Ep. 648: Thinking Clearly with Michael Covel on Trend Following Radio
Michael Covel's Trend Following
00:00
Euro Dollar Lessons From 1987
I remember having a conversation with you talking about your Euro dollar lessons from 1987. The Swiss Franc move that we had recently was a 45 standard deviation move based on the prior 100-day ball. It kind of makes me smile and it reminds me of a lesson I learned back in 87, which was, you know, be careful with a lot of standard risk measurements.
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