Consider an investment strategy that buys S&P 500 futures when a price moving average with a short lookback exceeds a price moving average with a longer lookback.

Consider an investment strategy that buys S&P 500 futures when a price moving average with a short lookback exceeds a price moving average with a longer lookback. a Generate 1,000 times series of strategy returns by applying different combinations of i Short lookback ii Long lookback iii Stop-loss iv Profit taking v Maximum holding period b Compute the maximum Sharpe ratio out of the 1,000 experiments. c Derive E[ maxk{SRk}], as explained in Section 8.7. d Compute the probability of observing a Sharpe ratio equal to or higher than 4(b). Repeat Exercise 4, where this time you compute the familywise Type I and Type II errors, where SR is the median across the 1,000 Sharpe ratios.

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Derive an equation relating the temperatures of oil and water at any section of the heater.

  A.    A tubular heater of the counterflow type is used to heat 1.26 kg/s of fuel oil (cp = 3.14 kJ/kg K) from 10∞C to 26.7∞C. Heat is supplied….

Determine the necessary surface area if the overall heat transfer coefficient is 1.135 kW/m2 K.

  A.    A tubular heater of the counterflow type is used to heat 1.26 kg/s of fuel oil (cp = 3.14 kJ/kg K) from 10∞C to 26.7∞C. Heat is supplied….

Explain transpiration cooling. What is film cooling?

A.      Explain transpiration cooling. What is film cooling? B.      What do you understand by ablative cooling? What are its applications? C.      What is ablative velocity? What is heat of ablation?….