Archive
Category: Systems Trading
- January 7, 2015Trend Following Wins on Two Fronts
After you compare #TrendFollowing to long only S&P performance, don't forget #antifragility comparisons too. — Michael Covel (@Covel) January 8, 2015 More from Michael Covel: Books · Podcast · Trend Following course
- January 7, 2015CNBC Calls Trend Followers “Robots” and Yearns for “Gut” Traders
Big #TrendFollowing year: http://t.co/dKbIAhshIk — Michael Covel (@Covel) January 5, 2015 On the recent @CNBC #trendfollowing article …who are the "gut-driven human managers"? Where are they? Forward… http://t.co/lenOFzVrp1 — Michael Covel (@Covel)…
- 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 23, 2014Ep. 286: Alex Greyserman Interview with Michael Covel on Trend Following Radio
My guest today is Alex Greyserman, Chief Scientist at managed futures firm ISAM. He is also a professor at Columbia University. He is a member of the ISAM Systematic Investment Committee. He…
- September 9, 2014S&P 500 Trading System
Feedback in: Hi Michael… Thank you for your comments on the S&P500 in podcast 271. Very good insight into the nature of the index and how it is used (or misused). As…
- 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 14, 2014The Trend Following Questions to Answer
Now, let’s get practical. Answer the following five questions, and you have a trend following trading system: 1. What market do you buy or sell at any time? 2. How much of…