ALPHA.ROM – BEST BUYS
It may be strange to look for buy signals when SIFs are under selling pressure, but the truth is that while SIFs have come down 14% from recent highs, there are stocks in BVB in ALPHA coverage that have gone up. Performance cycles enable us to understand the potential outperformers. This week’s ALPHA carries potential best buy along with the regular numeric ranking between stocks and indices. Next week we introduce comparisons between regional indices (Austria, Hungary, CZECH, Serbia and Romanian Indices). TGN and TEL are at the ranking lows, while ALRO and BRD are at the top. Financial and Banking stocks remains overstretched and we continue to look at defensive and utilities to allocate. The pick of the week is SNP. There is more about it later in the report along with the best BUYS. Enjoy the latest ALPHA.ROMANIA.
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ALPHA is a pair trading, long only and short only strategy 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.
TIME ARBITRAGE portfolio has five pairs now viz. BRD-BET, BETXT-SNP, SIF2-SIF5, BRD-BETXT, BET-SNP. The above tracker will be updated on a daily basis. The freshly opened trades will have the shortest holding periods. The type of trade will be depicted in the degree i.e. sub minor (2-3 days), minor (10-30 days) and intermediate (above 30 days). The legs should be risk weighted before any implementation. We are assuming a running stop loss of 4% per traded pair. BRD/BET means LONG BRD, SHORT BET. This also means +A-B. When the pair inverts to BET/BRD, it would mean SHORT BRD, LONG BET meaning -A+B.
LONG ONLY, SHORT ONLY portfolio covers SIF2, SIF5, BRD, ERST, TGN. BET, BETFI, BETNG, BETXT, SNP.
STOP LOSS AND EXITS are activated at 4%
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It may be strange to look for buy signals when SIFs are under selling pressure, but the truth is that while SIFs have come down 14% from recent highs, there are stocks in BVB in ALPHA coverage that have gone up. Performance cycles enable us to understand the potential outperformers. This week’s ALPHA carries potential best buy along with the regular numeric ranking between stocks and indices. Next week we introduce comparisons between regional indices (Austria, Hungary, CZECH, Serbia and Romanian Indices). TGN and TEL are at the ranking lows, while ALRO and BRD are at the top. Financial and Banking stocks remains overstretched and we continue to look at defensive and utilities to allocate. The pick of the week is SNP. There is more about it later in the report along with the best BUYS. Enjoy the latest ALPHA.ROMANIA.