During Anand-Carlsen round 9, Susan Polgar said that endgame studies are good for improving calculation. I have avoided endgame studies for one good and one bad reason. The good reason is that there artificial nature does not directly translate to "real" endgames.
The bad reason that I do not like them is because they are difficult. They are difficult, because calculation in open positions is one of the (many) weak areas of my game. My dislike for studies because they are hard, turns the good reason above into a rationalization.
If a chess study is a good exercise, then a modified Stokyo seems the best fit. All calculation should be done in the head, but take notes of key ideas so one can recreate the calculation afterward. Then use a set and check the variations. Finally use a computer to check your analysis.
So if I want to start doing endgame studies to improve calculation, what studies is the next obvious question. There are a lot of studies available for free on the internet, and you can google for databases of studies. J. Silman has a review of some endgame study books where he discusses the usefulness of endgame studies for practical play.
I am going to put Nunn's "Endgame Challenge" on my list of books to get.
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