Ep. 913: Two Math Guys with Michael Covel on Trend Following Radio
Michael Covel's Trend Following
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The Importance of Long Volatility Models
I was thinking about, for example, Nissim Taleb and Mark Spitznagel. I think they're not really building structural models in the sense that say black shows is or something like that. But what else do you want to say? If you're a long vol or if you're a trend follower, that's good as long as the world stays fairly calm but hidden inside there in the market, there's something that's making you short vol.
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