We don’t start with models. We start with data. We don’t have any preconceived notions. We look for things that can be replicated thousands of times. A trouble with convergence trading is that you don’t have a time scale. You say that eventually things will come together.Well, when is eventually?
The true way is along a rope that is not spanned high in the air, but just above the ground. It seems intended more to cause stumbling than to be walked upon.