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Ep. 323: Jerry Parker Interview with Michael Covel on Trend Following Radio

Posted on by Michael Covel
Jerry Parker
Jerry Parker

My guest today is Jerry Parker, an original Turtle, trained by Richard Dennis. However, since then he has very successfully run a managed money firm called Chesapeake Capital.

The topic is Trend Following.

In this episode of Trend Following Radio we discuss:

  • Series of tweets written by Parker and use them as a jumping-off point for conversation. Topics include price action, “normal” market behavior
  • Recent moves in the Swiss Franc
  • Paying attention to entries as well as exits
  • Why investors are often their own worst enemy
  • The first moment that Parker heard about price-based trading
  • Becoming obsessed with asymmetrical risk and reward
  • Why looking at trend following losses is important
  • Why you can tell a system is robust if it has big drawdowns
  • Backtesting and treating all trades with equal weight

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Ep. 322: Sophia Roosth Interview with Michael Covel on Trend Following Radio

Posted on by Michael Covel
Sophia Roosth
Sophia Roosth

My guest today is Sophia Roosth, a Harvard professor that Covel first heard quoted on DNA privacy from Davos. Roosth’s research focuses on the twentieth and twenty-first century life sciences. Her first book, based on four years of ethnographic fieldwork, examines how the life sciences are changing at a moment when researchers build new biological systems in order to investigate how biology works. In this work, Roosth asks what happens to “life” as a conceptual category when experimentation and fabrication converge.

The topic is science.

In this episode of Trend Following Radio we discuss:

  • Davos event
  • What becomes of privacy in a moment of internet surveillance
  • Having more information out there as a way to control privacy
  • Biological privacy, and whether our DNA is going down a path where it’s a lot more public
  • Discrimination based on genome
  • Genetic McCarthyism
  • Somatic transfer and cloning
  • The story of Chance the bull
  • The idea of de-extinction
  • The ethics of cloning
  • Molecular gastronomy and world hunger

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Ep. 318: Christopher Chabris Interview with Michael Covel on Trend Following Radio

Posted on by Michael Covel
Christopher Chabris
Christopher Chabris

My guest today is Christopher Chabris, an American research psychologist, currently Associate Professor of Psychology and co-director of the Neuroscience Program at Union College in Schenectady, New York, Adjunct Assistant Professor of Neurology at Albany Medical College and a Research Affiliate at the MIT Center for Collective Intelligence.

The topic is his book The Invisible Gorilla: How Our Intuitions Deceive Us.

In this episode of Trend Following Radio we discuss:

  • Witnesses, memory, and the legal system
  • Expert witness testimony
  • “The play that changed poker”
  • Mastery in any field
  • The connection between chess and memory
  • Chabris’ interaction with Neil deGrasse Tyson, and how memory affects our outlook
  • The stock market, prediction, and forecasting
  • The importance of confidence with regard to predictions
  • Simple rules vs. complex rules
  • Oprah Winfrey, Malcolm Gladwell, and intuition
  • Memory and the influx of information coming at us

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Ep. 317: Michael Covel Monologue and Peter Shankman Interview with Michael Covel on Trend Following Radio

Posted on by Michael Covel
Peter Shankman
Peter Shankman

Please enjoy my monologue Michael Covel Monologue and Peter Shankman Interview with Michael Covel on Trend Following Radio. This episode may also include great outside guests from my archive.

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Want to learn more Trend Following? Watch my video here.

Ep. 316: Gary Antonacci Interview with Michael Covel on Trend Following Radio

Posted on by Michael Covel
Gary Antonacci
Gary Antonacci

My guest today is Gary Antonacci. Antonacci focuses on two issues in the quant world: relative strength price momentum with trend following absolute momentum. He’s developed a strategy where he believes it’s best to combine both.

The topic is his book Dual Momentum Investing: An Innovative Strategy for Higher Returns with Lower Risk.

In this episode of Trend Following Radio we discuss:

  • Momentum vs. trend
  • Relative strength momentum, cross sectional momentum, absolute momentum, and time series momentum
  • Trend following vs. managed futures as terms
  • Antonacci’s early history and how he found his way into the career he has today
  • Three legendary traders that crossed paths with Antonacci early on
  • The efficient market hypothesis as a less-than-solid foundation
  • Buying higher highs
  • Ray Dalio and risk parity strategies
  • Academic perspectives on momentum
  • The interaction and correlation between the two momentum strategies (relative and absolute)

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Ep. 314: Peter Larson Interview with Michael Covel on Trend Following Radio

Posted on by Michael Covel
Peter Larson
Peter Larson

My guest today is Peter Larson, an American paleontologist, fossil collector, and president of the Black Hills Institute of Geological Research, a company that excavates, prepares, and sells fossils. He led the team that excavated “Sue”, the largest and most complete specimen of Tyrannosaurus rex found to date, and has published numerous scientific and popular works on dinosaur paleontology.

The topic is paleontology.

In this episode of Trend Following Radio we discuss:

  • Luck’s role in finding dinosaurs
  • Larson’s personal anecdotes about finding “Sue”
  • Whether Larson knew at the time that he was finding a piece of “land” in a legal sense
  • The scientific data that Larson was able to glean before the government took the bones
  • Telling a male dinosaur from a female dinosaur
  • What makes Larson a T-Rex entrepreneur
  • T-Rex as a predator or scavenger
  • The legal case surrounding “Sue”

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Ep. 313: Jean-Philippe Bouchaud Interview with Michael Covel on Trend Following Radio

Posted on by Michael Covel
Jean-Philippe Bouchaud
Jean-Philippe Bouchaud

My guest today is Jean-Philippe Bouchaud, a French physicist. He is co-founder and Chairman of Capital Fund Management, adjunct professor at École Normale Supérieure and co-director of the CFM-Imperial Institute of Quantitative Finance at Imperial College London.

The topic is Trend Following.

In this episode of Trend Following Radio we discuss:

  • His firm’s performance for 2014
  • Whether trend following actually “died” prior to it’s “reappearance” in 2014
  • What trend following manages to exploit
  • Exploiting vs. exploring
  • Looking at volatility as a precursor to profit
  • Volatility as a measure of risk
  • Trend following as a genuine market anomaly
  • The behavioral biases in play as oil has fallen fifty percent plus
  • The feedback Bouchaud has received from peers on his newest paper
  • Whether other strategies exploit a genuine market anomaly
  • Bouchaud’s philosophy on transparency and “secrets” in his work
  • Why Bouchaud’s work culture is not a culture of MBA’s

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