Risk-Managed Momentum: An Evidence from Indian Stock Market

Relative momentum strategies yield large and substantial profits in the Indian Stock Market. Nevertheless, relative momentum profits are negatively skewed and prone to occasional severe losses. By taking into consideration 450 stocks listed on the Bombay Stock Exchange, the present study predicts the timing of these huge momentum losses and proposes a simple risk-managed momentum approach to avoid these losses. The proposed risk-managed momentum approach not only doubles the adjusted Sharpe ratio but also results in significant improvements in downside risks. In contrast to relative momentum payoffs, risk-managed momentum payoffs remain substantial even in extended time frames. The study’s findings are particularly relevant for asset management companies, fund houses and financial academicians working in the area of asset anomalies.

A technique to study the elastic and inelastic interaction of quarkonium with hadrons using femtoscopic correlations

We present a method for the measurement of parameters of elastic and inelastic interactions of charmonium with hadrons. In this technique, we use femtoscopic analysis of charmonium-hadron correlations at low relative momentum and the Lednicky-Lyuboshitz analytical model to extract the interaction parameters. We argue that such a study is already feasible in the LHCb experiment at the LHC, and we discuss the prospects for studies in STAR at RHIC and other experiments at the LHC.

Scattering phaseshift formulas for mesons and baryons in elongated boxes

We derive Lüscher phaseshift formulas for two-particle states in boxes elongated in one of the dimensions. Such boxes offer a cost-effective way of varying the relative momentum of the particles. Boosted states in the elongated direction, which allow wider access to energies, are also considered. The formulas for the various scenarios (moving and zero-momentum states in cubic and elongated boxes) are compared and relations between them are clarified. The results are applicable to a wide set of meson-meson and meson-baryon elastic scattering processes, with the two-particle system having equal or unequal masses.

Study of event mixing for Bose–Einstein correlations in reactions with ππ X final states around 1 GeV

We present a new event mixing cut condition, named energy sum (ES) cut, aiming to investigate two-pion Bose–Einstein correlations (BEC) in reaction with only two identical pions among three final state particles. Unlike the previous proposed pion energy cut, which rejects original events with either pion’s energy beyond a given level, this cut does not eliminate any original events and hence improves the statistics of both original events and mixed events. It selects mixed events in terms of a weight proportional to the two-pion energy sum distribution of original events. Numerical tests using the [Formula: see text] events are carried out to verify the validity of the energy sum cut. Simulation results show this cut is able to reproduce the relative momentum distribution of the original events in the absence of BEC effects. Its ability to observe BEC effects and to extract correct BEC parameters is verified using event sample in the presence of BEC effects. It is found that the BEC effects can be obviously observed as an enhancement in the correlation function and the BEC parameters extracted by this event mixing cut are in good agreement with input values.

2He DECAY FROM EXCITED STATES: THE 18Ne CASE

Two-proton radioactivity studies have been performed on excited states of 18 Ne produced by 20 Ne fragmentation at the FRIBs facility of the Laboratori Nazionali del Sud. The study of the relative-momentum correlations of the two protons allowed to disentangle the diproton, democratic and sequential decay contributions to the 2p emission. In order to extend the study on two-proton decay to other light-masses nuclei, an upgrade of the FRIBs facility is planned. A new configuration of the Fragment Separator would be able to increase the acceptance of the beam line and therefore the yield of the produced radioactive beams. Also the present tagging setup will be modified in view of the gain intensity, in order to sustain the higher foreseen incoming rate. Status and perspectives of the facility will be presented.