Ep. 977: Trend Following Kick Ass Reminder with Michael Covel on Trend Following Radio
Michael Covel's Trend Following
00:00
The Importance of Having a Robust Model for Trading
It's often tempting to really tailor your strategy so it looks like it's the best for area. But you might end up with a model that works less well going forward in the future. To avoid that kind of data mining or overfitting of your model, it's often better actually to have a simpler strategy one. You are part of the AQR study, the Century of Evidence on Trendfall.
Transcript
Play full episode
