Ep. 887: A Trend Following Firehose with Michael Covel on Trend Following Radio
Michael Covel's Trend Following
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The Importance of Skew in Modern Finance
I was at a conference with him three weeks ago. I've had Harry on my show. He's a really neat guy, still sharp as a tack. It is that that 1952 paper is an amazing paper. The issue of applying your skill is knowing when to apply a simplified framework and when not to. In certain situations, it's fine. Other situations, no. So I think that Harry is really the father of modern finance"
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