
Ep. 1199: Rock Your Mind with Michael Covel on Trend Following Radio
Michael Covel's Trend Following
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The Power of Factor Tilting
It's not like the factor tilt strategies that are becoming very popular these days. It completely severs the link between the price of a stock and its weight in the portfolio. That's why it works because it no longer systematically and automatically overweights the overvalued companies, which is the Achilles heel of cap weighting.
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