search for: hedges

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 = Dummy variable taking value 1 for period Oct-Mar

Dear all, I would like to add mixed effects in a multinomial model and I am trying to use MCMCglmm for that. The main problem I face: my data set consits of a trapping data set, where the observation at eah trap (1 or 0 for each species) have been aggregated per traplines. Therefore we have a proportion of presence/absence for each species per trapline. ex: ID_line mesh habitat Apsy Mygl

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

Hi, I starting a new project, and have run into behavior I cannot replicate in irb, (i.e. outside of using rspec) when the directory? returns true, so I thought I''d ask here, in case any one has seen this badhavior. ruby-1.9.2-p136 rspec (2.5.0) rspec-core (2.5.1) rspec-expectations (2.5.0) rspec-mocks (2.5.0) When I try to run this spec: require Pathname(__FILE__).ascend { |d|

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

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 design and development of r programs to accelerate the speed of research. The

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 funds from my portfolio. And I applied POINTS() and

Hi, I''m struggling with something that seems to be simple, and I''ve not had any joy following the RSpec books suggestions (p. 187). I''d like to test that a method raises and error when a file is not found. I''ve tried adding this in my example just before I call my method, but it never seems to get invoked. Pathname.stub(:exist?).and_return(false) The whole

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

Hi, This is probably trivial to most people out there, but I'm struggling with this. I have a data set which contains the closing prices (properly adjusted for dividends and splits) for several hundred securities and the closing prices for a general stock market index (S&P 500). I have no problem getting it into R with RODBC and manipulating it. There are no missing values. I can

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 &...

Hello Amelie, I don't have an answer to your question, but I just wanted to point out this page I noticed recently ( http://hlplab.wordpress.com/2009/05/07/multinomial-random-effects-models-in-r/), which might be helpful. I'm also interested in figuring out how to do a multinomial glmm, so if you find out anything I'd be happy to hear more about it! Based on what I've found so

...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 Australia...

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

Dear R-Users, I've written a number of functions in a .R/script file. I would like to call those functions from another script file. How can I execute all the code in a script file so that the functions are available for use in my other script file ? I have tried help.search("script") and various Google alternatives but couldn't come up with anything. Thanks in advance,

Dear R Users, I am trying to get plot.zoo to place monthy tickmarks/labels for a time series which spans daily data going back a bit over a year. Right now, I am getting only one tick mark on the x-axis for the beginning of 2008. How can I force plot.zoo to place more regular x-axis tick marks on a monthly basis ? Thanks in advance, Tolga Generally, this communication is for informational