 January, 2010
Last time we said that “Technology is a leading sector, which gives market direction. The respective sector heading into top three performers suggest that the leader is finally taking its preferred slot, getting ready to hoist the topping flag for Indian markets.”
What happened since our last Alpha.India report is that another leading sector, Banks has [...]
By Orpheus | Published:
13 January, 2010
There was one thing missing from the last few week’s rankings. It was the fact that technology sector CNXIT was still low in rankings. Technology is a leading sector, which gives market direction. The respective sector heading into top three performers suggest that the leader is finally taking its preferred slot, getting ready to hoist [...]
By Orpheus | Published:
8 November, 2009
We have carried comparative Numeric Ranking for Indices from the CEE region. The rankings include Indices from Austria, Czech, Poland, Serbia, Bulgaria, Hungary and Romania. From Romania we carry various sector and composite indices. Hungarian BUX is the top performer and potentially least on allocation for us. While the CZECH PX is the worst performer [...]
By Orpheus | Published:
26 October, 2009
Historically whenever such a question about stock A outperforming stock B has been raised, the holding period or the period of performance takes a back seat. Timing the markets (or in other words performance) is considered a crystal ball. This weeks ALPHA carries answers to the following questions. Will SNP outperform RRC in the next [...]
By Orpheus | Published:
17 September, 2009
ALPHA is a pair trading, long only and short only strategy product based on TIME fractals. Time arbitrage, Time Triads, Time fractals are terms coined by Orpheus Research. The signals are carried over three different time frames viz. sub minor (2-3 days), minor (10-30 days) and intermediate (above 30 days). This is a daily [...]
Posted in Global Pairs | Also tagged global, silver |
By Orpheus | Published:
15 September, 2009
ALPHA is a pair trading, long only and short only strategy product based on TIME fractals. Time arbitrage, Time Triads, Time fractals are terms coined by Orpheus Research. The signals are carried over three different time frames viz. sub minor (2-3 days), minor (10-30 days) and intermediate (above 30 days). This is a daily [...]
Posted in Global Pairs | Also tagged global |
By Orpheus | Published:
9 September, 2009
BRD PAIRS AND LONG ONLY PERFORMANCE ARE HEADING FOR A RETEST. A CLEAR BREAK ON BET BRD PERFORMANCE HIGH AND BRD RETURN LINES WOULD SUGGESTS THAT THERE IS MORE POSITIVITY LEFT IN THE MARKET.
SIDEWAYS ACTION ON PAIR LINES AND INDIVIDUAL ASSETS…
SUGGEST CAUTION. WE WILL WAIT FOR A CLEAR BREAK ABOVE PREVIOUS HIGHS FOR FURTHER UPSIDE
ALPHA [...]