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Old 11-02-2007, 09:24 AM
skindog skindog is offline
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Join Date: Aug 2007
Location: wait... what?
Posts: 304
Default Re: possible trading strategy?

IIRC, the research paper found the effect among most pro money managers too... Although you would assume they would be trained against this sort of thing, they are subject to the same failings as the retail guys.

Either way, the study measured real rates of return, and it produced significant gains at the time of the test, so it worked then.
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