The Global Filter

Mukul Pal · January 10, 2011

To improve stock selection we have combined our universe of assets. We added the Romania stocks and indices to the global list of 500 assets. The aim was to illustrate larger performance cycles with better entry and exit signals.
For example here we have illustrated BRD (Fig1.), Gold (Fig. 2) and the comparison between BRD and Gold performance cycles in Fig 3. What can one observe in the Rieki performance cycles chart?
One can see that BRD is a worst performer, Gold is a top performer and hence BRD is getting ready to outperform Gold. This confirms our case that Romanian banking majors are accumulating stocks and good stock picks among Romanian assets.
All the SIFs are globally among the worst. This also strengthens our case of relative outperformance on SIFs among the Romanian assets. The relative outperformance of the Romanian market also can been observed when one compared global assets with Romanian Indices.
In this report we have looked at other Romanian Indices and early economic stocks like BRK, SIFs, BETFI and BET.
Enjoy the latest Alpha Indices.

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.