Archive for December 7th, 2010

Alpha India ME - Bharat Electronics triple bottom

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.


ATMA - The BSE Power

BSE Power is one of the worst 12-month performer registering -3% for the period. Barring BSE Real rest of the sectors have outperformed power. BSE Consumer durables were up 82% for the year.
For us at Orpheus, a year-long loser is attractive value. To study the price structure, we inverted the chart. What did we observe?

This article was written for Association of Technical Market Analysts

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.


TICKS.GLOBAL - Silver blowoff

Silver Spot. Primary multiyear price formation suggests a blow off. This is extreme euphoria which should see a large reaction lower. We don’t have a reversal signal yet. A negative weekly close from current levels will be our first sign for at least a multiweek reversal in silver.

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.


Alpha Romania Indices - TLV, BRD and BRK

Financials are an early economic sector and generally outperform when economic cycle is up. The reason is very simple. Renewed need for credit only happens in a growing economy. This may seem hard to believe, but both TLV and BRD are the best potential outperformers according to the latest pair grid. This is in sharp contrast to the other two financial companies viz. BVB and BRK. The brokerage major and the listed stock exchange company are both the top ranked performers and hence the most expensive in the list of 54 assets we cover in Alpha Romania. We continue to look at an underperformance in BRK and BVB and would reduce it in our Rieki portfolio. We anticipated outperformance in BRD and TLV and will increase the allocations for the respective stocks.  The Pair grid carries the best with the worst. The grid suggests that TEL, TGN, SNP, Dafora, CMP and Vrancart are expensive and should underperform. While natural gas, Condmag, Amonil, Alumil, Mecanica and Rompetrol Well services are the best hold. We have updated the latest alpha with Rieki perspectives and LOSO tracker.

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.

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.


TICKS.INDIA - NSE MID CAP 50 at trendline supports

07.12.10 NIFTYMIDCAP50, INR, VIX, SENSEX
The beautiful NSE MID CAP 50 is at a key multi month trendline support. A break here will confirm negativity. The weekly RSI on INR and VIX non confirms takes support at 40 and points up. Sensex is also below key 20,000. The path of least resistance still points lower for Sensex and higher for INR and VIX.
TICKS.INDIA covers Nifty, Cnxit, Sensex, Nsebank, Bse Metals, top blue chips and their futures on an Intra day basis. The reports are published through a self refreshing webpage. The service starting 09:00 HRS (IST). Since TICKS.INDIA is a web based service it is only available through the Orpheus Site.

Alpha India Indices - BSE Consumer Durables head and shoulders

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.