Salvationism Examined

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U.S. Equity Mean-Reversion Examined

In this paper we introduce an intra-sector dynamic trading strategy that captures mean-reversion opportunities across liquid U.S. stocks. Our strategy combines the Avellaneda and Lee methodology (AL; Quant. Financ. 2010, 10, 761–782) within the Black and Litterman framework (BL; J. Fixed Income, 1991, 1, 7–18; Financ. Anal. J. 1992, 48, 28–43). In particular, we incorporate the s-scores and the...

Regular-expression derivatives re-examined

Regular-expression derivatives are an old, but elegant, technique for compiling regular expressions to deterministic finite-state machines. It easily supports extending the regular-expression operators with boolean operations, such as intersection and complement. Unfortunately, this technique has been lost in the sands of time and few computer scientists are aware of it. In this paper, we reexa...

Vacuum charge fractionization re-examined

We consider a model of a quantized fermion field that is based on the Dirac equation in one dimensional space and re-examine how the fermion number of the vacuum, or the vacuum charge, varies when an external potential is switched on. With this model, fractionization of the vacuum charge has been illustrated in the literature by showing that the external potential can change the vacuum charge f...

Cerebral arteriovenous shunts re-examined.

Cerebral A rteriovenous Shunts Re-examined • Cerebral arteriovenous (A-V) shunts have been described in some histological studies, but their existence has been denied in others. Previous attempts to detect the presence and amount of A-V shunting using radioactive microspheres have suggested that large amounts of blood could bypass cerebral capillaries in this fashion. A reappraisal seemed indic...