Ep. 1077: Inspiration from Three Bright Minds with Michael Covel on Trend Following Radio
Michael Covel's Trend Following
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The Evolution of Diversification
We're not going to be market participants on day one of an exchange opening because we've got to get the sort of characteristic heartbeat of, you know, liquidity patterns within that market before we can parameterize our execution algorithms. We like to have some back data. So there's a, there's a liquidity threshold. I think there's something like 6000 futures markets,. Is that right? You can very quickly cut off 80% of those on a liquidity basis as being viable for what we do. And then it's, it's an evolving cycle as the, as the liquidity picks up, we will adapt our, our allocation in the portfolio. Michael: Why do you think you're so
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