Tag Archives: india

Alpha.India – long Nifty, short Sun

By Orpheus | Published: 2 May, 2010
We have been illustrating SUN as a top ranking potential underperformer. Finally the stock is witnessing some negativity and now that the performance cycles are dipping the second time, we expect SUN to deliver a clear underperformance against Nifty. We have seen a similar whipsaw in Tisco – Sterlite. Tisco performance cycles have turned lower. [...]
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Alpha.India – Tisco vs. Sterlite; Bhel vs. ACC

By Orpheus | Published: 11 April, 2010
We illustrated here two of our running pairs along with the respective performance cycles. The Short Tisco – Long Sterlite pair started on 23 Mar and it seems to be pushing back to the positive zone now as cycles continue to suggest further underperformance of Tisco against Sterlite. Short Bhel – Long Acc is a [...]
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Alpha India: HDBK – ICBK, Tisco – Sterlite anticipated reversals Happen

By Orpheus | Published: 4 April, 2010
We mentioned last time that the HDBK – ICBK and Tisco – Sterlite pairs are on our list for a potential reversal. Both anticipated reversals happened and now we have fresh signals in the case of Long HDBK – Short ICBK and Long Sterlite – Short Tisco pairs. We currently have 11 Long – Short [...]
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Alpha.India – Grasim, L&T polarity reversal is here

By Orpheus | Published: 28 March, 2010
In our last Alpha.India update, we initiated the long Nifty – short ACC pair which has brought gains over 7% since then. We mentioned that the long Nifty – short Tata Motors pair seems ready to restart and it did. We also mentioned that the HDBK – ICBK performance polarity might reverse. It reversed after [...]
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Alpha.India – Stocks, strategy and sector update

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 [...]
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Alpha.India – Long Grasim, short Nifty delivers 13%

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 [...]
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Alpha.India – Banking joins tech to lead the way down

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 [...]
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ALPHA.INDIA – SBI DELIVERS 9% IN 6 DAYS

By Orpheus | Published: 9 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 signal [...]
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WHERE ARE THE BULLISH LONGS?

By Orpheus | Published: 26 August, 2009
IF THINGS ARE ROSY (POSITIVE), WHY IS THE SYSTEM WITH FEW LONGS? 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 [...]
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SUBMINOR LONG CNXIT-SHORT NIFTY

By Orpheus | Published: 5 August, 2009
A new pair SUB MINOR LONG CNXIT-SHORT NIFTY starts tomorrow morning. Two previous pairs also close tomorrow. The first was SUB MINOR CNXIT-INFOSYS which closed without a change. The second was SUB MINOR LONG CNXIT-SHORT NIFTY which delivered 4% over 7 days. We have enclosed the value sheet for the pair which illustrates the potential [...]
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