Ep. 620: 2018 Will Be Great with Michael Covel on Trend Following Radio
Michael Covel's Trend Following
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How to Avoid Heat in Your Portfolio
I think risk can be measured by a lot of different approaches. One is how much risk are you putting into the portfolio? The third picks up weird guys like Eurodollars in the old days and some high margin low volatility types of instruments that every now and again go crazy. I would just do all three of those calculations and take the lower of the whichever one came out the lowest in terms of number of contracts, that was how many I did.
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