Ep. 400: Special Tom Basso Compilation Episode with Michael Covel on Trend Following Radio
Michael Covel's Trend Following
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The Importance of Trend Following
"i could not for all the strategies out there in the quote technical space i couldn't find any strategy that had this massive number of participants openly putting their performance data out each month," he says. "I did studies on if you took the average volatility high low range of various commodity markets over a month time and then looked at the performance of cta's in general over that same month you would find a direct correlation to highly volatile months led to larger cta profits or even losses"
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Transcript
