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Alekhine's Defense Help from higher rated players

@bog601 Perhaps consider learning a little more theory, then? I think opening books that give many complete games are especially helpful, because then you can see middlegame plans. Your opponent deviated from theory early, and don't know enough about this opening to say if ideas from other more standard lines would have been helpful, but in general such study should make you more comfortable and reduce any opening disadvantage.
You do not need to study theory. It is impossible, unnecessary and even detrimental to memorize all possible lines and side lines.
In the presented game white has omitted the usual quick d4, so it is logical to take advantage of that by a quick ...c5, thereby gaining a tempo with the threat on Bb3.
Anatoly Karpov said chess is the art of logic, like music is the art of sound.
Of course you don't "need" to study theory, but it certainly helps. All top players do.

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