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.

find the cost of your paper

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….