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I know. Keep things simple. The problem is that I cannot decide on the usefulness of the factors. My analysis is my only tool. ALL of them looked good. So I need another way to evaluate them and sort them out.

I am trying to design a strategy by examining a great number of seemingly unrelated factors. This could be applied to trading systems, but it is not limited to them. I make (automated) tests against thousands of different factors (about 300.000 factors). Actually I am using the Astrodatabank...