Archive for April 12th, 2012

Potential New Long


Looking for a potential new long in a falling market might seem like a challenge. Fundamentalists have done it for long. There is always a value lurking in the universe, which you can buy and hold. Times have changed not only because buy and hold seems too risky, but also because holding on to a losing component (an underperformer) for a long time could hurt everyone from the fund manager to the investor. How do we bring out more objectivity in the stock selection process. What if we could merge the three approaches, fundamental, technical and statistical all into one.

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Jiseki Interpretation. Signals are interpreted as crossovers between various Jiseki Cycles. All three Jiseki cycles (Jiseki 1,2 and 3) depict different time frames. Example: An asset is ranked above 80 percentile and all the three Jiseki cycles are pointing lower, this suggests a running SHORT SIGNAL. Our Jiseki Indices use different kind of exits based on price and Jiseki Cycles. We have color coded the (Jiseki 1>Jiseki 2) SHORT zones with brown sandy (burlywood) and grey (Jiseki 1>Jiseki2) for LONG SIGNALS.

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.