Ep. 913: Two Math Guys with Michael Covel on Trend Following Radio
Michael Covel's Trend Following
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The Importance of Combining Theory and Software
I like the mix of theory and software. And actually when I ran groups later, I didn't like to separate the so-called information technology part from the quantitative financial part. There's been a unification of those skills in one person again. It makes for a much more interesting life as well. A lot of finance is really glorified into a collation. That's not an insult. It's just a fact. In the way that is tried, you're trying to go from liquid prices to from liquid, non-fungible prices to illiquid values and estimate them. You know what Black Sholes really does for you? If you know the price of a short term bond
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