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Daily Archives: January 2, 2017

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Are Commodities Still a Good Portfolio Diversifier?

DiversificationBy adminJanuary 2, 2017Leave a comment

Overfitting the data is a serious problem when constructing financial models. One way to guard against this is to have lots of data. This can help you see how your results hold up over different time periods.But this assumes the underlying market dynamics remain stable over time. That is not always the case. Gogi Gerwal…

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