Posts tagged ‘Rieki’

BRD (up 25%) and TLV (up 15%) deliver

This is what we said on 7 Dec “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. ”

BRD is up 25% since 7 Dec, while TLV is up 15%. This was a clear example of how performance cycles work. The worst outperforms and the best underperforms.

In the latest report we have illustrated Jiseki performance cycles for individual stocks and also for the pair between BRD and TLV. Both BRD and TLV are still positive on performance cycles. Among BRD- TLV (Fig. 3), BRD is still outperforming TLV and is up 25% against TLV since July.

We have updated the latest Alpha Early Economic with other financial majors and BETFI.

Enjoy the latest Alpha Early 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.


Alpha India Indices - Nifty Rieki ready to reverse

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.


Alpha India Indices - The sector filter

Performance is cyclical and works on all timeframes and for all assets. This is why sectors under- and outperform in the same way as individual stocks do. If we look at the three months performances, CNXIT is the top performer with 9.76%, while BSE Realty is the worst with -31.71%. This means that one could have made a 40% profit in three months by simply buying CNXIT and selling BSE Realty.

We looked at the sector performance to filter our top and worst among the various sectors on a multiple time frame or an integrated basis. When we had the best and the worst list of sectors, we knew where to look for stock picking ideas. A worst sector according to performance cycles should outperform and hence should be used for stock picking. While a best sector has already delivered in performance and is expensive. This sector stocks should be avoided in a portfolio.

After the sector filter we shortlisted the best and worst stocks. In the table below we have illustrated the final list of the best sells (reduce) and best buys (hold and accumulates) sector and stocks opportunities.

The top twelve performer stocks, filtered by sector, are: VIP Industries, Titan Industries, Orchid Chemicals, Aurobindo, Canara Bank, HDFC Bank, Bhushan Steel, Tata Steel, Infosys, TCS, Tata Motors and Exide.

The bottom eleven performer stocks (worst rankers) are: United Spirits, Marico, Housing Development and Infrastructure, Hindustan Construction, Gammon, Suzlon, Torrent Power, Reliance Infrastructure, Hindustan Petroleum, Bharat Petroleum and Ackru City.

Enjoy the latest Alpha India.

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.


Alpha India ME - The long portfolio updated

We added Reliance Infrastructure to the long portfolio, as it is a worst performer according to both the BSE Capital Goods and BSE Power integrated Jiseki rankings. These two sectors are also worst rankers in the sector Jiseki. We closed Sesa Goa and Tech Mahindra as both reached 0.618 Fibonacci resistances (previous minor highs) and daily RSI is overbought in both cases.

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.


Alpha India EE - The Short portfolio

Today we are introducing the short portfolio. Although the market bias is still positive as Nifty is still completing the second wave up, we continue to look at a turn soon near 6,200-6,250 levels. A pending third impulsive wave down means good short opportunities and potential large moves down in the case of the current top performers. The Nifty Rieki also reached previous extremes and suggests a potential performance reversal near current levels.

We currently have three shorts in our list. Infosys is a top performer of the Technology sector. RSI momentum suggests an overextended structure, while a break sub key levels at 3,430 would further validate our negative view. Lupin’s subminor structure looks like a completing second corrective wave up with immediate resistances at 480-490 levels. Tata Motors has the same second corrective wave structure up, while the minor formation suggests a potential Double Top reversal pattern. Immediate resistances lie at 1,330, while the neckline supports lie at 1,280.

Enjoy the latest Alpha India.

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.


Alpha India ME - BSE Metals Jiseki

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.


Alpha India Indices - Is BSE REAL countercyclical?

Real estate sometimes is considered as an inflation hedge. Real estate has shown a connection with interest rates. Realty is also considered counter cyclical. It moves opposite to the business cycle. When the cycle is up real estate underperforms and vice versa. There are few rules in markets. And if there is a rule, it generally is broken. But looking at market structure would help.

In the ATMA chart of the week we have illustrated…

This article is written for ATMA

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 Heads Orpheus 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.


Alpha India EE - BSE Realty Special

BSE realty is the worst performer and hence the best potential outperformer. Today’s Alpha carries two best long opportunities of the Indian Realty sector. According to the Jiseki integrated rankings, DLF and Housing Development and Infrastructure are the worst performers and should outperform in the next period.

The updated pair grid continues to suggest Federal Bank, Bajaj Auto and Cummins as top performers, while Sun, Punj Lloyd and Housing Development are the worst performers.

The Rieki portfolio carries four longs and three shorts. We continue to hold Reliance, Tech Mahindra, Suzlon and Reliance Power on the long side, while we are selling Federal Bank, Tata Motors and Dr Reddy’s on the short futures side.

Nifty seems to be completing a second corrective wave up. We are looking at 6,100 as a key resistance ahead. NIFTY Rieki also looks topping near trendline resistances. INR continues to weaken as anticipated, while NIFTY VIX remains in a sideways correction.

Enjoy the latest Alpha India.

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.


Alpha India ME - Bharti Airtel. 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.


Alpha India Early Economic - BSE Auto Special

Rieki and Numeric Ranking are great filtering tools when it comes to finding sell or buy opportunities. The latest report carries two special cases on the top performer BSE Auto stocks, Cummins and Bajaj Auto (slide 4 and 5). The updated Numeric Ranking and pair grid (slide 1) also confirm our case. The respective stocks are best shorts, along with Federal Bank, Canara Bank, Bank of Baroda, Shriram Transport Finance, Lupin, BSE Consumer Durables, Corporation Bank and Dr Reddy’s. The best buys are Punj Lloyd, Housing Development and Infrastructure, Suzlon, Tech Mahindra, GMR Infrastructure, India Bulls, Jaiprakash, SAIL, Reliance Capital and Reliance Infrastructure.

The updated Rieki portfolio carries two shorts and four longs. We closed Tata Motors, Bank of Baroda, Cummins and one contract of Bajaj Auto on the short side. We are left with another contract of Bajaj Auto and Federal Bank. On the long side we have Reliance, Tech Mahindra, Suzlon and Reliance Power which are still worst performers and should outperform in the next few weeks. Our overall view on the Indian market remains negative with a potential subminor bounce.

Enjoy the latest Alpha India.

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.


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