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

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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