The article explores how changes in financial markets over time affect investment strategies. Researchers use physics methods to analyze these changes and improve portfolio optimization. They find that traditional methods for estimating covariance in financial data may not be effective, and new approaches are needed. By studying different types of correlations in financial data, they discover that common models may not accurately capture the complexity of real-world data. To address these challenges, researchers develop a new distribution model that considers the changing nature of financial markets. This model helps explain why diversification strategies may have limitations in reducing risk for investors.