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comment Bootstrapping first, then data mine?
Thanks for the comments. I had previously posted about preserving the correlations [link] stats.stackexchange.com/questions/40987/…, and ultimately I used the meboot package in R as it seemed to be the best approach. These results were similar to the results I had from the block bootstrap method. Regarding the cross validation - is there any way I can do this now that I've already mined for the strategy over years 2004-2012?