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Santes8

02/25/17 10:57 AM

#58207 RE: Triple9 #58188

Modeling share price on this could prove to be an interesting feat. Personally, I look at static pharmacy fill numbers based on product, and project based on industry guidelines and standards based on general retail vs specialty vs compounding, but the stock market and price is a totally different animal... With multiple catalysts and changes that are completely variable, I'm not sure I would want to take a position on it solely for the reason that number projection would be prior to news that could come out tomorrow (the SL tab is further along than we anticipated and is coming to market Q4 of 2017, etc..) I'm not sure if there is someone with more financial price experience in the market, but they could possibly create a decision tree model and forecast muti-variable instances...
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Santes8

02/25/17 11:36 AM

#58217 RE: Triple9 #58188

Using R, the hyperbolic distribution looks to be the best fit... I can't define the variables though... If you want to define and set variables without catalyst I can take a shot, but since I don't have anything like this written in R, it may take some time... (tried a simple run from a pre-canned program I found in a Google search, but it didn't work)
http://www.math.ku.edu/ksacg/group/FinalReport.pdf

Does anyone else have experience modeling stock price, or have an R program written? (complete shot in the dark...)