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The $100M ETF Built on Research That Doesn't Replicate
- anovikov 2mo ago"A sufficiently smart person will always find a way to overfit any model to get to result they want".
- ashgreat 2mo agoOr "If you torture the data long enough, it will confess" But this case looks like an outright fraud. The paper doesn't even show the strategy that led to very high returns. It just shows the results. And this was a peer reviewed paper in the top-4 marketing journals.
- chews 2mo agoClassic case of Texas Sharp-shooting, painting bullseyes around the bullets.