Ep. 758: The Foundation of Good Trading with Michael Covel on Trend Following Radio
Michael Covel's Trend Following
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The Different Types of Stock Trading Techniques
Cross-sectional momentum basically means looking at the different stocks out there and seeing which stocks have outperformed other stocks. Then you will tend to go along the stocks that have been outperforming while at the same time shorting stocks that are underperforming. Time series momentum is related to looking at every security seen in isolation whereas cross-section momentum is looking at relative outperformance.
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