Ep. 941: Trend Following Perspectives with Michael Covel on Trend Following Radio
Michael Covel's Trend Following
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The Arms Race for Trend-Filing Managers
Some relatively simple trendfall strategies actually have performed extremely well over the last 20 to 30 years. They've worked on average, not every year or every day, but an average for every instrument we looked at. You mentioned in your book about the arms race and high frequency trading. I think there's an arms race amongst trend-filing managers to see how many centuries they can go back. Did you talk to Soros about the implementation of his strategies? He has this very philosophical view.
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