"Can you data mine a starting point for a strategy?"

Here s a question from Sridhar R. ( name used with permission, lightly edited for clarity. ) Sridhar R: I recently came across Jaffray Woodriff s chapter in Hedge Fund Market Wizards and found it fascinating — particularly what he calls "secondary variables." It seems like this maps pretty closely to what you describe as column variables in RealTest. What struck me most is that his approach is…