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Ep. 598: Trading Legends Epic Episode on Trend Following Radio

Michael Covel's Trend Following

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The Importance of Risk Adjuster Return

When I was trading at the beginning, I wasn't thinking about portfolio management. So risk adjuster return has become the primary benchmark measurement for our firm. We really want to be at the top of the risk adjusted to group in the hedge fund world. It's been a long time since we've seen that. That's a pretty big drawdown now.

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