Author: Orpheus | Date: 28 February 2010 | Comments (0)
Categories: News
We recommend: The Orpheus Virtual Store | The Orpheus Research at Reuters: UK, USA
Did you know that for the last 200 days, you could have done better on your Romanian market portfolio if you would have not looked at Pharmaceutical stocks ATB and BIO? Both the stocks underperformed the BETXT index by more than 50%. Did you know that Alpha Numeric ranking and performance cycles positivity on TEL and TGN compared to BETXT since Dec has led to an outperformance of 30% and 19% against BETXT? Do you know why RRC, DAFORA and SNP are still running positive compared to BETXT? Do you know whether SIF5 will outperform BETXT in the weeks ahead or not? Do you know what will happen to ATB and BIO performance compared to BETXT in the next 200 days? The latest Alpha Romania carries the numeric rankings, numeric ranking changes, performance cycles, strategy updates, pair tracker and long only – short only running signals.
Pair Tracker
Strategy Update
Numeric Ranking
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 30 days). This is a daily signal product. The signals will be illustrated through tracker and running portfolios. Alpha can be used by fund managers for relative allocations, traders for leverage bets and high net worth clients for selective trades. This is a part of the time triads analytics developed by Orpheus Research.
Performance cycles is a term coined by Orpheus Capitals. This is another name for time triads, time arbitrage, time fractals but expressed in terms of relative performance. It’s a bounded oscillator that moves in a range say from 1 to 30. 1 is top relative performance and 30 is worst performance. The idea is that performance is cyclical. A top performer will underperform in future and vice versa. A top relative performer is also the worst value pick and the top relative underperformer is the best value pick.
Time Arbitrage portfolio has five pairs now viz. BRD-BET, BETXT-SNP, SIF2-SIF5, BRD-BETXT, BET-SNP. The above tracker will be updated on a daily basis. The freshly opened trades will have the shortest holding periods. Minor degree averaged 10-30 days and intermediate degree trade averages above 30 days. The legs should be risk weighted before any implementation. We are assuming a running stop loss of 2% per traded pair. SIF2/SIF5 +A-B means LONG SIF2, SHORT SIF5. While SIF2/SIF5 –A+B means SHORT SIF2, LONG SIF5.
Coverage: SIF2, SIF5, SIF4, BRD, ERSTE, TGN, BETI, BETFI, BETNG, BETXT, SNP, DAFORA, TERAPLAST, ATB, BIO, BCC
Stop loss and Exits are activated at 4%
Please feel free to mail us for any clarifications. *This is a strategy product. Long Short strategies are not riskless strategies. Please mail us for a detailed working or consult a local financial risk manager to execute these pairs. For more details please subscribe to the ORPHEUS TIME ANALYTICS research products.
Time is a social construct and we see time through the life and nature around us. Understanding time can not only give a unifying theory to research of a few thousand years, but also help us understand the world we live in. Time evolves, oscillates and continues. Time comes before everything, but we don’t see it. We just feel it. We believe what we see and this is why understanding what we don’t see is a challenge. Understanding time could bring more than a conventional thought down, it’s a revolution, which could rock the very foundation of economic thought or the geometric structures Euclid laid down in 300 BC. We are at the start of the journey, but if time is indeed the real mathematics, we could see high accuracy in time forecasts.
Econohistory is the study of performance cycles between assets. Cycles are the generic name for time fractals. Performance cycles can be studied for any time frame, for as small as a tick data to multiyear time frames. This objective approach to performance cyclicality can explain why intermarket analysis is an area of study? Why bonds and commodities tend to be inversely related? What is the connection of Oil with world markets? Why the world watches DOW sometimes and sometimes a 500 point effect on DOW seems to have no impact? Why correlation between assets moves from near perfect at times to weak correlation at other times? Why the same news has different impact on a stock or market? Why equities and bond trend together and why the relationship decouples sometime? When will inflation become deflation, disinflation, stagflation or hyperinflation? When and why does gold outperform and underperform silver? Econohistory can objectively answer these questions, using performance cycles, time fractals and past data. Economic history is mathematical.
To login to the member’s area or access Orpheus estore click here.
ORPHEUS RESEARCH AT REUTERS – UNITED KINGDOM
ORPHEUS RESEARCH AT REUTERS – USA
<strong>Alpha</strong> 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 30 days). This is a daily signal product. The signals will be illustrated through tracker and running portfolios. Alpha can be used by fund managers for relative allocations, traders for leverage bets and high net worth clients for selective trades. This is a part of the time triads analytics developed by Orpheus Research.
<strong>Performance cycles</strong> is a term coined by Orpheus Capitals. This is another name for time triads, time arbitrage, time fractals but expressed in terms of relative performance. It’s a bounded oscillator that moves in a range say from 1 to 30. 1 is top relative performance and 30 is worst performance. The idea is that performance is cyclical. A top performer will underperform in future and vice versa. A top relative performer is also the worst value pick and the top relative underperformer is the best value pick.
<strong>Time Arbitrage</strong> portfolio has five pairs now viz. BRD-BET, BETXT-SNP, SIF2-SIF5, BRD-BETXT, BET-SNP. The above tracker will be updated on a daily basis. The freshly opened trades will have the shortest holding periods. Minor degree averaged 10-30 days and intermediate degree trade averages above 30 days. The legs should be risk weighted before any implementation. We are assuming a running stop loss of 2% per traded pair. SIF2/SIF5 +A-B means LONG SIF2, SHORT SIF5. While SIF2/SIF5 –A+B means SHORT SIF2, LONG SIF5.
<strong>Coverage</strong>: SIF2, SIF5, SIF4, BRD, ERSTE, TGN, BETI, BETFI, BETNG, BETXT, SNP, DAFORA, TERAPLAST, ATB, BIO, BCC
<strong>Stop loss and Exits</strong> are activated at 4%
Please feel free to mail us for any clarifications. *This is a strategy product. Long Short strategies are not riskless strategies. Please mail us for a detailed working or consult a local financial risk manager to execute these pairs. For more details please subscribe to the ORPHEUS TIME ANALYTICS research products.
<strong>Time</strong> is a social construct and we see time through the life and nature around us. Understanding time can not only give a unifying theory to research of a few thousand years, but also help us understand the world we live in. Time evolves, oscillates and continues. Time comes before everything, but we don’t see it. We just feel it. We believe what we see and this is why understanding what we don’t see is a challenge. Understanding time could bring more than a conventional thought down, it’s a revolution, which could rock the very foundation of economic thought or the geometric structures Euclid laid down in 300 BC. We are at the start of the journey, but if time is indeed the real mathematics, we could see high accuracy in time forecasts.
<strong>Econohistory</strong> is the study of performance cycles between assets. Cycles are the generic name for time fractals. Performance cycles can be studied for any time frame, for as small as a tick data to multiyear time frames. This objective approach to performance cyclicality can explain why intermarket analysis is an area of study? Why bonds and commodities tend to be inversely related? What is the connection of Oil with world markets? Why the world watches DOW sometimes and sometimes a 500 point effect on DOW seems to have no impact? Why correlation between assets moves from near perfect at times to weak correlation at other times? Why the same news has different impact on a stock or market? Why equities and bond trend together and why the relationship decouples sometime? When will inflation become deflation, disinflation, stagflation or hyperinflation? When and why does gold outperform and underperform silver? Econohistory can objectively answer these questions, using performance cycles, time fractals and past data. Economic history is mathematical.
<a href=”http://www.orpheus.asia/orpheus/login.php”>To login to the member’s area or access Orpheus estore click here.</a>
<a href=”https://commerce.uk.reuters.com/purchase/advancedSearch.do?providerList=38902″>ORPHEUS RESEARCH AT REUTERS – UNITED KINGDOM</a>
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Author: Orpheus | Date: 28 February 2010 | Comments (0)
Categories: Romanian Pairs and Assets
We recommend: The Orpheus Virtual Store | The Orpheus Research at Reuters: UK, USA
Numerically ranking assets and indices in the UAE equity universe illustrates future outperformers.
Emotional Rankings
Comparisons can get controversial. But let’s face it we are on the mean street, market values every asset and index with a traded tick. So why get so touchy about the fact that the asset we love is low or high in rankings. There are a few other aspects of markets we always forget when we get emotional and attached.
Author: Orpheus | Date: 28 February 2010 | Comments (0)
We recommend: The Orpheus Virtual Store | The Orpheus Research at Reuters: UK, USA
TICKS.GLOBAL covers DOW, GOLD, SILVER, OIL, EURUSD, DAX and other global assets and futures on an Intra day basis. The reports are published through a self refreshing webpage. TICKS.GLOBAL is a web based service it is only available through the Orpheus Site.
The best part, it is running free now. To access the report click here.
To access sample report click here TICKS.GLOBAL.1009
Author: Orpheus | Date: 28 February 2010 | Comments (0)
Categories: Ticks Global
We recommend: The Orpheus Virtual Store | The Orpheus Research at Reuters: UK, USA
In the current scenario Nifty is forming an inverse H&S near the support of 200-SMA, which means that if Nifty manages to hold the recent low of 4675 and breaks above the neckline valued at 4930, a rally of 1000 odd points in Nifty from thereon within a quarter or two will not surprise me.
Dharmesh Patel
Author: Orpheus | Date: 28 February 2010 | Comments (3)
Categories: News, Reader's contributions
We recommend: The Orpheus Virtual Store | The Orpheus Research at Reuters: UK, USA
The running fresh pairs are long Grains (GRAF.L), long soyabean against short Agricultural Index (AIGA.L). On the other side we are expecting a reversal on sugar and cattle outperformance against the respective benchmark Index. The latest alpha.agro carries numeric rankings, performance cycles, strategy update and running pair trackers.
Strategy Update
Numeric Ranking
Performance Cycles
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 30 days). This is a daily signal product. The signals will be illustrated through tracker and running portfolios. Alpha can be used by fund managers for relative allocations, traders for leverage bets and high net worth clients for selective trades. This is a part of the time triads analytics developed by Orpheus Research.
Coverage: Wheat, Sugar, Coffee, Cocoa, Soyabean, Soyabean Oil, Cotton, Corn, Grains, Agro Indices
Performance cycles is a term coined by Orpheus Capitals. This is another name for time triads, time arbitrage, time fractals but expressed in terms of relative performance. It’s a bounded oscillator that moves in a range say from 1 to 30. 1 is top relative performance and 30 is worst performance. The idea is that performance is cyclical. A top performer will underperform in future and vice versa. A top relative performer is also the worst value pick and the top relative underperformer is the best value pick.
*This is a strategy product. Long Short strategies are not riskless strategies. Please mail us for a detailed working or consult a local financial risk manager to execute these pairs. For more details please subscribe to the ORPHEUS TIME ANALYTICS research products.
Time is a social construct and we see time through the life and nature around us. Understanding time can not only give a unifying theory to research of a few thousand years, but also help us understand the world we live in. Time evolves, oscillates and continues. Time comes before everything, but we don’t see it. We just feel it. We believe what we see and this is why understanding what we don’t see is a challenge. Understanding time could bring more than a conventional thought down, it’s a revolution, which could rock the very foundation of economic thought or the geometric structures Euclid laid down in 300 BC. We are at the start of the journey, but if time is indeed the real mathematics, we could see high accuracy in time forecasts.
Econohistory is the study of performance cycles between assets. Cycles are the generic name for time fractals. Performance cycles can be studied for any time frame, for as small as a tick data to multiyear time frames. This objective approach to performance cyclicality can explain why intermarket analysis is an area of study? Why bonds and commodities tend to be inversely related? What is the connection of Oil with world markets? Why the world watches DOW sometimes and sometimes a 500 point effect on DOW seems to have no impact? Why correlation between assets moves from near perfect at times to weak correlation at other times? Why the same news has different impact on a stock or market? Why equities and bond trend together and why the relationship decouples sometime? When will inflation become deflation, disinflation, stagflation or hyperinflation? When and why does gold outperform and underperform silver? Econohistory can objectively answer these questions, using performance cycles, time fractals and past data. Economic history is mathematical.
To login to the member’s area or access Orpheus estore click here.
ORPHEUS RESEARCH AT REUTERS – UNITED KINGDOM
ORPHEUS RESEARCH AT REUTERS – USA
Author: Orpheus | Date: 28 February 2010 | Comments (0)
Categories: Agro Commodities
We recommend: The Orpheus Virtual Store | The Orpheus Research at Reuters: UK, USA
