Archive
Category: Black Swan Thinking
- December 2, 2014Jean-Philippe Bouchaud: Tail Risk Premia vs. Pure Alpha
Jean-Philippe Bouchaud, Chairman of Capital Fund Management, passed along a new paper Tail Risk Premia vs. Pure Alpha. More from Michael Covel: Books · Podcast · Trend Following course
- October 3, 2014Murray Gell-Mann: Beauty and Truth in Physics
More from Michael Covel: Books · Podcast · Trend Following course
- October 2, 2014Ep. 279: Mark Broadie Interview with Michael Covel on Trend Following Radio
My guest today is Mark Broadie, the Carson Family Professor of Business and Vice Dean at the Columbia Business School. His research focuses on quantitative finance and sports analytics. His golf research…
- August 16, 2014The Scientific Method: An Explanation For Explanations
Nathan Myhrvold, CEO and Managing Director, Intellectual Ventures; Co-Author (with Bill Gates), The Road Ahead; Author, Modernist Cuisine, writes: Humans are a story telling species. Throughout history we have told stories to…
- July 27, 2014Hit The !@#$ Home Run!
Some companies, and individuals, stress [focus on] the short-term performance of trend followers. They look at one month’s performance, see a down month, and panic. They have complete ignorance of the long-term…
- July 2, 2014Ep. 253: Perry Kaufman Interview with Michael Covel on Trend Following Radio
My guest today is Perry Kaufman, an American systematic trader, index developer, and quantitative financial theorist. He is considered a leading expert in the development of fully algorithmic trading programs. The topic…
- May 27, 2014Ep. 242: Jean-Philippe Bouchaud Interview with Michael Covel on Trend Following Radio
My guest today is Jean-Philippe Bouchaud, the Chairman of the multi-strategy quantitative hedge fund Capital Fund Management (5B+ AUM) and co-supervisor of the research team. He is a well known authority in…