My guest today is Campbell Harvey, a finance professor at Duke university, and research associate with the National Bureau of Economic Research in Massachusetts. His research papers on these subjects have been published in many scientific journals.
The topic is Trend Following.
In this episode of Trend Following Radio we discuss:
- Survivorship bias, and not being fooled by randomness
- Why people with higher risk tolerance experience much higher upsides
- Understanding process vs. outcome
- The difference between volatility and skew
- The importance of recognizing that asset returns are rarely "normally distributed"
- When it is appropriate to apply a general framework, and when it is not
- The Sharpe ratio – is it always relevant?
- Harry Markowitz, Jim Simons, and Nassim Taleb
Jump in!
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I'm MICHAEL COVEL, the host of TREND FOLLOWING RADIO, and I'm proud to have delivered 10+ million podcast listens since 2012. Investments, economics, psychology, politics, decision-making, human behavior, entrepreneurship and trend following are all passionately explored and debated on my show.
To start? I'd like to give you a great piece of advice you can use in your life and trading journey… cut your losses! You will find much more about that philosophy here: https://www.trendfollowing.com/trend/
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