Search results for "technical analysis"
showing 10 items of 37 documents
Predicting rainfall erosivity by momentum and kinetic energy in Mediterranean environment
2018
Abstract Rainfall erosivity is an index that describes the power of rainfall to cause soil erosion and it is used around the world for assessing and predicting soil loss on agricultural lands. Erosivity can be represented in terms of both rainfall momentum and kinetic energy, both calculated per unit time and area. Contrasting results on the representativeness of these two variables are available: some authors stated that momentum and kinetic energy are practically interchangeable in soil loss estimation while other found that kinetic energy is the most suitable expression of rainfall erosivity. The direct and continuous measurements of momentum and kinetic energy by a disdrometer allow als…
Fooled by Data-Mining: The Real-Life Performance of Market Timing with Moving Averages
2013
In this paper, we revisit the myths regarding the superior performance of market timing strategies based on moving average and time-series momentum rules. These active timing strategies are very appealing to investors because of their extraordinary simplicity and because they promise substantial advantages over their passive counterparts (see, for example, the paper by M. Faber (2007) "A Quantitative Approach to Tactical Asset Allocation" published in the Journal of Wealth Management). However, the ``too good to be true" reported performance of these market timing rules raises a legitimate concern as to whether this performance is realistic and whether investors can expect that future perfo…
Turbulence structure and implications in exchange processes in high-amplitude vegetated meanders: Experimental investigation
2018
Aquatic plants in rivers interact with flow and exert an important role in maintaining suitable habitat and ecological equilibrium. Understanding turbulence structure in the presence of vegetation is important with respect to environmental processes, such as sediment transport and mixing of transported quantities. Literature indicates that mass and momentum exchanges in the presence of vegetation are strongly influenced by the sequence of coherent structures which form between vegetated and non-vegetated zones. In the present paper we investigate turbulence structure and coherent motion in high-curvature channels with submerged vegetation. The analysis is performed with the aid of detailed …
Trend following with momentum versus moving averages: a tale of differences
2020
Despite the ever-growing interest in trend following and a series of publications in academic journals, there is a dearth of theoretical results on the properties of trend-following rules. Our pape...
Estimating rainfall erosivity by aggregated drop size distributions
2016
Rainfall erosivity is defined as the potential of the rain to cause erosion, and it can be represented by rainfall kinetic power. At first in this paper, the raindrop size distributions (DSD) measured by an optical disdrometer located at Palermo in the period June 2006–March 2014 and aggregated for intensity classes, are presented. Then an analysis of raindrop size characteristics is carried out, and the reliability of Ulbrich's distribution, using both the maximum likelihood and momentum estimate parameter methods, is tested. The raindrop size measurements are used to determine the experimental rainfall kinetic power values, which are compared with the ones calculated by a theoretically de…
Risk-Managed Industry Momentum and Momentum Crashes
2016
This is the first paper that investigates Barosso and Santa-Clara’s (2015) risk-managed momentum strategy in an industry momentum setting. We investigate traditional momentum strategies and Novy-Marx (2012) strategy. We also explore the impact of different variance forecast horizons on the average payoffs. We find that risk-managed industry momentum payoffs generate considerably higher returns than plain momentum strategies. Notably, risk-managed payoffs increase linearly as the time window for variance forecasts are contracted which is consistent for all different strategies.
Kinetic energy and radial momentum distribution of hydrogen and oxygen atoms of water confined in silica hydrogel in the temperature interval 170–325…
2019
Water is an ubiquitous liquid and it is necessary for life;. Studies on water are therefore of obvious scientific and .... technological relevance. In view of its peculiar physicalproperties (the so-called water anomalies, particularly relevant at low temperatures [1]), studies on water structureand dynamics in ample temperature intervals, covering also the supercooling region, have attracted much interest in recent years. In particular, studies focused on the supercooled phase are important in order to test theories and hypotheses[2,3], including the liquid-liquid phase transition hypothesis [4-6] and the related fragile-to-strong crossover observed inwater confined in silica matrices and …
Trends in Patient Generated Data – An Initial Review
2019
In recent years, patient-centered care has gained significant momentum in healthcare and the patient is more involved as an active participant in data generation. In this state of the art review we ...
Market Timing with Moving Averages: Anatomy and Performance of Trading Rules
2015
The underlying concept behind the technical trading indicators based on moving averages of prices has remained unaltered for more than half of a century. The development in this field has consisted in proposing new ad-hoc rules and using more elaborate types of moving averages in the existing rules, without any deeper analysis of commonalities and differences between miscellaneous choices for trading rules and moving averages. The first contribution of this paper is to uncover the anatomy of market timing rules with moving averages. Our analysis offers a new and very insightful reinterpretation of the existing rules and demonstrates that the computation of every trading indicator can equiva…
Time-of-flight photoelectron momentum microscopy with 80–500 MHz photon sources: electron-optical pulse picker or bandpass pre-filter
2021
Journal of synchrotron radiation 28(6), 1891 - 1908 (2021). doi:10.1107/S1600577521010511