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: Orpheus | Date: 09 November 2011 | Comments (0)

Categories: Global, Global Indices, Research Updates

We recommend: The Orpheus Virtual Store | The Orpheus Research at Reuters: UK, USA

Recently I have met more advisors and money managers in one place than I have ever met (call it clustering). And strangely a part of this cluster voiced lack of reverence for Warren Buffet. This was in Toronto. I was there for a conference and even a mention of Buffet evoked “I am not a fan” response. When I hear money managers saying that he did poorly on the Bank of America deal, on one side I see some criticism of what the sage is doing and on the other side I see an era of sideways market and increasing market knowledge that challenges the old thought leaders.

It’s all psychology at one level because Buffet never admitted being God. It’s the market participants who bestowed him with that status. It was also not his fault that he was 11 year old growing up in his father’s brokerage company at the end of great depression, which was incidentally also the best time in a century to buy and hold. Irrespective of Warren’s timing, there is one thing we should give him credit for. He practices what he preaches. He learnt his lessons well and understood that contrarianism works. And this is why we at Orpheus stand by him for his contrarian ability. At a certain stage contrarianism should become intuitive, especially if you have an ability to hold on to your investments for decades. Few can do this today.

At a certain stage if you can identify an extreme underperformer and have the courage to accumulate it, you don’t need anything else. Sooner or later…

Let’s take the current market for example….

To read the 8 page sector special download the latest Alpha India.

This article was written for  Business Standard.

Our Jiseki Time cycles are seasonal patterns of strength or weakness in assets. They are derived from percentile rankings of 0 to 100. The higher the percentile more the chance for an asset to weaken and worst the ranking, better the chance for the respective asset to outperform.

Alpha is a daily strategy signal product that gives trading and investment signals. Alpha is a numeric Ranking product based on TIME fractals. 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. Alpha is a part of the time triads analytics developed by Orpheus Research.

Coverage India: CNX100 traded stocks and Indian Indices.

Author: Orpheus | Date: 09 November 2011 | Comments (0)

Categories: Analytics, India, Research Updates

We recommend: The Orpheus Virtual Store | The Orpheus Research at Reuters: UK, USA