Ep. 1077: Inspiration from Three Bright Minds with Michael Covel on Trend Following Radio
Michael Covel's Trend Following
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The Evolution of Time Series Analysis
I was just fascinated by the analysis that Michael had started doing prompted by his father. We tested every model that we could encode from that great book. We distilled them down to some fundamental rule sets and tried them on a range of markets. Just over time, I left Nomura, joined Mike, this whole time series analysis just lent itself to the nerdy physicists approach. So sorry, I have a tendency to long-winded answers. No, I'm fine. People love that death. People want to know what's going on inside the mind.
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