Ep. 1032: Russell Korgaonkar Interview with Michael Covel on Trend Following Radio
Michael Covel's Trend Following
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Is There a Consistent Return Profile?
Consistency is not something that's really part of the human condition. But people still want it, don't they? You're exactly right. When you look at the profile of returns of different trading strategies, you can get some that look very stable most of the time and then occasionally have a nasty left tail. And so therefore you have this challenge. Once you appreciate that you understand it, you can see the bigger picture and look at things from a longer term perspective. This is a diversifying strac the compliments in the right way.
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