For all the BRICS trashing there is the Jiseki seasonality setting up a case for an underperformer getting ready to outperform. In this week TIME TRIADS issue we looked at top 10 regional Indices viz. Paris CAC 40, Hang Seng, DJ Stoxx 50 Index Euro, Bovespa Brazil, Frankfurt DAX, Nikkei 225, Shanghai Composite, BSE 30 […]
Speakers and Panelists The following speakers are confirmed to date for the Princeton – UChicago Fall 2013 Quant Trading Conference. Check back often for continued speaker updates! Doug Adams CEO TransMarket Group Rajib Ranjan Borah Director & co-founder iRageCapital Jim Cone Senior Trading Team Leader FX & FI Sun Trading LLC Armando Gonzalez President & […]
ORMI Austria Extreme Reversion ATX PRIME. Orpheus Risk Management Index, EXTREME REVERSION style selects and allocates proportionally more to the negative outliers and less to the best performers in a Universe. ORMI Austria Extreme Reversion invests in all the ATX PRIME 37 components. The ORMI is up 24.88% from September, 2008 compared to 10% for […]
Data models should work across regions, across nature, across data sets. This means “Data Universality”. If natural phenomenon exhibit universal patterns like geometry, outliers, 80-20 principle, mean reversion, fat tails etc. then the data these natural phenomena generate should also express a similar behavior; actually they do. But we still consider data sets as religious, […]
Why stock market is not a science? Today many elements of our life have a degree of predictability, consumption patterns, social behaviour, earthquakes, etc. However the predictive measure is lacking when it comes to stock markets. Behavioural finance highlighted this lacking measure and accountability. Even statisticians limit themselves to prediction of stock market volatility rather than […]
The Active Money Management System: 22nd ATMA Delhi Meeting. The educational meeting will focus on: • How active money management style can adopt a new look as compared to passive investing. • Approach to build a new active system. • Indian Equity Market based active money management systems. Register for the event
We are pleased to launch the ORMI Japan with two ORMI Indices; the ORMI Nikkei Extreme Reversion and ORMI Nikkei Active 20. The Extreme Reversion is the passive ORMI which invests in all the 225 stocks of Nikkei and holds all the 225 components for a year. On the other hand ORMI Japan Active 20 […]
We are pleased to launch the ORMI UK with two ORMI Indices; the ORMI UK Extreme Reversion and ORMI UK Active 20 (The New Active). The Extreme Reversion is the passive ORMI which invests in all the 100 stocks of FTSE and holds all the 100 components for 18 months. On the other hand ORMI […]
In case you missed it, the Bloomberg Business Week cover leveraged the male anatomy to make a statement about hedge-fund returns. Though catchy and good for sales, the cover evoked a mixed response and a few considered it was in bad taste. The social mood is so much about jailing bankers that hedge funds should be happy […]
We have been requested for a signal product for quite some time. Though ORMI is based on Jiseki signals, it generally needs on average more than 10 components to build a portfolio, a few equal weighted and many weighted proportionally. Keeping in mind the need for a signal product we are introducing the ORMI IFTY […]