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Many masters have always recommended the study of classical games. Why is it important to study them and what is so special about classical games?

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    This question is very clear. I don't understand why anyone would want to close it – David Jul 31 at 10:40
  • I agree with you @David. I voted to leave this question open when I went through the question thingamabob thing. – Rewan Demontay Jul 31 at 14:51
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There are a variety of reasons:

  • Regardless of when they were played, there is always a lot to learn in analyzing better players's games.
  • Players from a century ago often used simpler strategical themes that are easier to understand and apply.
  • Opening theory was not that well developed back then, so the "actual game" starts earlier on. You also wouldn't find any "weird" moves that are justified by some obscure tactical sequence that only a computer can see.
  • Games between masters were, unlike today, rarely decided by at-home preparation.
  • Old masters had an awesome endgame technique.
  • The opposition was often weaker than today, so masters could execute their plan in a "pure" form. In more modern games, the main plan is most of the time hidden behind counterplay, counters to that counterplay, and so on...
  • A final point would be that these games have been reviewed multiple times by a lot of different people, each of them making their contribution
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    To add to this post I would also say that in some cases, opening concepts that are well known among masters today is known because a master of the past pioneered that concept in the first place. Take the example of Fischer vs. Andersson (Siegen exhibition game 1970), where Fischer invented a completely new way of playing the hedgehog structure with a plan involving Kh1->Rg1. (Link to a video about this game: youtube.com/…) – Scounged Jul 31 at 11:22
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I suppose that this question is in the context of a motivated beginner who wants to significantly improve his / her chess. I think it's because they are of recognized value, and so they are like classical computer science challenges, classical math problems, and so on. No one can call himself an expert in that field and ignore them. It's the same with chess. Of course there are many modern games that have the same instructional value, if not more, of the well-known classical games. And we should also consider that competitive chess has changed a lot in recent years, especially at top levels.

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