Ep. 515: Epic Trend Following Episode with Michael Covel
Michael Covel's Trend Following
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How to Parameterize Your Execution Allocations
We're not going to be market participants on day one of an exchange opening because we've got to get the sort of characteristic heartbeat of, you know, liquidity patterns within that market before we can parameterize our execution algorithms. There's a long term trend towards markets becoming more homogeneous over time, I believe. So, we are hungry for new new axes and new opportunities of diversification.
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