Quote from nitro:
The rest of the year I think I am going to take a break from posting on this thread until the new year. Imo, there is a great deal of randomness in the market these two weeks, and quantitative methods, at least on the time scale that FV operates on, don't have much if any edge during these two weeks.
Actually most published academic papers show that quantitative models might only work because of Dec/Jan effect. I appreciate your deep thought in your model, but often it appears that you say something deep but with little empirical evidence to support it.
