A new type of momentum based on the signs past returns is introduced. This driven primarily by sign dependence, which positively related to average return and negatively volatility. An empirical application using a universe commodity financial futures offers supporting evidence for existence such momentum. Investment strategies signal result in higher Sharpe ratios lower drawdown relative time ...

We find that the momentum conjugate to the relative distance between two gravitating particles in their center of mass frame is a hyperbolic angle. This fact strongly suggests that momentum space should be taken to be a hyperboloid. We investigate the effect of quantization on this curved momentum space. The coordinates are represented by non commuting, Hermitian operators on this hyperboloid. ...

In this paper we report on the parallelization of a split-step algorithm for the Schrödinger equation. The problem is represented in spherical coordinates in physical space and transformed to Fourier space for operation by the Laplacian operator, and Legendre space for operation by the Angular momentum operator and the Potential operator. Timing results are reported and analyzed for 3 different...

This paper examines the role of carry trade and momentum trading strategies and their implications for the magnitude of the forward premium anomaly. The formal analysis uses a logistic smooth transition regression, with transition variables related to the di¤erent currency trading strategies. The hypothesis of uncovered interest parity is found to hold in an upper regime where carry trades appe...

To study human lateral stabilization strategies, we developed a simple model using pendulums and a momentum wheel representing human appendages, and we recorded appendage data from 7 subjects during one-legged standing. We demonstrated that simple pendulum models can explain some of the strategies employed by humans to stabilize and that the basic strategy people employ to stabilize themselves ...