Ep. 1035: Long and Short Systematic with Michael Covel on Trend Following Radio
Michael Covel's Trend Following
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The Risk of Just Return Is the Primary Benchmark Measurement
Risk o just return has become the primary bench mark measurement for ar firmai. We really want to be at the top of the risk adjusted group in the hitchon world. I think you told me years ago it was he might be less to day, but two one hundredths of a % risk per trade. But that's part of the risk reduction in itself, is diversification and low correlation between strategies.
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