The running pairs are long German 30 yrs - short German 10 yrs (Bund); long German 30 yrs - short German 5 yrs (Bobl). The pairs about to close are long German 30 - short US 10 yrs (up 6.83% in 102 days i.e. 25% annualized) and long German 30 yrs - short German 2 yrs (Schatz) (up 4.2% in 32 days). The latest alpha bonds carry numeric rankings updates, change in numeric rankings and performance cycles.Strategy Update
Numeric Ranking
Performance Cycles
To login to the member's area or access Orpheus estore click here.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.BONDS: GERMAN BONDS, AMERICAN BONDS, JAPANESE BONDS (2, 5, 10, 30 YEAR)STOP LOSS AND EXITS are activated at 2%‘Performance cycles’ is a term coined by Orpheus Capitals. This is another name for time triads, time arbitrage, time fractals but expressed in terms of relative performance. It’s a bounded oscillator that moves in a range say from 1 to 30. 1 is top relative performance and 30 is worst performance. The idea is that performance is cyclical. A top performer will underperform in future and vice versa. A top relative performer is also the worst value pick and the top relative underperformer is the best value pick.Please feel free to mail us for any clarifications. *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.ORPHEUS RESEARCH AT REUTERS - UNITED KINGDOMORPHEUS RESEARCH AT REUTERS - USADisclosure: "No positions"