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Ep. 363: Blair Hull Interview with Michael Covel on Trend Following Radio

Michael Covel's Trend Following

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The Future of Predictability

This is not a strategy where you're saying, oh I know it's predicting or it's got predictive value looking past six months. This is in the relatively short term to where the value is and why don't you talk some also about your parameter estimates? We build a model every 20 days and then we trade for 20 days before making our decision. It launched about six days ago.

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