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On Andrew Lo: “Great interview. One of the best you’ve had.”

Posted on by Michael Covel

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Congrats on the big win getting Andrew Lo. Great interview. One of the best you’ve had. And yes I’ve listened to them all.

Thanks!

More on his work here and here.

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Ep 569: Andrew Lo Interview with Michael Covel on Trend Following Radio

Posted on by Michael Covel
Andrew Lo
Andrew Lo

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My guest today is Andrew Lo, the author of “Adaptive Markets: Financial Evolution at the Speed of Thought.” He is also the Charles E. and Susan T. Harris Professor of Finance at MIT and the chairman and chief investment strategist of the AlphaSimplex Group.

The topic is his book Adaptive Markets: Financial Evolution at the Speed of Thought.

In this episode of Trend Following Radio we discuss:

  • Efficient market hypothesis
  • Adaptive markets hypothesis
  • The random walk hypothesis
  • Crowded trade phenomenon
  • 2008 meltdown
  • Paul Samuelson
  • Commodities Corporation

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