THE INDIA FIVE

The India TIME ARBITRAGE portfolio has five pairs now viz. Reliance – Nifty, CNXIT-Nifty, TCS-Nifty, CNXIT-Infosys, Nifty-ONGC. 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. CNXIT/INFOSYS means LONG CNXIT, SHORT INFOSYS. This also means +A-B. When the pair inverts to INFOSYS/CNXIT, it would mean SHORT CNXIT, LONG INFOSYS meaning -A+B.

Please feel free to mail us for any clarifications.
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*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.
ALPHA is a pair trading strategy product based on TIME ARBITRAGE, a term 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 binary charts. The product carries running performance portfolio tracker and give clear entry and exit signals. 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.
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