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dharma_bear

dharma_bear
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  • Gee Mom, It's A New Global Momentum And Trend-Following Fund Of Funds [View article]
    The way I have always seen walk-forward testing used is with a re-optimization of parameters at every step. Backtesting is a way to optimize your parameters. Walk-forward testing is for optimizing your method of optimization - which parameters to use, look back period etc.

    It seems to me that using walk-forward as simply a way to increase the amount of data you have got would be illusory as typically there is a lot of overlap from one step to the next.

    Maybe I am missing something here. Has this method actually been useful to you?
    Jan 28, 2015. 01:18 PM | Likes Like |Link to Comment
  • The Evolution Of Optimal Lookback Horizon [View article]
    Very informative. Thanks for this.
    Jan 28, 2015. 12:54 PM | Likes Like |Link to Comment
  • Could A Dividend Cut Be Looming For Mattel? [View article]
    That invalidates your analysis. You have to either use q4 of 2013 or estimate q4 of 2014.
    Jan 23, 2015. 09:40 AM | Likes Like |Link to Comment
  • Minerva Neurosciences Presents Another Buying Opportunity [View article]
    There may be something to the insomnia treatment although they only tested a single dose in the P1b study.

    For people who understand what it takes to demonstrate a neuroprotective effect in Parkinson's, their PR earlier this month was a joke. The only thing they demonstrated was symptomatic relief, as far as could be determined from their sketchy report. This is a very challenging problem, which many are working very hard to solve. They did not do their reputation any favors with that one.
    Jan 22, 2015. 07:52 AM | 1 Like Like |Link to Comment
  • The Perfect Market Hedge Using Volatility Spreads [View instapost]
    Let us grant that this is a good trade based on history, the idea being to close the trade as of the end of December when the January contract is a month from expiration. The question is how big can the premium get for contracts one month from expiration? Not just January, but in general. Need to know this to properly evaluate risk.
    Jan 21, 2015. 08:29 AM | Likes Like |Link to Comment
  • More pain for solar stocks as oil falls below $48/barrel [View news story]
    Tax loss selling was a possibility in December but no longer a viable theory.
    Jan 7, 2015. 07:11 AM | 1 Like Like |Link to Comment
  • TransAct Technologies Is Printing Dividends - 5.77% Yield Offering 35% Upside [View article]
    Thanks for your work on this. TACT price was also pressured by end of year tax loss selling. With the arrival of the new year that is over.
    Jan 5, 2015. 07:37 AM | Likes Like |Link to Comment
  • Update: Vringo Post En Banc [View article]
    SCOTUS can remand and return without granting cert. Unlikely they would revisit this subject so soon after Teva case.
    Dec 26, 2014. 08:31 AM | 1 Like Like |Link to Comment
  • Update: Alexco's Updated PEA Doesn't Impress Me [View article]
    In fairness, there is a bit of additional value not included in the PEA: "Importantly, approximately 15% or 143,000 tonnes of potentially mineable tonnes, primarily at Bellekeno and Flame & Moth, were not included in the PEA mine plan and remains to be considered in the event underlying costs and obligations are further optimized."

    As to silver pricing, how are other mines being valued by the market? Are the current prices sustainable or must they rise to supply consumption?
    Dec 25, 2014. 01:30 PM | 1 Like Like |Link to Comment
  • Chesapeake Granite Wash Trust: Stress-Testing At $50 Per Barrel [View article]
    Thanks for this. Very helpful. At least they are hedged, unlike many of the other royalty trusts.
    Dec 23, 2014. 10:10 AM | Likes Like |Link to Comment
  • Update: Vringo Post En Banc [View article]
    The logical thing for SCOTUS to do would be to delay action on VRNG cert until after the Teva decision. Then, if favorable to VRNG, remand and return to the appellate level for review in accord with the Teva decision. No idea what the chances of that are - maybe someone with experience in these matters can weigh in.
    Dec 22, 2014. 02:31 PM | Likes Like |Link to Comment
  • Tax Loss Selling May Be A Large Factor In 2014 For Oil And Gas Trusts [View article]
    Of all the names you follow it appears that VOC has suffered the worst. Is there anything particular to VOC that has caused this or did it just happen to have more sellers? If the latter it would seem to be the best candidate for a bounce later.

    Thanks very much for your December stats. Good work.
    Dec 5, 2014. 03:19 PM | Likes Like |Link to Comment
  • Rockwell's Triferic Has Zero Clinical Relevance - Sell Ahead Of The Upcoming AdCom [View article]
    Thank you for your knowledgeable comments clarifying this matter.
    Nov 3, 2014. 01:59 PM | Likes Like |Link to Comment
  • Overpriced Expectations: Alcobra Will Get To Second Base, But No Home Run. Options Are Mispriced For An Unlikely Event [View article]
    Since metadoxine has no effect in the hyperactive-impulsive (HI) subgroup, I wonder why the company even allowed this subgroup into the trial. If approved, the label ought to exclude this subgroup anyway. Seems like they are diluting the efficacy signal to no good purpose.
    Oct 2, 2014. 01:54 PM | 2 Likes Like |Link to Comment
  • Fifth Street Finance: BDC Risk Profiles [View article]
    Buzz, I am a paying subscriber. The RH Analytics article gives detailed facts and figures supporting their analysis. Hiding non-accruing loans with PIK "payments" and then carrying them on the books at full value is a serious matter. If other BDCs are doing the same I definitely want to know about it. Saying "everybody does it" and blowing that article off with a "no comment" just will not do. Please pay more attention to this issue.
    Sep 19, 2014. 03:52 PM | 1 Like Like |Link to Comment
COMMENTS STATS
289 Comments
185 Likes