The Disruptive Active

Disruption Disruption is happening all the time. And it will happen in the active investing business too. What is active investing? Anything which starts from intraday trading to mutual funds to hedge funds can be bundled as active investing. Anything which is designed to conserve capital (even if it does not) and deliver absolute returns [...]

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RMI US Scores 9 to 3

Like other anomalies, I remember the year ending in ‘5’ anomaly of 2005. The “anomaly” was that year ending in ‘5’ tend to be positive. It was last trading day which nudged the year to positivity. I think it was 31 Dec, which moved up 67 points and put the otherwise sideways year into glory. [...]

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RMI Toronto Shines

Well! We don’t have numbers from active style performances in Toronto. But what we can tell you is that 1000 bps above the benchmark for an Active strategy with components holding at an average 40 days with similar underlying volatility is nothing short of a spectacular performance. The best part RMI Toronto 15 was tracked [...]

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RMI India Models Outperform

Letting it run. India’s lack of performance was in the news all this year. Hence RMI India’s model portfolios had to face the heat themselves. What will happen? Will RMI India 30 do well? Is it a low correlation year for it? Will this be an underperforming year? Will it conserve cash atleast? We listened [...]

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The Holy Grail

For all those who believe there is no holy grail, in global markets there is one, it’s beating the S&P500. You beat it, you prove it, and you have challenged the holy grail. It’s the most popular benchmark, with the most history, with the most assets under management. There are more than 10 ETFs based [...]

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Analytics

Orpheus Risk Management Indices (ORMI) © and Analytics The indices values that are disseminated today are broadly based on market capitalization methodology. Market capitalization methodology has been challenged globally for a few broad reasons. 1) As an asset strengthens it is given more weight 2) As an asset weakens it is given lesser weight. This on one side captures [...]

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