
Michael Covel's Trend Following Ep. 313: Jean-Philippe Bouchaud Interview with Michael Covel on Trend Following Radio
Jan 26, 2015
Chapters
Transcript
Episode notes
1 2 3 4 5 6 7 8 9 10 11 12
Introduction
00:00 • 5min
The Death of Systematic Quant Trend Style Trading
05:07 • 2min
The Importance of Waiting and Exploring to Stay Put
07:16 • 3min
The Importance of Skewness in Strategies
10:23 • 3min
The Economics of Trend Following
13:08 • 2min
How to Make a Case for Behavioral Biases in Oil Prices
15:07 • 2min
The Role of Skewness in Asset Allocation
16:45 • 2min
The Intuitive Relationship Between Sharp Ratios and Skewness
19:07 • 2min
The Negative Skewness of a Risk Premium
21:00 • 2min
The Importance of Transparency in Science
22:49 • 3min
The Culture of CSM
25:47 • 2min
How to Make Money Up, Down, and Surprise Markets
27:18 • 2min
