Consider an investment strategy that buys S&P 500 futures when a price moving average with a short lookback exceeds a price moving average with a longer lookback.

Consider an investment strategy that buys S&P 500 futures when a price moving average with a short lookback exceeds a price moving average with a longer lookback. a Generate 1,000 times series of strategy returns by applying different combinations of i Short lookback ii Long lookback iii Stop-loss iv Profit taking v Maximum holding period b Compute the maximum Sharpe ratio out of the 1,000 experiments. c Derive E[ maxk{SRk}], as explained in Section 8.7. d Compute the probability of observing a Sharpe ratio equal to or higher than 4(b). Repeat Exercise 4, where this time you compute the familywise Type I and Type II errors, where SR is the median across the 1,000 Sharpe ratios.

design suitable bearings to support the load for at least 5E8 cycles at 1 200 rpm using deepgroove ball bearings.

The shaft shown in Figure P11-4 was designed in Problem 10-19. For the data in row (a) of Table P11-1, and the corresponding diameter of shaft found in Problem 10-19,….

Find the minimum film thickness for a long bearing with the following data: 30-mm dia, 130 mm long, 0.0015 clearance ratio, 1 500 rpm, ISO VG 100 oil at 200°F, and supporting a load of 7 kN.

1.       A paper machine processes rolls of paper having a density of 984 kg/m3. The paper roll is 1.50-m OD X 22-cm ID X 3.23-m long and is on a simply supported, 22-cm OD, steel….

Find the minimum film thickness for a bearing with these data: 30-mm dia, 25 mm long, 0.0015 clearance ratio, 1 500 rpm, ON = 30, ISO VG 220 oil at 200°F.

1.       Problem 7-12 estimated the volume of adhesive wear to expect from a steel shaft of 40 mm dia rotating at 250 rpm for 10 years in a plain bronze….