Ep. 1027: Performance Data with Michael Covel on Trend Following Radio
Michael Covel's Trend Following
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Standard Deviation as a Risk Measure Does Trent Following an Injustice?
The quantitative rating system employed ranks and rates the performance of all commodity trading advisers. Standard deviation as a risk measure does trent following an injustice, writes John Defterios. Just saying a trader is volatile and thus bad makes little sense if you examine absolute return performance," he says.
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