### Table II Momentum (Continued)

### Table 11. GSCI Momentum Returns

2006

"... In PAGE 23: ... A momentum strategy may go long an asset after prior returns have been positive and go short an asset after prior returns have been negative. Table11 shows the payoffs to a strategy of going long the GSCI for one month if the previous one-year excess return was positive and going short the GSCI if the previous one-year excess return was negative. (The choice of a one-month investment period and a one-year look-back period is arbitrary.... ..."

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### Table 1 Hypotheses of momentum and their trade implications

2006

"... In PAGE 9: ... Therefore, we can analyze aggregate trading behavior in conjunction with an asset pricing anomaly, such as momentum, to examine whether trading pres- sures are consistent with a given hypothesis. Table1 gives a summary of the imbalances suggested by different models of investor reaction to momentum. First, it is instructive to examine expected trade imbalances under a simple rational model, such as Conrad and Kaul (1998), who suggest that momentum could be due entirely to cross-sectional variation in unconditional expected returns, not time-series predictability.... ..."

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### Table B.1: Some typical thermodynamic variables. The kinetic four- momentum is given by = p + q=c A .

### Table 3 Momentum Trading Results by Crisis

"... In PAGE 19: ... The only notable change in the pattern is the significance of L1M at the investor leve: it is now significant at the 1 percent level, whereas it was insignificant in Table 1. Table3 presents momentum trading measures for three crisis - period sub - samples: 14 In our estimation, L1M always relates the transacted quantities between t - 1 and t with the return over the month preceding t - 1. Increasing the length of the period over which lagged returns are measured diminishes explanatory power, in general.... ..."

### Table 1. Initial angular momentum adopted for the models

"... In PAGE 2: ....2. Input physics The opacities adopted in the current version of the ATON code are taken from Iglesias amp; Rogers (1993), supplemented by those at low and intermediate temperatures from Alexan- der amp; Ferguson (1994) or Kurucz (1993). The initial angular momentum for all models was estimated according to the re- lations given by Kawaler (1987) for stars of spectral type later than F2 (see Table1 ). The chemical composition was set with... ..."

### Table 6: Momentum preconditioners in 3D

"... In PAGE 11: ...2.1 Momentum preconditioners In Table6 results are presented using the following preconditioners: none No preconditioner. diagonal Left multiplication of the matrix with the inverse of its diagonal.... In PAGE 13: ... 4.3 Iteration counts using di erent number of grid points in 3D From Table6 we conclude, that the MILUD preconditioner is again much better than that of the multiplicative version. The results in Table 7 show that in 3D the approximate inverse can compete with RILUD.... ..."

### Table 1: Momentum matrix construction times in msec

"... In PAGE 14: ... The tables are given at the end of this report. The wall clock times are measured for the matrix construction ( Table1 and 4), preconditioner construction (Table 2 and 5), and preconditioner construction combined with linear system solution (Table 3 and 6). These measurements are given for both the momentum equations... In PAGE 16: ... One reason for this is the overhead of computation due to the auxiliary grid cells. Another reason is a small vector length, which leads to low Mega op rates on the RISC computers of the Cray T3D (compare Table1 0). The e ciency loss for the solution algorithm is more severe than that for the matrix construction.... In PAGE 18: ....3.2. The predicted rates ( Table1 7) show a good correspondence with the observed rates (Table 9). We also use the values of tl and tb from the inner product to predict the rate of the matrix vector product.... In PAGE 19: ... The results are given in Table 24. There is a good correspondence between the predictions (Table 24) and the measurements ( Table1 6). So the described model can be used to predict the e ciency of the proposed parallel method also for larger grid sizes and/or a larger number of processors.... In PAGE 27: ...1 4270.2 Table1 0: Inner product performance in Mega ops per second without communication... In PAGE 28: ...5 200.7 Table1 1: Momentum equation matrix construction; total time per variable in seconds #PE apos;s 1 2 4 8 16 32 64 128 256 32 8 24.15 44.... In PAGE 28: ...04 52.28 Table1 2: Momentum preconditioner construction; total time per variable in seconds #PE apos;s 1 2 4 8 16 32 64 128 256 32 8 247.5 576.... In PAGE 28: ...8 808.1 Table1 3: Momentum preconditioner construction and solution; total time per variable in seconds... In PAGE 29: ...8 211.2 Table1 4: Pressure equation matrix construction; total time per cell in seconds #PE apos;s 1 2 4 8 16 32 64 128 256 32 8 36.59 52.... In PAGE 29: ...29 82.01 Table1 5: Pressure preconditioner construction; total time per variable in seconds #PE apos;s 1 2 4 8 16 32 64 128 256 32 8 295.3 696.... In PAGE 29: ...3 804.2 Table1 6: Pressure preconditioner construction and solution; total time per cell in seconds... In PAGE 30: ...9 4231.5 Table1 7: Estimated inner product Mega op rates with communication #PE apos;s 1 2 4 8 16 32 64 128 256 32 8 9.8 19.... In PAGE 30: ...3 2537.2 Table1 8: Estimated matrix vector product Mega op rates (fm = 10, no overlap) #PE apos;s 1 2 4 8 16 32 64 128 256 32 8 4.9 9.... In PAGE 30: ...6 1274.3 Table1 9: Estimated matrix vector product Mega op rates (fm = 5, no overlap)... ..."