Liquidity Premium with Adam Butler (S1E8)
Flirting with Models
How Many Independent Months Do You Have?
There is probably a sample size issue, right? As with most of these things, like when you use a large rolling period. So I would say on the one hand, you're retaining 29 data points. But for every year, you're also getting 12 data points. Every time you move forward to your 60th, you're losing. To quote West, but by the next January, 29 of the 30.
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