Trading Energy ETFs with an Improved Moving Average Strategy

In this paper we employ the recently introduced improved moving average methodology of Papailias and Thomakos (2011) and we apply it in two energy ETFs. We compare it to the standard moving average methodology and the buy and hold strategy. Investors who are interested in energy-related sectors and trade using averages, could benefit by forming their strategies based on this improved moving average methodology as it returns higher profits accompanied by decreased risk (measured in terms of drawdown).

Momentum Trading in New York Stock Exchange (NYSE) Energy Stocks

This paper investigates whether the momentum effect exists in the NYSE energy sector. Momentum is defined as the strategy that buys (sells) these stocks that are best (worst) performers, over a pre-specified past period of time (the 'look-back' period), by constructing equally weighted portfolios. Different momentum strategies are obtained by changing the number of stocks included in these portfolios, as well as the look-back period. Next, their performance is compared against two benchmarks: the equally weighted portfolio consisting of most stocks in the NYSE energy index and the market portfolio, and the S&P500 index. The results indicate that the momentum effect is strongly present in the energy sector, and leads to highly profitable portfolios, improving the risk-reward measures and easily outperforming both benchmarks.

The spectrum of endogenous human chromogranin A-derived peptides identified using a modified proteomic strategy.

The hypothesis that chromogranin A (CgA), a protein of neuroendocrine cell secretory granules, may be a precursor of biologically active peptides, rests on observed activities of peptide fragments largely produced by exogenous protease digestion of the bovine protein. Here we have adopted a modified proteomic strategy to isolate and characterise human CgA-derived peptides produced by endogenous prohormone convertases. Initial focus was on an insulinoma as previous studies have shown that CgA is rapidly processed in pancreatic beta cells and that tumours arising from these express appropriate prohormone convertases. Eleven novel peptides were identified arising from processing at both monobasic and dibasic sites and processing was most evident in the C-terminal domain of the protein. Some of these peptides were identified in endocrine tumours, such as mid-gut carcinoid and phaeochromocytoma, which arise from endocrine cells of different phenotype and in different anatomical sites. Two of the most interesting peptides, GR-44 and ER-37, representing the C-terminal region of CgA, were found to be amidated. These data would imply that the intact protein is C-terminally amidated and that these peptides are probably biologically active. The spectrum of novel CgA-derived peptides, described in the present study, should provide a basis for biological evaluation of authentic entities.

alpha-Synuclein aggregation in neurodegenerative diseases and its inhibition as a potential therapeutic strategy

There is strong evidence for the involvement of alpha-synuclein in the pathologies of several neurodegenerative disorders, including PD (Parkinson's disease). Development of disease appears to be linked to processes that increase the rate at which alpha-synuclein forms aggregates. These processes include increased protein concentration (via either increased rate of synthesis or decreased rate of degradation), and altered forms of alpha-synuclein (such as truncations, missense mutations, or chemical modifications by oxidative reactions). Aggregated forms of the protein are toxic to cells and one therapeutic strategy would be to reduce the rate at which aggregation occurs. To this end we have designed several peptides that reduce alpha-synuclein aggregation. A cell-permeable version of one such peptide was able to inhibit the DNA damage induced by Fe(II) in neuronal cells transfected with alpha-synuclein (A53T), a familial PD-associated mutation.

Inhibitors of alpha-synuclein oligomerization and toxicity: a future therapeutic strategy for Parkinson's disease and related disorders.

An abundance of genetic, histopathological, and biochemical evidence has implicated the neuronal protein, alpha-synuclein (alpha-syn) as a key player in the development of several neurodegenerative diseases, the so-called synucleinopathies, of which Parkinson's disease (PD) is the most prevalent. Development of disease appears to be linked to events that increase the intracellular concentration of alpha-syn or cause its chemical modification, either of which can accelerate the rate at which it forms aggregates. Examples of such events include increased copy number of genes, decreased rate of degradation via the proteasome or other proteases, or altered forms of alpha-syn, such as truncations, missense mutations, or chemical modifications by oxidative reactions. Aggregated forms of the protein, especially newly formed soluble aggregates, are toxic to cells, so that one therapeutic strategy would be to reduce the rate at which such oligomerization occurs. We have therefore designed several peptides and also identified small molecules that can inhibit alpha-syn oligomerization and toxicity in vitro. These compounds could serve as lead compounds for the design of new drugs for the treatment of PD and related disorders in the future.