Part IV: Live Today as a Guest on Benzinga Radio — PreMarket PREP — Talking About 2016’s Highest-Impact Country ETFs / Sectors / Equities that will Surge Next — A Major Emerging Market Recovery is In Play - Running Alpha
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Part IV: Live Today as a Guest on Benzinga Radio — PreMarket PREP — Talking About 2016’s Highest-Impact Country ETFs / Sectors / Equities that will Surge Next — A Major Emerging Market Recovery is In Play

by efrem on Monday March 28, 2016 at 6:33 pm EST | Tags: , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , ,


This morning Running Alpha’s CEO & Founder was invited back as a special guest for a second time since January on BenZinga Live Radio PreMarket PREP. Click Here for a recorded copy of this Morning’s 9:15 AM EDT audio session on SoundCloud. The recording is also available on iTunes and Stitcher.

In case you did not have access to the live commentary post on Benzinga live chat, you can find it consolidated with the unabridged market update below; serving as the founder’s overall macro-view of market opportunities. As a bonus, a dash of actionable stock and ETF-specific investment ideas are sprinkled throughout.

The talk starts off with the host revisiting Efrem Hoffman’s previous commentary on Jan. 8th, mentioning Running Alpha’s correct high conviction, time-relevant market call, which laid out the case for an imminent recovery ( when just about everyone from market professionals to retail investors were in a state of panic and anger ) from the prolonged period of global market risk events leading into the New Year.  Among a special line up of three seasoned guests, Efrem ads a sentiment analytics flavor to the three other independent guest conversation sessions with the host, which included: a general discussion on the December’s jobs number released today; followed by a talk to Ron Insana, Michael Corcelli, Efrem Hoffman, and Mohamed El-Erian — focusing on what these numbers and market action were telling them about the economy going forward.

Jan 8th, 2016 Featured guests:

Ron Insana, CNBC contributor and author of Insana Market Intelligence

Efrem Hoffman, Founder and CEO of Running Alpha Capital Markets Intelligence

Michael Corcelli, Alexander Alternative Capital

Mohamed El-Erian, Chief Economic Advisor at Allianz

Invited back on the Feb 10th live show with Benzinga PreMarket PREP, featured guest Efrem Hoffman, informs the audience the imminent rebound and outperformance in tech and industrial enterprises like General Electric ( GE ), which a bullish thesis was made for its transformation into a leading contender in the race for industrializing the internet complex for connecting our planet with smart sensors and predictive software analytics-as-a-service platforms. This live radio session became the basis for an article ( click here for full content ) written by the Editorial Producer for PreMarket Prep.

________________________________________________ has recently been nominated for the 2016 Benzinga (BZ) Fintech Awards, and will be among finalist at:


The BZ FinTech Awards Gala 2016 is a celebration of innovation in the capital markets, where on May 24th, 2016 all of today’s hottest FinTech nominated start-up finalists in Digital Financial Intelligence and Wealth Management will be meeting up under one roof at the Tribeca Three Sixty in New York City.

For More Details on RunningAlpha at #BZAwards, Click Here.

To register for the event, Click Here.

As the founding strategist of,  even though Efrem Hoffman is providing a fundamental backdrop for why these global market ideas discussed below are compelling alpha opportunities, the quantitative analytics upon which his confidence rests on these expected outcomes are 100% objective and rooted strictly on Running Alpha’s  Proprietary New Data Science Research Framework & Platform: Bottom-Down Perception Analytics ( BDPA ) Technology ( click here for a recent article written by a third-party Swiss-Based though-leader in FinTech Innovations serving the Digital Wealth Management and Intelligence Community. For review all our recent media attention and article posts, visit our Home Page Frequently at: ).

For your musing after the Easter long weekend, here is a mash-up of ideas in no particular order.

Just to be clear when reading the commentary,  it should be noted that the recent rally of late has significant potential to make an interim peak sometime in mid April, which would open up a more favorable buying opportunity on a natural retracement ( within the larger scale uptrend that should remain intact ), which after first or second week of May should build enough energy to lift market higher into the summer months. The Big Theme I was trying to get across is that no matter how aggressive segments of the USA market play into a bullish bias this late spring and summer, emerging markets like Brazil, and agricultural markets like sugar and ETFs like DBA, USA companies like Archer Daniels ( ADM ) and CAT will likely have more of a tail-wind supporting the rally, albeit on balance this year the USA market should perform tremendously well, outside of brief pockets of turbulence that should not last longer than a few weeks at most.

Sugar and Soybeans, particularly Soybean Meal and specialty Agricultural ( AG ) chemical prices ( Industy Related Stock Symbol of note: SQM — operating in Chile; and also trading in USA markets ) have a long term buy signal kicking in; and especially when these commodity price trades above current local monthly high on a weekly basis, they will likely surge into this spring/summer period.  Supply shortages in Sugar, brought about by persistent drought conditions amplified by the El Nino effect, and  coupled with an extreme reversion trade in these areas of note — so buying near these lower levels and on intra/inter-day retracements open up a great opportunity for alpha creation.

Rogers Sugar ( RSGUF ) is one of the best ways to express the pending rise in sugar prices, while exchange traded funds DBA and UAG shoulds benefit handsomely from the rebound in the agricultural goods market. Offering attractive valuations, ADM, CAT, and irrigation equipment maker, VMI ( more attractive on local retracements in 2016 ) will likely be among the stronger U.S. domestic beneficiaries of these emerging trends.

As for emerging markets benefiting from these trends, Brazil ( Exchange Traded Fund EWZ ), being the biggest exporter of sugar, and a sizable exporter of soybeans, should really benefit greatly. Also, iron ores, a significant export, will also help improve Brazil’s GDP, given that the iron ore and metals complex has turned the corner and is likely to see a continued rebound. SID and GGB are two Brazilian companies highly levered to this trend, and sporting favorable outlooks, so hold and add on the lower side of current trend. ITUB is one particular bank in Brazil that looks to benefit from the turnaround in the economy.

The S&P Metals Index ( XME ), Small Cap Gold Stocks (GDXJ) as well as GDX, along with Silver Miners ( SIL ), and silver stocks like Silver Wheaton ( SLW ) and PAAS will likely benefit from near record low interest rate policies around the world. So keep buying these equities on anyretracements in gold prices along the way, as these equities will continue outperforming the underlying contract. Following this current and pending runupexpected this Spring, , silver will really begin getting a boost and accelerate its pace northbound with shock and awe on its second leg of recovery in the second half of the year.

Chile ( Exchange Traded Fund Symbol: ECH ) is also starting to look attractive here, particularly once local resistance is exceeded, so thereafter buying on retracements will be the order of the day. Chile benefits from rising Copper Prices, as they are a huge exporter of Copper Ores. Demand for Lithium oxides are also on the rise given the increased demand for infrastructure development of Lithium Batteries, from the likes of tech projects such as the TESLA  GigaFactory. Specialty chemical companies like SQM will also likely get rewarded from the anticipated bullish developments in the AG space; and so should Electric Utility companies like ENI benefit, which will likely show increased electricity transport activity during periods of higher expected industrial out.

South Korea ( EWY ) will also likely benefit from an extreme mean reversion — amidst the backdrop of one the most favorable PE valuations for emerging market companies of scale, the Korea Central Bank’s dovish interest rate policy add a tail wind to the sail. Being a large exporter to China, China will need to turn the corner for Korea to see out-sized gains. Based on Running Alpha intelligence sources, I do expect China to turn the corner this year in a couple phases — first the exchange traded fund, CNXT ( a small and mid caps concentrated fund tracking the 100 largest capitalized companies on Shenzhen and China A shares market ) and GXC ( an S&P tracking fund for the China Broad Market Index ) will likely benefit most from such a turnaround. The first phase of recovery will be this Spring once price takes out the local resistance of late — with buying opportunities on retracements. Then, again in the fall, a monster rally will likely envelop the emerging market indices, including among China, India, Brazil.

The exchange Traded Fund, EPP — Pacific Ex Japan also looks set to be a good performer this year — focus on buying on inter/intra-month weakness in this market.

As for domestic USA markets, mid to late April will see a potential pullback after reaching an interim peak near there; so look for a sector rotation in April — Big U.S. Pharma is on the watch list after April 4th — IHE and XLV are two ETFs that would benefit along with MRK once recent local resistance of late is taken out thereafter. Until then, these names will remain laggards indeed, but anger is in the air in this equity sector space, so a ripe time for an arb opportunity is pending near. Any pullbacks no matter how sharp or volatile will be short-lived, and another huge rally, including emerging markets is expected in May, particularly starting after May 5th, or perhaps after May 10th, but then onward into summer, especially emerging markets have great potential to move aggressively higher. This should dramatically boost consumer and investor confidence, and by the time November rolls around another monster mega rally into year end is likely in the USA and emerging markets.

So, to sum it up, outside of any given two to three week window, where retracements will take place along the way in 2016, expect sentiment and performance trends to revisit the good old days of the mid to late 1990s. Different factors at play, but similar euphoric outcomes.

About the Parent Company, Running Alpha Investments Inc. — Capital Markets Intelligence: Capital Markets Intelligence is an independent client-focused Canadian Innovation Think-Tank, headquarted in Toronto. They employ patented and proprietary insights at the intersection of physics and finance, born out of the founder’s patented Big Data Machine Learning Platform for hunting down tight correlation wind and precipitation patterns before the onset of violent tornadoes ( from High Dimension Atmospheric Radar Imagery);

and now used by investment professionals and fund managers over the past several years for successfully exploiting market uncertainty and both profiting from and navigating around “Black Swan” events for competitive advantage.

You may be wondering what this has to do with the movement of people, capital, and emotions in the world financial markets — Everything; we have over 100 years of data science to back this up and a history of helping clients accurately protect against Black-Swan events — showing that the correlation structure among bullish and bearish decision-maker perception biases at different scales of market observation come together first in the marketplace, each trading day, before they drive the transactions trends that most conventional media and market tools see and broadcast only later in hindsight. Platform Overview & Description:

The service is a mobile responsive Sentiment-Aware Alpha Production Platform that is a one stop source where traders and investors go for finding a smarter way of: expanding their High-Conviction Idea Rolodex, while Hedging-For-A-Profit from predictable surprises and unknown market threats; and discovering anti-fragile portfolios well before they become visible on the radars of smart money heat maps, implied volatility screeners and social media sentiment trackers.

The founder’s patented technology embedded in the Running Alpha Intelligence has been cited on over 70 occasions on the Patent Documents of Fortune 500 Companies and preeminent scientific think tanks.

Powered by Bottom-Down Perception Analytics technology ( BDPA — discover details below ), the Running Alpha Actionable IdeaGrid is a new heat map experience that actively monitors and takes a macro and micro-level view of a universe of over 7000 U.S. Focused Equities and Global Capital Markets, and illuminates the next 100 best performing opportunities — incorporating forward-equity, volatility, interest rates, bonds, currencies, and commodity market sentiment structure  — that are are not only living at tomorrow’s intersection of growth, momentum, and value, but also most strongly biased for: Profiting from Disruptive Change in Our Volatile Planet.

What Makes Running Alpha’s Premium Capital Market Trends Service a New Category of Actionable Alpha Investment Intelligence?

Running Alpha’s Capital Market Trends Intelligence gives you significant lead time for telling you exactly when Windows of Investment Opportunity open ( specific time and/or date ) and close ( specific time and/or date ) before market transitions from periods of fear and anger to asymmetric reward-to-risk intervals of persistent high-momentum recoveries, which lead to periods of long-term sustainable growth trajectories — exhibiting a range of sentiment behaviors evolving from surprise ( shock and awe ) to elation, through euphoria. You will find bad news “climbing a wall of worry” and good news getting amplified in your favor during these forecasted Windows of Growth; thereby Significantly Lowering Portfolio Volatility and Generating Sharpe Ratios that are Off the Charts.

What Technology Innovation Sets the Running Alpha Intelligence Framework Apart From the Competition?

For Details, see more at:

Here is the latest FinTech article published by DailyFinTech, a “strategic consulting agency to organizations with business and investment interests in Fintech.

Efi Pylarinou, founding partner of Daily Fintech Advisers is a Digital Wealth Management thought leader, whose firm independently posts and publishes articles on the subject. In this edition, they are celebrating 10 compelling platforms for Incremental FinTech Solutions that are Shaping the Future of Digital Weath Intelligence & Management. Running Alpha is one of the listed Emerging FinTech Intelligence providers, offering a sophisticated Crowd-Sourced Sentiment-Aware Alpha Solution for Shedding Light on Dark Information by exploiting Quantum Encryption and Multi-Fractal Bottom-Down Perception Frameworks.

To see the original article source, which just hit the wires on DailyFinTech’s March 22nd, 2016 issue —  click the link below to unlock content:

In the article, references ( quoted text below is extracted from article on DailyFinTech ) are made to alternative solutions that “can warn you before the market undergoes a nasty selloff.” Although these platforms use real-time data from exchanges — “[ looking for patterns and searching for clusters of traders who are bailing out of an investment and providing clear visual signals when sellers are gaining strength before a broad slide kicks in”],

*The Running Alpha methodology goes beyond analyzing visible data, which can be gamed and trolled by your market adversaries. To navigate around these hidden threats, Running Alpha is powered by a new category of actionable intelligence — Bottom-Down Perception Analytics (BDPA) — leveraging insights into the subtle non-linear physics surrounding the complex, dynamic and self-generating internal interactions among individual human-machine perspectives, for revealing Dark Data Perception Fields:

fields of data that encode the relationship among sentiment perceptions of our future-selves — spanning the domain of the current and evolving trader population ecology — for rendering visibility into those corners of the marketplace where clusters of market players, observing market action and market structure in the future, will be making decisions to buy and sell in earnest, well before they put them into motion in the order-book; before they form their intentions of actualizing their decisions; and even before they encode their perceptions of real-time market data.

Going beyond conventional game strategy approaches for one upping your competitor in looking ahead additional moves, Running Alpha offers trader’s an unfair advantage in reverse engineering the long-range non-linear, multi-fractal interaction of human and machine decision-making.

How?  By:

Observing and quantifying, on the fly, huge chunks of the decision-making perception landscape and market state configuration at once; and

Getting inside the mindspace and thinking patterns of competing decision-makers before their actions show up on the radars of both conventional and alternative sources of sentiment, transaction pricing, and implied volatility data.

This is important, because it opens new ground in economic and financial decision-making, particularly circumventing the bottlenecks that cut off machine learning, pattern recognition, technical, and statistical systems from recognizing and identifying differences in market state transitions; where there exists a very large number ( approaching infinity in theory ) of data paths traveled — including but not limited to price, volatility, liquidity data — that are compatible with any given present patterns describing the current and forward market condition. This entropy ( ambiguous information state ) barrier makes it inaccessible for traditional market models to distributively compute the non-lagging instantaneous nature and long-range persistence of things — the current and evolving financial market state that is a leading indicator of persistent directional trend development strung together across multiple time-scales simultaneously.

Fortunately, the Running Alpha BDPA Framework is strategically designed to extract and exploit these deep insights for giving subscribers not only a head start in entering and exiting large-scale positions well before such market activity becomes visible on traditional heat mapping displays — which lack access to Data in the Dark — but also enables ranking and construction of portfolio opportunities without the prevailing constraints of constantly re-prioritizing the next best collection of ideas myopically over incremental shorter-range look-out periods.

The Running Alpha Value Proposition:

To this end, Running Alpha is on a mission for helping global investors and traders of all stripes generate real alpha at a lower transaction cost-points without capacity constraints, while at the same time organically hedging-for-a-profit ( not a cost ) in all market structure environments with lower portfolio turnover.

Key Take-Away Points:

By employing this new class of Sentiment-Aware Perception Maps — holistically designed for consistently hunting down the world’s most persistent Risk-Off and Risk-On Opportunity Windows — Running Alpha can see Critical State Transitions from Black Swan episodes of fear and anger to surprise, elation, and euphoria.

We do this by exploiting intrinsic unseen defects and inefficiencies in the way prevailing human and machine deep learning algorithms, and sentiment and volatility based research frameworks, are mathematically biased for unintentionally introducing persistent periods of lag ( under very special conditions and unstable market states ) into the forward-looking decision-making process.

Our job at Running Alpha is to hone in on market instruments that exhibit long-range persistence of such critical states; thereby helping our subscribers take full advantage of these large-scale divergences between lagging perceptions and the reality of actualized outcomes.

See more at:

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