Diversification and Market Neutral Portfolios in S&P500

Our goal is to investigate strategies to deal with the risks associated with holding asset in the stock market. We first deal with risk of holding a specific stock, by the use of diversification. Later, we’ll attempt to deal with the market risk, which is the risk of entire market going up and down. Data used in this project comes from daily adjusted closing price of stocks listed in the S&P500 index ranging from January 3rd, 2000 to December 31st, 2015 and the data is processed using statistical software R. Sections 2 through 4 of this paper demonstrate diversification and how to lower stock specific risk. Section 2 shows a case with two stocks in a portfolio. Moreover, the ideal portion of your budget allocated to each stock in the portfolio will be discussed. Section 3 scales up the discussion to twenty benchmark stocks in a portfolio. Creating thousands of potential portfolios was more difficult to compute, but it was necessary for Section 4. This part is the evaluation of how much money the portfolios create compared to just using the overall S&P500. Section 5 discusses calculating a stock’s beta, alpha, from Sharpe’s single index model and correlation with the S&P500, then calculate the same measures for the portfolio overall. By using those measures, we’ll attempt to make our portfolio neutral to the market. That is, on average, the portfolio’s value will change independent of the market in crisis situations. This part will deal with the market risk component and mix in with our diversification from above to also deal with stock specific risk

Pan-Cancer Analysis of lncRNA Regulation Supports Their Targeting of Cancer Genes in Each Tumor Context

Long noncoding RNAs (lncRNAs) are commonly dys-regulated in tumors, but only a handful are known toplay pathophysiological roles in cancer. We inferredlncRNAs that dysregulate cancer pathways, onco-genes, and tumor suppressors (cancer genes) bymodeling their effects on the activity of transcriptionfactors, RNA-binding proteins, and microRNAs in5,185 TCGA tumors and 1,019 ENCODE assays.Our predictions included hundreds of candidateonco- and tumor-suppressor lncRNAs (cancerlncRNAs) whose somatic alterations account for thedysregulation of dozens of cancer genes and path-ways in each of 14 tumor contexts. To demonstrateproof of concept, we showed that perturbations tar-geting OIP5-AS1 (an inferred tumor suppressor) andTUG1 and WT1-AS (inferred onco-lncRNAs) dysre-gulated cancer genes and altered proliferation ofbreast and gynecologic cancer cells. Our analysis in-dicates that, although most lncRNAs are dysregu-lated in a tumor-specific manner, some, includingOIP5-AS1, TUG1, NEAT1, MEG3, and TSIX, synergis-tically dysregulate cancer pathways in multiple tumorcontexts

Genomic, Pathway Network, and Immunologic Features Distinguishing Squamous Carcinomas

This integrated, multiplatform PanCancer Atlas study co-mapped and identified distinguishing molecular features of squamous cell carcinomas (SCCs) from five sites associated with smokin

Pan-cancer Alterations of the MYC Oncogene and Its Proximal Network across the Cancer Genome Atlas

Although theMYConcogene has been implicated incancer, a systematic assessment of alterations ofMYC, related transcription factors, and co-regulatoryproteins, forming the proximal MYC network (PMN),across human cancers is lacking. Using computa-tional approaches, we define genomic and proteo-mic features associated with MYC and the PMNacross the 33 cancers of The Cancer Genome Atlas.Pan-cancer, 28% of all samples had at least one ofthe MYC paralogs amplified. In contrast, the MYCantagonists MGA and MNT were the most frequentlymutated or deleted members, proposing a roleas tumor suppressors.MYCalterations were mutu-ally exclusive withPIK3CA,PTEN,APC,orBRAFalterations, suggesting that MYC is a distinct onco-genic driver. Expression analysis revealed MYC-associated pathways in tumor subtypes, such asimmune response and growth factor signaling; chro-matin, translation, and DNA replication/repair wereconserved pan-cancer. This analysis reveals insightsinto MYC biology and is a reference for biomarkersand therapeutics for cancers with alterations ofMYC or the PMN

Spatial Organization and Molecular Correlation of Tumor-Infiltrating Lymphocytes Using Deep Learning on Pathology Images

Beyond sample curation and basic pathologic characterization, the digitized H&E-stained images of TCGA samples remain underutilized. To highlight this resource, we present mappings of tumorinfiltrating lymphocytes (TILs) based on H&E images from 13 TCGA tumor types. These TIL maps are derived through computational staining using a convolutional neural network trained to classify patches of images. Affinity propagation revealed local spatial structure in TIL patterns and correlation with overall survival. TIL map structural patterns were grouped using standard histopathological parameters. These patterns are enriched in particular T cell subpopulations derived from molecular measures. TIL densities and spatial structure were differentially enriched among tumor types, immune subtypes, and tumor molecular subtypes, implying that spatial infiltrate state could reflect particular tumor cell aberration states. Obtaining spatial lymphocytic patterns linked to the rich genomic characterization of TCGA samples demonstrates one use for the TCGA image archives with insights into the tumor-immune microenvironment

Differential Effects of Pravastatin and Simvastatin on the Growth of Tumor Cells from Different Organ Sites

3-hydroxy-3-methylglutaryl coenzyme A reductase (HMGCR) inhibitors, commonly known as statins, may possess cancer preventive and therapeutic properties. Statins are effective suppressors of cholesterol synthesis with a well-established risk-benefit ratio in cardiovascular disease prevention. Mechanistically, targeting HMGCR activity primarily influences cholesterol biosynthesis and prenylation of signaling proteins. Pravastatin is a hydrophilic statin that is selectively taken up by a sodium-independent organic anion transporter protein-1B1 (OATP1B1) exclusively expressed in liver. Simvastatin is a hydrophobic statin that enters cells by other mechanisms. Poorly-differentiated and well-differentiated cancer cell lines were selected from various tissues and examined for their response to these two statins. Simvastatin inhibited the growth of most tumor cell lines more effectively than pravastatin in a dose dependent manner. Poorly-differentiated cancer cells were generally more responsive to simvastatin than well-differentiated cancer cells, and the levels of HMGCR expression did not consistently correlate with response to statin treatment. Pravastatin had a significant effect on normal hepatocytes due to facilitated uptake and a lesser effect on prostate PC3 and colon Caco-2 cancer cells since the OATP1B1 mRNA and protein were only found in the normal liver and hepatocytes. The inhibition of cell growth was accompanied by distinct alterations in mitochondrial networks and dramatic changes in cellular morphology related to cofilin regulation and loss of p-caveolin. Both statins, hydrophilic pravastatin and hypdrophobic simvastatin caused redistribution of OATP1B1 and HMGCR to perinuclear sites. In conclusion, the specific chemical properties of different classes of statins dictate mechanistic properties which may be relevant when evaluating biological responses to statins

BioSimulators: a central registry of simulation engines and services for recommending specific tools

Computational models have great potential to accelerate bioscience, bioengineering, and medicine. However, it remains challenging to reproduce and reuse simulations, in part, because the numerous formats and methods for simulating various subsystems and scales remain siloed by different software tools. For example, each tool must be executed through a distinct interface. To help investigators find and use simulation tools, we developed BioSimulators (https://biosimulators.org), a central registry of the capabilities of simulation tools and consistent Python, command-line and containerized interfaces to each version of each tool. The foundation of BioSimulators is standards, such as CellML, SBML, SED-ML and the COMBINE archive format, and validation tools for simulation projects and simulation tools that ensure these standards are used consistently. To help modelers find tools for particular projects, we have also used the registry to develop recommendation services. We anticipate that BioSimulators will help modelers exchange, reproduce, and combine simulations

Combined Forward-Backward Asymmetry Measurements in Top-Antitop Quark Production at the Tevatron

The CDF and D0 experiments at the Fermilab Tevatron have measured the asymmetry between yields of forward- and backward-produced top and antitop quarks based on their rapidity difference and the asymmetry between their decay leptons. These measurements use the full data sets collected in proton-antiproton collisions at a center-of-mass energy of $\sqrt s =1.96$ TeV. We report the results of combinations of the inclusive asymmetries and their differential dependencies on relevant kinematic quantities. The combined inclusive asymmetry is $A_{\mathrm{FB}}^{t\bar{t}} = 0.128 \pm 0.025$. The combined inclusive and differential asymmetries are consistent with recent standard model predictions

Integrated Genomic Analysis of the Ubiquitin Pathway across Cancer Types

Protein ubiquitination is a dynamic and reversibleprocess of adding single ubiquitin molecules orvarious ubiquitin chains to target proteins. Here,using multidimensional omic data of 9,125 tumorsamples across 33 cancer types from The CancerGenome Atlas, we perform comprehensive molecu-lar characterization of 929 ubiquitin-related genesand 95 deubiquitinase genes. Among them, we sys-tematically identify top somatic driver candidates,including mutatedFBXW7with cancer-type-specificpatterns and amplifiedMDM2showing a mutuallyexclusive pattern withBRAFmutations. Ubiquitinpathway genes tend to be upregulated in cancermediated by diverse mechanisms. By integratingpan-cancer multiomic data, we identify a group oftumor samples that exhibit worse prognosis. Thesesamples are consistently associated with the upre-gulation of cell-cycle and DNA repair pathways, char-acterized by mutatedTP53,MYC/TERTamplifica-tion, andAPC/PTENdeletion. Our analysishighlights the importance of the ubiquitin pathwayin cancer development and lays a foundation fordeveloping relevant therapeutic strategies