Archive for October 26th, 2011

Shanghai ready to move UP

 

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 Global: Dow 30 components, Global Indices, ETF SPDRS, Commodities

Dan-Andrei Rusu graduated in 2005 the Faculty of Economics Cluj-Napoca, “Dimitrie Cantemir” University. In the same year he joined BT Securities as a financial analyst. He is currently the Head of Research at BT Securities and a speaker with Romanian Brokers’ Association. He is an MTA (Market Technicians Association, New York) affiliate and cleared CMT level 1 exam. He is a contributing columnist for Orpheus Capitals for the ALPHA GLOBAL INDICES.


Author: | Date: 26 October 2011 | Comments (0)

Categories: Global, Global Indices, Research Updates

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Happy Diwali

The victory of good over evil is a war that we symbolically live every moment of our life.

Happy Diwali


Author: | Date: 26 October 2011 | Comments (0)

Categories: India, Research Updates, The Orpheus Newsletter

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The Intermarket Jiseki (Cycles)

Intermarket analysis has become an essential part of a technician’s toolbox. Using R we have created this illustration where all the quarterly Jiseki Cycles for Indian Energy have been plotted.

The illustration tells us which are the worst quarterly components, which are the best and it also tells us there tendencies respective to each other. For example Petronet and SEAMEC is the only Jiseki cycle which are relatively increasing compared to the rest of the energy components.

These are quarterly Jiseki performances which can indicate intermediate trends in sectors or sector components. This is why we call it ‘The Intermarket Jiseki’.


Avinash Barnwal is Master of Science in Statistics and Informatics from IIT Kharagpur. He has worked on human response time at Department of Psychology, University of Amsterdam.  Avinash is a Quantitative Analyst at Orpheus developing money management solutions and building statistical models to address temporal challenges.


Author: | Date: 26 October 2011 | Comments (0)

Categories: Intermarket Analysis, Time Triads

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