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If the introduction of trader discretion ultimately could result in the abandonment of a successful mechanical system and if blind adherence to a mechanical approach could yield suboptimal results if a price shock or paradigm shift occurs, perhaps the answer is to create a comprehensive set of rules that would dictate when trader discretion could be introduced. Although such rules are virtually infinite, some ideal candidates include increases in volatility beyond a specified percentage threshold, exceeding the maximum number of consecutive losses in the system s backtested history, and achievement of unprecedented per-trade profit levels. All examples of objective criteria for the introduction of discretionary elements provide a more robust price risk management methodology. As long as we allow stringent adherence to the principles of price risk management to remain our blotter test, the introduction of a discretionary element into our arsenal of trading techniques cannot degenerate into many of

Figure 1.1 Regions of the electromagnetic spectrum. From Stuart, B., Biological Applications of Infrared Spectroscopy, ACOL Series, Wiley, Chichester, UK, 1997. University of Greenwich, and reproduced by permission of the University of Greenwich.

This example is a reimplementation of the Snow Report example from the Template Text in Servlet AntiPattern example. The servlet in Listing 5.3 generates and returns the snow conditions at several Summit County ski resorts in an HTML table. This version of the servlet demonstrates all the variations of this AntiPattern. Some HTML is written directly to the response stream, some is concatenated with the + operator, and some is appended to a StringBuffer. The typical servlet is probably going to stick with one of these approaches. This example has all three simply to illustrate the variations.

But won t market neutral long-short positions be riskier in general than the positions taken by an index-constrained long-only portfolio

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of those cues (gaze aversion, incoherent answers, verbal inconsistencies, speech hesitations, and pauses) could also be seen as signs of cognitive load. However, the results do not show a consistent pattern regarding cognitive load. For example, thinking hard is associated with a decrease in movements, but people typically think that liars increase their movements. My preferred interpretation of the data is therefore that people predominantly believe that liars show nervous behaviours.

The rays coming from the real hologram parallel to the optical axis converge to point O as shown in Figure 16.1. Since the optical path lengths between a real hologram point and the corresponding virtual hologram point are the same, the phase at the virtual hologram point relative to the other virtual hologram points are determined by the radius vector length rc between O and the virtual hologram point as shown in Figure 16.1. The system transfer matrix S that connects the input and the output in the form [Gerrard and Burch, 1975] x2 v2 can be determined as S A0 C0 B0 D0 ! 16:2-2 ! S x1 v1 ! 16:2-1

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public interface PurchaseSessionHome extends EJBHome { public PurchaseSession create(String name, String passwd) throws RemoteException; }

years ago. Her dentist used sophisticated technology to determine the proper positions of her condyles and made her an occlusal appliance with occlusal indentations that positioned her mandible so the condyles were located in these positions. To reduce her TMD symptoms further, she needed orthognathic surgery and braces to align her teeth so they interdigitated at the position her condyles had been placed. She was attempting to join the military, and I was responsible for screening recruits to identify those who had such signi cant TMD that they could not be deployed. I discussed with the recruit her desire to enter the service, how we are not equipped to repair or make occlusal appliances for deployed personnel who broke or lost their appliance, how the stress of the military would affect her TMD symptoms,

known that Dr Libet would not have been pleased if after half an hour or so they had not lifted their nger even once because the urge never came 3 So what are the implications of the instruction to Lift your nger whenever you feel the urge to do so To do what Dr Libet really wants, the participants need to severely curtail their free choice They need to instruct themselves to behave something like this: I shall make the interval between one nger lift and the next one different each time (but not too different) in such a way that the experimenter cannot easily predict when I will next lift my nger 4 The participants are not actually making free choices about action They are playing a complex game with the experimenter.

All fee-paying, discretionary accounts must be included in at least one composite New portfolio accounts must be added on a timely basis Composites must include terminated accounts in the historical record Carve-outs cannot be treated as separate composites 4 Disclosures While the PPS affords greater consistency in performance reporting by specifying rules that must be adhered to in creating performance presentations, exceptions do exist The performance disclosures provide the investment management rms a chance to comment on the data underlying the performance presentations so that we can put the performance in its proper context De nition of rm used to determine total assets under management Availability of complete list and description of all the rm s composites Minimum asset level (if any) below which portfolio are not included in a composite Use of derivatives.

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