The Global Filter
To improve stock selection we have combined our universe of assets. We added the Romania stocks and indices to the global list of 500 assets. The aim was to illustrate larger performance cycles with better entry and exit signals.
For example here we have illustrated BRD (Fig1.), Gold (Fig. 2) and the comparison between BRD and Gold performance cycles in Fig 3. What can one observe in the Rieki performance cycles chart?
One can see that BRD is a worst performer, Gold is a top performer and hence BRD is getting ready to outperform Gold. This confirms our case that Romanian banking majors are accumulating stocks and good stock picks among Romanian assets.
All the SIFs are globally among the worst. This also strengthens our case of relative outperformance on SIFs among the Romanian assets. The relative outperformance of the Romanian market also can been observed when one compared global assets with Romanian Indices.
In this report we have looked at other Romanian Indices and early economic stocks like BRK, SIFs, BETFI and BET.
Enjoy the latest Alpha Indices.
Alpha is a daily strategy signal product that gives long only, short only, pair trading signals. Alpha is a numeric Ranking product based on TIME fractals. The signals are carried over minor (10-30 days) and intermediate (above 30 days) time frame. The signals are 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.
Naked and/or pair strategies are not riskless strategies. Time arbitrage portfolio legs should be risk weighted before any implementation. 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 Research products.
Naked and/or pair strategies are not riskless strategies. Time arbitrage portfolio legs should be risk weighted before any implementation. 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 Research products.
Alpha India EE – The Short portfolio updated
We updated the short portfolio now that Nifty completed the second corrective wave up and pushed lower till minor trend channel supports. Sub respective supports we are looking lower till previous minor lows at 5,700 levels or even lower till key Fibonacci supports at 5,500. Rieki reached previous extremes and could reverse here, while the LOSO trending signal is negative and confirms our view.
We added Tisco and Exide to our short portfolio. Infosys, Lupin and Tata Motors are running positive. The current report also carries the technical view on the Early Economic stocks from the portfolio.
Alpha is a daily strategy signal product that gives long only, short only, pair trading signals. Alpha is a numeric Ranking product based on TIME fractals. The signals are carried over minor (10-30 days) and intermediate (above 30 days) time frame. The signals are 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.
Naked and/or pair strategies are not riskless strategies. Time arbitrage portfolio legs should be risk weighted before any implementation. 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 Research products.
Coverage India: BSE500 traded stocks and Indian Indices.
Michesan Anna-Maria, the columnist for the WAVES.INDIA weekly and Head of India Research. Anna discovered her interest of markets immediately after completing her graduate studies in Economics. She followed it up with post graduate studies in corporate finance. A host of research work in behavioral finance, option strategies and quantifying market sentiment followed. Anna covers Indian equity and combines Elliott, Time Fractals and Time Analytics to deliver accuracy across time frames. To review some of her work, check out the annual India accuracy report 2009.
