search for: hedge

Hi everyone I am trying to estimate the optimal hedge variance ratio for cross hedging two commodities. the price levels are used (compared to price change and % price change) and used the OLS with dummy variable for estimating the co-efficients. the equation looks like this Y = B + B1*D1 + B2*X + B3*(X*D1) Where Y = Daily Cash market price D1 = Dum...

...sence for each species per trapline. ex: ID_line mesh habitat Apsy Mygl Crle Crru Miag Miar Mimi Mumu Misu Soar Somi 11 028S6A 28 copse 2 0 0 0 0 0 0 0 0 0 0 12 028S6B 28 copse 1 1 0 0 0 0 0 0 0 0 0 13 028S6C 28 hedge 2 0 0 4 0 0 0 0 0 0 0 14 028S6D 28 hedge 1 0 0 7 0 0 0 0 1 0 0 15 028S6E 28 hedge 7 0 0 1 0 0 0 0 0 0 0 empty 11 28 12 28 13 24 14 21 15 22 When I run the following:...

Hi all. I've been lurking and posting on this list for a few years now. Prior to that, I managed the US Convertible Arbitrage portfolio for Amaranth Advisors. I recently agreed to manage a similar portfolio for a different hedge fund and am looking for someone to join me, essentially as the principal quant for a new San Francisco office. I've been very impressed with the posters on this list and am hopeful that some of you will consider submitting your resume for the position. The job announcement follows. Franklin...

...rvm_path.dirname.realpath.directory? end module_function :rvm_local_install? end end end I get this error: https://gist.github.com/853798 irb version: $ irb ruby-1.9.2-p136 :001 > require ''pathname''; ruby-1.9.2-p136 :002 > Dir.chdir(''/home/hedge/Documents/Workspaces/b3/spec/b3/'') do ruby-1.9.2-p136 :003 > pn=Pathname.new(ENV[''rvm_path''] || ''~/.rvm'') ruby-1.9.2-p136 :004?> puts pn.dirname.realpath.directory? ruby-1.9.2-p136 :005?> end true => nil ruby-1.9.2-p136 :006 > pn2...

Hi all i have two data sets, spot and futures cash market prices. to estimate the minimum variance hedge ratio, i first had a glance on the correlation coefficient of relative price change (ln(St / St-1). surprizingly the value is just 0.2 compared to actual price correlation of 0.9. (i did regress the spot change on future change, co-effi is 0.3, and R2 is only 0.025 a) in such scenario can someone...

A quantitative hedge fund within Lazard Asset Management in New York City is looking for a talented programmer/statistician to join a small team of researchers and portfolio managers. The job would intersect the fields of finance, applied statistics and computer science. The position involves applying intelligent des...

i am working on the project to analyze hedge fund performance, i would appreciate that if you guys could spare some time helping me out with the R code. Thanks. The senario is: i applied BOXPLOT() to plot the performance of all hedge funds with 7 strategies. And right now in this boxplot I need to plot the points of 30 individual hedge f...

...s not exist" do Pathname.stub(:exist?).and_return(false) lambda{ B3::Bdd::Helpers.rvm_path}.should raise_error(RuntimeError, "File not found:") end Appreciate any tips. -- ????'' ??? ??????, ???'' ?????? ?? ???? [The fox knows many things, but the hedgehog knows one big thing.] ? Archilochus, Greek poet (c. 680 BC ? c. 645 BC) http://wiki.hedgehogshiatus.com

Dear list subscribers, this is posted in appreciation of the level of skill that subscribers to this mailing list enjoy and in no way to abuse it. We are looking to hire a Research Developer with extensive R and/or python development skills. If interested (below), please contact me directly on osklyar at ahl.com: Man Group / AHL Research Developer [3040] Man is a world-leading alternative

...ch more suited for this. Also, there may be a better approach to this and I would be interested in any suggestions. To give you a practical example, at the end of the day I may have long and short positions in twenty names in a trading account. If there is a net exposure to the index then I can hedge it with index futures. But, if there's low correlation, then I can't. Thanks, Josh Kalish ============================================================================== Please access the attached hyperlink for an important electr...{{dropped}}

On Jun 20, 2013, at 9:48 PM, Reed Hedges wrote: > UPSPORT=/dev/ttyS0 > > # type cablep kill t powerok battok cableok > robot --- RI 0 /RI --- --- > ? > > Is there an equivalent of ?---? in genericups?...

OK, I'll try "none" and see what happens. -----Original Message----- From: Charles Lepple [mailto:clepple at gmail.com] Sent: Thursday, June 20, 2013 10:14 PM To: Reed Hedges Cc: nut-upsuser at lists.alioth.debian.org Subject: Re: [Nut-upsuser] help creating custom genericups configuration - RNG only! On Jun 20, 2013, at 9:48 PM, Reed Hedges wrote: > UPSPORT=/dev/ttyS0 > > # type cablep kill t powerok battok cableok...

.... > > ex: > ID_line mesh habitat Apsy Mygl Crle Crru Miag Miar Mimi Mumu Misu > Soar Somi > 11 028S6A 28 copse 2 0 0 0 0 0 0 0 0 > 0 0 > 12 028S6B 28 copse 1 1 0 0 0 0 0 0 0 > 0 0 > 13 028S6C 28 hedge 2 0 0 4 0 0 0 0 0 > 0 0 > 14 028S6D 28 hedge 1 0 0 7 0 0 0 0 1 > 0 0 > 15 028S6E 28 hedge 7 0 0 1 0 0 0 0 0 > 0 0 > empty > 11 28 > 12 28 > 13 24 > 14 21...

...syntax (I think I cannot send the excel file as binary?) > library(readxl) > library(readxl) > library(metafor) > setwd("C:/docs/Work2/Statistic_Analyses/MetaQTcAD") > getwd() [1] "C:/docs/Work2/Statistic_Analyses/MetaQTcAD" > > dat <- read_excel("Hedges-g_QTc MA_R05.xlsx", sheet = 2, col_names=TRUE, col_types = c("guess")) > class("dat") [1] "character" > class("yi") [1] "character" > [[alternative HTML version deleted]]

Hello, I am trying to understand how to create a custom configuration for the genericups driver. My system simply signals RI on a serial port on low battery. That's it, nothing else. This serial port is also being used for communications so the other lines are going to be changing all the time, unrelated to the UPS state. Is there a "null" upstype I can use, and then add LB=RNG?

...must lie in how the pooled standard deviation is being calculated, but the help for escalc only says that the pooled standard deviation is "calculated inside the function", and I can''t find the exact formula for how this is being done. I''m trying to track down a copy of Hedges and Olkin (1985), but it would be great in the meantime somebody could enlighten me. Thanks, Stephen Ban *p. 226. Cooper, H., Hedges, L., and Valentine, J. The handbook of research synthesis and metaanalysis. Russell Sage Foundation, 2009. Stephen Ban, M.Sc. Ph.D. Candidate Australi...

Can anyone please tell whether there is any R function to act as "VEC" and "VECH" operator on Matrix? Yes of course, I can write a user-defined-function for that or else, I can put dim(mat) <- NULL. However I am looking for some R function. Your help will be highly appreciated. Regards, -- View this message in context:

Hi Martin, my name's Daragh, and I'm a renewal projects architect in the University of Chicago. I saw your name on a listserv - openssh-unix-dev. I was hoping you could lend some insight to a problem we're trying to solve. We are trying to find a way for an Oracle database to connect securely to a mainframe (OS/390 running Model204 DB) through ODBC (Open Database Connection

...ommunication is for informational purposes only and it is not intended as an offer or solicitation for the purchase or sale of any financial instrument or as an official confirmation of any transaction. In the event you are receiving the offering materials attached below related to your interest in hedge funds or private equity, this communication may be intended as an offer or solicitation for the purchase or sale of such fund(s). All market prices, data and other information are not warranted as to completeness or accuracy and are subject to change without notice. Any comments or statements made...

...ommunication is for informational purposes only and it is not intended as an offer or solicitation for the purchase or sale of any financial instrument or as an official confirmation of any transaction. In the event you are receiving the offering materials attached below related to your interest in hedge funds or private equity, this communication may be intended as an offer or solicitation for the purchase or sale of such fund(s). All market prices, data and other information are not warranted as to completeness or accuracy and are subject to change without notice. Any comments or statements made...