Ep. 989: Four Trend Players with Michael Covel on Trend Following Radio
Michael Covel's Trend Following
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Kintyre: A One Size Fits All Algorithm
The product that came out was called Kintyre which was, we know days we traded forwards, I think there were 28 different prices and it was in effect. It was a one size fits all algorithm, believe it or not. We had a bit of surprises people today here but we never even had a price feed in the office. The dollar I've been sitting in is not hard and that's cost or moral. But view or legal impediment, it's just that they were perfect markets and so they loaned themselves because the serial correlation of currency seemed to exhibit to our kind of approach.
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