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Ep. 1204: Richard Liddle and Gareth Abbot Interview with Michael Covel on Trend Following Radio
Michael Covel's Trend Following
The Importance of Sharp Ratios
21 is not just a number chosen out of a hat, there's a tremendous amount of research behind how that number came to be. I have traded in the past a number of different ways with the system. We've had some other really interesting portfolio in the past going back probably over 15 years now. The volatility has to be acceptable, but for me, they're important aspects of performance to look at separately.
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