Ep. 596: Rob Arnott Interview with Michael Covel on Trend Following Radio
Michael Covel's Trend Following
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The Factor Tilt Strategy Is a New Approach to Cap Waiting
This isn't really a factor tilt. It's waiting a company according to the size of the business. That's using your internally developed factors outside of market cap. Don't think of it as factors because factors, the factor tilt world is different. If you break the link with price, you can add 1.5 to 2% a year. We partnered with Nomura to make it available in Japan. They tested it all over the world and they found that it worked in 23 out of 24 countries around the world. Going back 30 years, we were now able to take it back 40 years in the US. And it worked on average about the same all over theworld. Primary by
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