Ep. 383: Lawrence McMillan Interview with Michael Covel on Trend Following Radio
Michael Covel's Trend Following
00:00
The Importance of Modeling
I don't want the audience to think this is something where there was a lot of people doing this. There had to have been a fairly small minority of people at that point in time with the computing power access and the knowledge of the models themselves. The articles weren't easy reading either. You really had to be kind of a math major to understand the articles. And in fact, when Fisher Black published the article in a journal, funny, I feel we did it. It was just to answer some questions that people had about American style options versus European style options and how to treat dividends and things like that.
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