Ep. 905: Zuckerman, Gray and Holiday with Michael Covel on Trend Following Radio
Michael Covel's Trend Following
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Why Momentum Works and Why It Works
There's another division within quants like I consider myself a practical quant and then you have quants that are just physics PhDs that just do machine learning. There are those types who literally just they're the classic you know smoking a cigar running their computer data mining. Those are always going to be fleeting trades or data mine trade so momentum viewed through the lens of how we look at it is an over reaction phenomenon some people say it's an under reaction phenomenon.
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