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Ep. 577: Art Collins Interview with Michael Covel on Trend Following Radio

Michael Covel's Trend Following

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The Importance of Complexity in Quant Trading

The more rules you make, the more likely it is that you're over optimizing. Even when you're creating an effective system, the raw underlying market aspects are the most statistically reliable. To paraphrase George Orwell, few rules good, many rules bad.

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