Alpha Energy – Can Halliburton deliver 100% against Energy complex?

You may dismiss this as just another coincidence. But the reality is that markets are more inefficient than believed. Inter sector divergences can deliver more than risk free return and there is no hedging without understanding of time (performance cycles).
Starting 14 Oct 2008 to 12 Jan 2010, long Halliburton, short AIGE (Energy Index ETC) delivered 123%. This was 99% annualized gains. Anadarko is still running outperformance pair against AIGE (Energy Complex Index ETC) up 14% since 8 Feb 2010.
The latest alpha energy carries numeric rankings for top 30 energy assets. We have replaced some stocks with Petroleum, Carbon, Heating Oil, Nat GAS ETC’s.
Strategy Update

Numeric Ranking

Performance Cycles

ALPHA is a pair trading, long only – short only strategy and numeric ranking product based on TIME fractals. Time arbitrage, Time Triads, Time fractals are terms coined by Orpheus Research. The signals are carried over three different time frames viz. sub minor (2-3 days), minor (10-30 days) and intermediate (above 30 days). This is a daily signal product. The signals will be 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.
Assets Covered : Nat Gas ETC, XLE Spdr, Schlumberger, Conoco Phillips, Occidental Petroleum, Chevron, Exxon, Apache Corporation, Anadarko petroleum, Gazprom, Nat Gas Spot, Devon Energy, Halliburton, XTO Energy, Transocean, Marathon Oil, EOG Resources, National Oilwell, Hess, Chesapeake, South Western, Diamond Offshore, Baker Hughes, Weatherford, Carbon, Heating Oil, Petroleum, Petroleum
*This is a strategy product. Long Short strategies are not riskless strategies. 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 TIME ANALYTICS research products.
To login to the member’s area or access Orpheus estore click here.
ORPHEUS RESEARCH AT REUTERS – UNITED KINGDOM
ORPHEUS RESEARCH AT REUTERS – USA