Hidden symmetry of hyperbolic monopole motion

Hyperbolic monopole motion is studied for well separated monopoles. It is shown that the motion of a hyperbolic monopole in the presence of one or more fixed monopoles is equivalent to geodesic motion on a particular submanifold of the full moduli space. The metric on this submanifold is found to be a generalisation of the multi-centre Taub-NUT metric introduced by LeBrun. The one centre case is analysed in detail as a special case of a class of systems admitting a conserved Runge-Lenz vector. The two centre problem is also considered. An integrable classical string motion is exhibited.Comment: 39 pages, 7 figures, references added, minor changes to section

Combining Alphas via Bounded Regression

We give an explicit algorithm and source code for combining alpha streams via bounded regression. In practical applications typically there is insufficient history to compute a sample covariance matrix (SCM) for a large number of alphas. To compute alpha allocation weights, one then resorts to (weighted) regression over SCM principal components. Regression often produces alpha weights with insufficient diversification and/or skewed distribution against, e.g., turnover. This can be rectified by imposing bounds on alpha weights within the regression procedure. Bounded regression can also be applied to stock and other asset portfolio construction. We discuss illustrative examples.Comment: 20 pages; a clarifying footnote added, references updated, no other changes; to appear in Risk