Ep. 977: Trend Following Kick Ass Reminder with Michael Covel on Trend Following Radio
Michael Covel's Trend Following
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The Evolution of Time Series Analysis
I was just fascinated by the analysis that Michael had started doing prompted by his father. We tested every model that we could encode from that great book. We distilled them down to some fundamental rule sets and tried them on a range of markets. The financial commodities were really in their infancy. So it was only a few years later, largely once we met David, that we started expanding the application of these models to a more diverse set of markets. People love that depth. People want to know what's going on inside the mind. I can't, there was no one moment where we said, yes, we have created the great imitator of who was around in those days,. Richard Dennis
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