Ep. 905: Zuckerman, Gray and Holiday with Michael Covel on Trend Following Radio
Michael Covel's Trend Following
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The Different Types of Time Series Momentum
Cross sectional momentum is like the geek term in academics and we just label momentum. You could also label a lot of people label things like trend falling momentum as well. But that's what we're talking about here. Just buying winners. It's time series momentum from an academic standpoint. Is that purely trend following as I would understand it?
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