When it came to dealing with forex, I had to rethink whether performance cycles will work on Forex. The thoughts which came to mind was “Mukul forex is a pair too”, so performance cycles should work on forex too, irrespective of anything. When Orpheus was travelling to Sofia and Skopje, we were told clearly to focus on EUR DOLLAR. We also had some other queries for FOREX. I took this opportunity and starting pairing up forex assets, to see if forex too can be demystified. Here it is, Alpha forex – ranked with Gold, Brent and Oil.

How did we convert the performance cycles on forex into a strategy? We took the dollar index and paired it with LERO.L (Long EURO, Short Dollar ETC). What happened? The performance cycle turned up on 11 Jan 2010 till 15 Feb 2010. This translated into gains of 11% over 35 days (118% annualized). Now the cycle is again turning up. What does this mean? It means that Dollar index is getting ready to strengthen against the Euro.

The product covers the following assets. 4. BRT- (Brent) 5: SSEK.L (Short Swedish Krona) 6: LAUD.L (Long Australian Dollar) 7: LCAD.L (Long Canadian Dollar) 8: LGBP.L (long British Pound Index) 9: LJPY.L (Long Japanese Yen) 0: LNZD.L (Long New Zealand Dollar) 1: =USD (Dollar Index)

Strategy Update

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Numeric Ranking

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Performance Cycles

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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.

Assets Covered : Assets Covered : 1: SNOK.L (Short Norwegian Krone) 2: GCZ0 (Gold) 3: DDSH0 (Silver) 4. BRT- (Brent) 5: SSEK.L (Short Swedish Krona) 6: LAUD.L (Long Australian Dollar) 7: LCAD.L (Long Canadian Dollar) 8: LGBP.L (long British Pound Index) 9: LJPY.L (Long Japanese Yen) 10: LNZD.L (Long New Zealand Dollar) 11: =USD (Dollar Index)

*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.

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