“I want as much data as possible, but I don’t only want those very difficult, high correlation eras because that will bias to those kinds of events.” -Arbitrage
“You can post a big score, but that might be a spurious correlation. I don’t want to see a big score, I want something kind of average. But I want my MMC to be high, so I want my correlation with the meta-model to be low.” -Arbitrage