At the end of June each year, the Russell indexes are reconstituted. Around the Russell reconstitution date, the Russell indexes appear to have some well-formed patterns called Russell rebalance patterns. In this paper, I will use computational verb theory to verify the existence of such stock market pattern and provide a quantitatively way for the scrutiny of similar patterns. The main contrib...

Rebalancing of portfolios with a concave utility function is considered. It is proved that transaction costs imply that there is a no-trade region where it is optimal not to trade. For proportional transaction costs it is optimal to rebalance to the boundary when outside the no-trade region. With flat transaction costs, the rebalance from outside the no-trade region should be to an internal sta...

In this paper, a digital rebalance loop for MEMS gyroscope is designed and its performance test is performed. First, the system model of MEMS gyroscope is established by dynamic analysis. Then, the digital rebalance loop is designed using modern control technique. The performance of the digital rebalance loop is compared with that of conventional PID rebalance loop. Through frequency response a...

Monte Carlo simulations are used to demonstrate that a very attractive tax-based trading strategy is to realize all capital losses, using excess losses to offset realized gains to rebalance the portfolio. This strategy increases the mean and median return by taking advantage of the tax-deductibility of losses, and mitigates risk by allowing low-cost portfolio rebalancing. This portfolio rebalan...

INTRODUCTION A patient affected by asymmetric hemodynamics of cerebro-afferent vessels underwent duplex color scanner investigations in occlusal proprioceptive un- and rebalance conditions. Pupillometric video-oculographic examinations were performed in order to spot connected trigeminal proprioceptive motor patterns able to interfere on sympathetic autonomic activity. The aim of this case repo...

Surgery to align the two eyes is commonly used in treating strabismus. However, the role of strabismic surgery on patients' binocular visual processing is not yet fully understood. In this study, we asked two questions: (1) Does realigning the eyes by strabismic surgery produce an immediate benefit to patients' sensory eye balance? (2) If not, is there a subsequent period of "alignment adaptati...

The Money Follows the Person (MFP) demonstration provides federal grant funds to 29 states and the District of Columbia1 to support state efforts to rebalance their long-term care systems over a seven-year period. Under the demonstration, MFP states are planning to transition about 34,000 individuals from institutional settings to community-based care between 2007 and 2013. MFP states are also ...