Archive for February 4th, 2011

Alpha Romania - BETNG to underperform BET

While doing asset allocation it’s important to understand which sector is outperforming and which sector is underperforming. Orpheus performance cycles  objectively showcase relative performance between sectors.

We have illustrated three charts on here. Fig. 1 is the Jiseki performance cycle on BETNG, Fig. 2  is the Jiseki performance cycle on BET and Fig. 3 is the Jiseki performance cycle between BETNG and BET.

Fig. 3 suggests that BETNG is underperforming BET from start of the year by 7%. And if the trend is to be believed BETNG should continue to underperform the BET. This means TGN, TEL, SNP should underperform TLV and BRD.

Enjoy the latest Alpha Romania Late Economic update.

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.