|
|
 |
|
Viewing report
|
|
|
|
ALPHA.INDIA.INDICES - The Intermarket Sentimet
Orpheus Capitals, Feb 2011, Pages: 5
The Intermarket Sentiment
If markets are linked then the sentiment should also be linked. We have seen American VIX bottoming at a similar time with Nifty VIX. There are high correlations between Put Call Ratios around derivatives markets and sentiment indices around the world. If prices are linked, sentiment should not be far behind. Highs and lows are witnessed together across markets. First it was 2000 high, 2002 lows, 2008 highs and then 2009 lows and now. Prices, sentiment, valuations are connected. When it's time for euphoria, markets rise globally together and vice versa. Though there is relative performance between assets, sentiment indices in one market can give absolute cues above other markets. Orpheus India Research Alpha is a daily strategy signal product that gives long only, short only, pair trading signals.
Alpha is a numerc 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 Time Analytics research products.
|
|
|
|
