Re: Market Model Thingy
When you have a lot of data and you try to do things with it you will find lots of relationships, most of which have no predictive ability. It's called data mining. I think a lot of the time you just have to ask yourself if it intuitively makes sense, ie you can say a low price/book strategy makes sense to outperform or buying tax loss stocks at the end of the year will outperform in the next year. But when you have 41 variables all mashed up and you think you have something meaningful then that wouldn't make sense to me.
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