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If I design a trading model, I might want to know the model's half life. Unfortunately, it doesn't seem possible to predict alpha longevity without a meta-model of the market. Intuitively, such a meta-model does not exist, but has that ever been proven? This sounds like a Russell's paradox or Gödel's incompleteness theorems for the financial markets.

I'm adding a bounty to see if I can get some more responses.

If I design a trading model, I might want to know the model's half life. Unfortunately, it doesn't seem possible to predict alpha longevity without a meta-model of the market. Intuitively, such a meta-model does not exist, but has that ever been proven? This sounds like a Russell's paradox or Gödel's incompleteness theorems for the financial markets.

I'm adding a bounty to see if I can get some more responses.

If I design a trading model, I might want to know the model's half life. Unfortunately, it doesn't seem possible to predict alpha longevity without a meta-model of the market. Intuitively, such a meta-model does not exist, but has that ever been proven? This sounds like a Russell's paradox or Gödel's incompleteness theorems for the financial markets.

If I design a trading model, I might want to know the model's half life. Unfortunately, it doesn't seem possible to predict alpha longevity without a meta-model of the market. Intuitively, such a meta-model does not exist, but has that ever been proven? This sounds like a Russell's paradox or Gödel's incompleteness theorems for the financial markets.

I'm adding a bounty to see if I can get some more responses.

If I design a trading model, I might want to know the model's half life. Unfortunately, it doesn't seem possible to predict alpha longevity without a meta-model of the market. Intuitively, such a meta-model does not exist, but has that ever been proven? This sounds like a Russell's paradox or Gödel's incompleteness theorems for financial market.

If I design a trading model, I might want to know the model's half life. Unfortunately, it doesn't seem possible to predict alpha longevity without a meta-model of the market. Intuitively, such a meta-model does not exist, but has that ever been proven? This sounds like a Russell's paradox or Gödel's incompleteness theorems for the financial markets.