This is one of the better responses. Issues that arise: low # of data points at macro timescale, time series data (and local correlation between individual data

This is one of the better responses. Issues that arise: low # of data points at macro timescale, time series data (and local correlation between individual data points) making it hard to extract training/testing sets, and the overarching structural shifts in the market over time that invalidate older data (depending on context).