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Ep. 1192: Scott Patterson Interview with Michael Covel on Trend Following Radio
Michael Covel's Trend Following
The Importance of Predicting the Next Crisis Alpha Moment
There's definitely an overlap between Moundelbrot and Tla. Naseem became infatuated with this idea that you could apply practical geometry to what he was doing. The strategies rooted in the whole, cut your losses and let your profits run are probably going to do pretty well for a significant period of time into the future because essentially they're all rooted in Kahneman's work.
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