Forecasting Security Returns With Simple Moving Averages

This study examines the ability of simple moving averages to forecast security returns. Five moving average variants are used to develop a forecasting model using OLS regression for the DJIA, NASDAQ, TSX and CAD-US exchange rate. The forecasting model is compared to the random-walk model without a drift and tested out-of-sample. The results suggest that the moving averages have no predictive ability on the four indices at a 1 day lag. However, the moving averages explain approximately 45% to 48% of the variation in the returns in the following 10 days and clearly outperform the random-walk model. Most of the forecasting ability is derived from the MA (5, 150). Hurst Statistic estimation is used to confirm the long-term dependencies in the lag 10 data set

Obtaining Structural Insights on Bacterial Protein Complexes Using Time-Resolved Hydrogen-Deuterium Exchange Mass Spectrometry

Persistent infections by Pseudomonas aeruginosa are initiated by interaction of a type IV pilus (T4P) with receptors on the mucosal cells of susceptible hosts. Here, we examine the structural changes occurring between the monomeric and dimeric states of ΔK122 using time-resolved electrospray ionization hydrogen-deuterium exchange mass spectrometry (TRESI-HDX-MS). Based on levels of deuterium uptake, the N-terminal α-helix and the loop connecting the second and third strands of the anti-parallel β-sheet contribute significantly to pilin dimerization. Conversely, the antiparallel β-sheet and αβ loop region exhibit increased flexibility, while the receptor binding domain retains a rigid conformation in the equilibrium state. Additionally, Escherichia coli are able to adapt to changing environmental conditions and develop antibiotic resistance through a process called F-plasmid conjugation, carried out through a type IV secretion system (T4SS). The F-T4SS protein TraF is of particular interest due to its involvement in pilus assembly to mediate the transfer of DNA. Dynamic analysis of a GST-TraF construct through TRESI-HDX-MS was performed to gain further insights on its structure. These studies have revealed that the C-terminal region predicted to contain the thioredoxin-like domain is quite structured compared to the more solvent accessible N-terminal region predicted to form a protein-protein interaction with companion T4SS protein TraH. Structural analysis of a GST-TraF construct is on-going to further characterize the regions responsible for protein-protein interaction and the elucidation of its three-dimensional structure