What is volatility? Why is understanding volatility important? Is there a recurring pattern in volatility? Putting simply volatility is a variation of prices over time. There are different types of volatility. In this update we have looked at historical volatility aka statistical volatility (SV). Why is understanding volatility important? Everything animate is connected. Markets are […]
With 29 of the 39 banking stocks posting an average loss of 20% for the rolling 12 months, one wonders “where’s the Indian banking headed?” Banking is a top sector in India and the very fact that despite bleeding sector components NSEBANK has held ground makes it more critical for review. A bottoming banking sector […]
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Download the latest US 30 ORMI 050912 For more such interesting updates visit the Reuters Store or mail us for subscription details. Mukul Pal, is a Chartered Market Technician, MBA Finance and a member of the reputed Market Technicians Association (MTA). He has more than a decade of Capital Market experience dealing with derivatives and global assets. He has […]
Understanding the auto rankings is simple. There are two signals one on price momentum and another on jiseki cycle. When both are positive, it’s total positive. When both are negative, the signal is total negative. When the two signals non-confirm, it’s a non confirming signal. We have broken up the signals accordingly and as you […]
There are three new changes in the SENSEX 30 signals viz. ICICI Bank, Coal India and L&T. Only Coal India has a total positive signal i.e. both price trend and Jiseki cycle trend are running positive. We investigated a bit further. Coal India is in an ongoing corrective and testing key resistances at 360. A […]
My friend Babar invited me to a Jammu conference. We were sharing our stories. My story was on ‘Time’, his was ‘soft power’. Babar had done a lot of work in the region and was recognized and rewarded for his efforts in the region by various state groups. It was during our interaction that we […]
This is the latest BSE MIDCAP review. The Index has 120 components representing various economic sectors. The mid cap review looks at the running signals, illustrates Jiseki cycles, fundamental plots and various risk metrics. Not so surprisingly our ranking methodology delivered. The strategy was able to identify 10 winners which delivered an average of 14% […]
The latest US 15 ORMI © Index update carries the equity curve from Aug 2001 till date. The Orpheus Risk Management Index (ORMI) is up 160% since 2002. The S&P 500 is up 25% since 2001. The ORMI outperformed the S&P 500 by 135% (2002 till date). Download the latest US 15 ORMI 24082012 […]
Download the SENSEX30 report For more such interesting updates visit the Reuters Store or mail us for subscription details. Megh is the algorithmic trading developer at Orpheus Capitals. He completed Bachelors of Engineering in Information Technology from Mumbai University and has worked extensively in the area of stochastic calculus while pursuing his Masters in Statistical Science from La […]