Ep. 515: Epic Trend Following Episode with Michael Covel
Michael Covel's Trend Following
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The Problem With Systematic Trading
I would be surprised if any of the large European CTA's are talking about how they intervene and what they do. You can't just be a little bit systematic. The idea that you can do it for something as complex as a model which is running on 120 different assets with various risk-weighting and cost-controlled measures seems to me to be unlikely.
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Transcript
