Ep. 887: A Trend Following Firehose with Michael Covel on Trend Following Radio
Michael Covel's Trend Following
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The Importance of in-Sample Testing
AHL has done so well that there's no surprise they've done so well with this. So basically a researcher would come up with an idea, but without looking at the data. And then they actually pitch that framework in a seminar. It's like an academic seminar. They will get feedback and then senior people will decide if it makes sense.
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