Tag Archives: RELIANCE

READING ALPHA

By Orpheus | Published: 26 July, 2009
This update on ALPHA INDIA will take you through the mechanics of trading or investing based on the product signals. The pair trading strategy is divided into three different time horizons viz. sub minor (2-3 days), minor (10-30 days) and intermediate (above 30 days). We will call the portfolio with the respective names. Every pair [...]
Posted in Indian Pairs and Assets | Also tagged , , | Leave a comment

THE ARBITRAGE CURVE

By Orpheus | Published: 22 July, 2009
This might look like a learning curve, but it’s an arbitrage curve for me. Pair trading in Indian markets is an exciting experience. Even as early as 2000 I remember working on cash-futures, futures-futures arbitrate sheets on the BRIDGE TERMINAL at the 24 floor of the Bombay Stock Exchange, teaching brokers how to execute riskless [...]
Posted in Indian Pairs and Assets | Also tagged , , , | 1 Comment