Ep. 772: Wake Up and Think with Michael Covel on Trend Following Radio
Michael Covel's Trend Following
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The Importance of Long Volatility Models
Nissim Taleb and Mark Spitznagel, I think are less building models than just saying it'll be smart to be long volatility. If you're a long-wall or if you're a trend follower, that's good as long as the world stays fairly calm. But hidden inside there in the market, there's something that's making you short-wall. "I'm an obstinate from a trend following perspective, changes in volatility"
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