Ep. 632: The Machines Will Kill Us with Michael Covel on Trend Following Radio
Michael Covel's Trend Following
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The Importance of Risk Parity and Trend Following Strategies
Cliff Assness: It's not unreasonable to think strategies that target volatility in a long biased portfolio are likely to sell into the higher market volatility. If those blaming the machines, sorry, I seem to be compelled to keep using the air quotes, have different numbers and want to debate these findings, let's do it. But if they just want to make accusations with nothing to support them, then they are just irresponsible yentas throwing shade they can't back up. They've driven me to swear like Mrs. Doubtfire.
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