Ep. 1077: Inspiration from Three Bright Minds with Michael Covel on Trend Following Radio
Michael Covel's Trend Following
00:00
The Evolution of Portfolio Construction
In 2008, the Swenson model of diversification was you've got to don't just have US equities, have global equities. And at the time that was perceived to be a very valid and very useful form of diversification. He's going down this systematic quant trend strategy path which is in many ways capturing what a Daniel Kahneman was winning the Nobel Prize for. But there still seems to be a wall where they've not yet kind of like reached, pulled the hood of the car up and looked under there and said, hmm, interesting.
Transcript
Play full episode
