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Ep. 302: Zbigniew Hermaszewski and Natasha Reeve-Gray Interview with Michael Covel on Trend Following Radio

Michael Covel's Trend Following

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The Different Ways of Managing Futures

In some ways, it's a different way of thinking than I think most people that are exposed to if we just use the term persistence or trend-filling. You're applying the same models to all markets. The intramarkets, relationships that you talked about, very much at a case in points. And that is one whereby a model is always preferable if it can explain,. if it has the same explanatory power as a more complex model. If it has a smaller number of parameters. So by treating every market in aVery, very, base case, what we have is likely to be applicable to multi-merican markets going forward rather than a specific model that might be tuned

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