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I think you're getting a little too worked up over this. It's important to
point that that O'Shaughnessy's work deals with picking stocks for intermediate
---> long term holds. It doesn't deal with short term futures trading. He is
fairly value oriented -and value hasn't done that well recently compared to
momentum/growth stuff. Doesn't mean that people who follow his work haven't
done ok - they just would have done better chasing Internet stuff. That's a far
cry from hawking a futures trading system where your followers would have gone
broke. Robyn
Mark Brown wrote:
> >Okay, so help educate me. In the case of James P. O'Shaughnessy's work,
> all we really know is that he had a couple of bad years at the same time the
> market had some good years.
>
> couple of bad years? i will show you below how pitiful this is....
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