I believe that the post you were responding to was noting that you can't do pure research, because the results of the trading strategy actually being executed w

I believe that the post you were responding to was noting that you can't do pure research, because the results of the trading strategy actually being executed will influence the market. The pure research cannot determine how trading with that strategy will cause the market to react. Over time, the strategy will change the market more and more (if it's successful) which will change it's efficacy.