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Ep. 977: Trend Following Kick Ass Reminder with Michael Covel on Trend Following Radio

Michael Covel's Trend Following

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The Indoctrination of Risk

Volatility is not a sufficient metric for risk. You cannot compare two strategies based upon a sharp ratio if they have different skew properties. I just don't think that we do a good job of explaining risk to our students, he says. "It's an insane notion that we've got ourselves this day and age"

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