Trend Following With Michael Covel

My guest today is Eric Crittenden, a Founding Partner responsible for managing all research, risk quantification and trading operations. He's also been featured in Covel's own Little Book of Trading. The topic is a white paper that was originally released in 2005 that concerns trend following on stocks. In this episode of Trend Following Radio we discuss: 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 Euge