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Ep. 191: Eric Crittenden Interview with Michael Covel on Trend Following Radio
Ep. 191: Eric Crittenden Interview with Michael Covel on Trend Following Radio
ratings:
Length:
35 minutes
Released:
Dec 8, 2013
Format:
Podcast episode
Description
Michael Covel talks with Eric Crittenden. Crittenden is a Founding Partner responsible for managing all research, risk quantification and trading operations at Longboard Asset Management. He's also been featured in Covel's own Little Book of Trading. Today, Crittenden and Covel talk about a white paper that was originally released in 2005 that concerns trend following on stocks. Topics of discussion include the decision to do research into trend following on equities, and the background behind the white paper; why others weren’t trading equities with a trend following strategy at the time, and why there’s been a sea change in the industry now; stress tests; how Critenden’s models and datastreams apply to a model; if Crittenden sees anything on the horizon that takes trend following on equities in a suboptimal direction, and where he sees it going in the future; whether Crittenden’s work is all price driven and all systematic; the amount of human judgment involved in Crittenden’s strategy; why this strategy works if it’s based on inefficiencies in the market, and Eugene Fama just won a Nobel Prize regarding the markets being efficient; why exposure management is more important than the entries and exits themselves; the importance of blocking out distractions.
Released:
Dec 8, 2013
Format:
Podcast episode
Titles in the series (100)
Ep. 5: Nick Radge Interview with Michael Covel on Trend Following Radio: Michael talks to Nick Radge (www.thechartist.com.au) author of the new book, "Unholy Grails". Nick has been trading and investing since 1985. During this time Nick has worked for numerous international investment banks and spent time on the trading... by Michael Covel's Trend Following