Ep. 638: I Walk the Line with Michael Covel on Trend Following Radio
Michael Covel's Trend Following
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The Importance of Time Series Momentum in Trend Following
The only reason I sound remotely cocky is because when I stumbled into this Trend Following world, there were all these track records. Not Mike Koval making up a story about a death cross or some other nonsense that's taught in a CMT program,. Come on, man. If you want to go that direction, then put your cards on the table. It's early where I am in this part of the world. Two great white papers you should check out: Time series momentum authored by Tobias Moskowitz and Lassa Peterson.
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