Why are quants afraid of Mark Jurik?

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Quote from kut2k2:

The backtest makes perfect sense. It shows how well the proposed filter does against a benchmark filter (the simple moving average). How would a RMSE be better?
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Love to see some charts and results, please. Anything would be fine, but need to make sure that they are not specifically curve-fitted.
 
Quote from olsen-yersen:

JMA has already been revealed by an Ukranian developer and it has even been improved by other coders:
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That's interesting....although I have nothing to contribute to this thread, except being a lurker :) I would like to know more about workings of JMA and the improvements done on it.....any links?
 
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