Comment on Stupid Data Miner Tricks: Overfitting the S&P 500Comments−streptomycin15yTLDR: Correlation != causation; if you have high dimensional data, you can always find a correlation, but it's probably meaningless; polynomial wiggle is a bitch, so don't fit high dimensional polynomials to your data.
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TLDR: Correlation != causation; if you have high dimensional data, you can always find a correlation, but it's probably meaningless; polynomial wiggle is a bitch, so don't fit high dimensional polynomials to your data.