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Subject:  Re: Hi gang... wow!!! Date:  9/15/2013  2:19 PM
Author:  sykesix Number:  72859 of 99743

I don't think it's possible to mathematically quantify the risk factor, but I'd sure be open to reading some scholarly work on the subject.

The Mechanical Investing board has had some excellent discussions on this question over the years. Unfortunately, you'd have to dig pretty hard to find everything.

Here's a starting point though:
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