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Trend Following with Michael Covel

Bestselling author Michael Covel is the host of Trend Following Radio with 6+ million listens. Investments, economics, decision-making, human behavior & entrepreneurship--all passionately explored. Guests include Nobel Prize winners Robert Aumann, Angus Deaton, Daniel Kahneman, Harry Markowitz & Vernon Smith. Also: James Altucher, Dan Ariely, Jean-Philippe Bouchaud, Kathleen Eisenhardt, Marc Faber, Tim Ferriss, Jason Fried, Gerd Gigerenzer, Larry Hite, Sally Hogshead, Ryan Holiday, Jack Horner, Ewan Kirk, Steven Kotler, Michael Mauboussin, Tucker Max, Barry Ritholtz, Jim Rogers, Jack Schwager, Ed Seykota, Philip Tetlock & Walter Williams. All 600+ eps at www.trendfollowing.com/podcast.
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Bestselling author Michael Covel is the host of Trend Following Radio with 6+ million listens. Investments, economics, decision-making, human behavior & entrepreneurship--all passionately explored. Guests include Nobel Prize winners Robert Aumann, Angus Deaton, Daniel Kahneman, Harry Markowitz & Vernon Smith. Also: James Altucher, Dan Ariely, Jean-Philippe Bouchaud, Kathleen Eisenhardt, Marc Faber, Tim Ferriss, Jason Fried, Gerd Gigerenzer, Larry Hite, Sally Hogshead, Ryan Holiday, Jack Horner, Ewan Kirk, Steven Kotler, Michael Mauboussin, Tucker Max, Barry Ritholtz, Jim Rogers, Jack Schwager, Ed Seykota, Philip Tetlock & Walter Williams. All 600+ eps at trendfollowingradio.com/rss.

Dec 8, 2013

Michael Covel talks with Eric Crittenden. Crittenden is a Founding Partner responsible for managing all research, risk quantification and trading operations at Longboard Asset Management. He's also been featured in Covel's own Little Book of Trading. Today, Crittenden and Covel talk about a white paper that was originally released in 2005 that concerns trend following on stocks. Topics of discussion include the decision to do research into trend following on equities, and the background behind the white paper; why others weren’t trading equities with a trend following strategy at the time, and why there’s been a sea change in the industry now; stress tests; how Critenden’s models and datastreams apply to a model; if Crittenden sees anything on the horizon that takes trend following on equities in a suboptimal direction, and where he sees it going in the future; whether Crittenden’s work is all price driven and all systematic; the amount of human judgment involved in Crittenden’s strategy; why this strategy works if it’s based on inefficiencies in the market, and Eugene Fama just won a Nobel Prize regarding the markets being efficient; why exposure management is more important than the entries and exits themselves; the importance of blocking out distractions.

1 Comments
  • over four years ago
    Follow the Trend
    Great interview! Eric dropped a major hint about their approach to risk.