Ep. 905: Zuckerman, Gray and Holiday with Michael Covel on Trend Following Radio
Michael Covel's Trend Following
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The Benefits of Time Series Momentum Trend Following
Time series momentum trend following has many benefits but one of the benefits it has is doing exceptionally well during tail events. I still think from when I look at his work I still think time series momentum is one of the best examples of demonstrating black swan activity and how a strategy can actually take advantage of that. Sim Talib: You got to be you got to stand by for some chaos for sure.
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Transcript
