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Ep. 532: No Systematic Fear with Michael Covel on Trend Following Radio
Published 9 years, 1 month ago
Description
Michael excerpts a presentation from Cliff Asness. Asness is rigidly focused on the systematic side of the trading equation. Don’t let the idea of something being systematic scare you into thinking complication alone. Systematic means you follow rules. Asness has models, rules, and mechanisms he automates and executes. That’s smart. We can learn from that thinking.
In this episode of Trend Following Radio:
- Black box investing
- Quantitative trading
- Quants vs High frequency trading
- Value based trading
- Momentum trading
- The dirty words of finance
- Statistical arbitrage
- Quant macro
- Managed futures