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 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.

Jump in!

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I’m MICHAEL COVEL, the host of TREND FOLLOWING RADIO, and I’m proud to have delivered 10+ million podcast listens since 2012. Investments, economics, psychology, politics, decision-making, human behavior, entrepreneurship and trend following are all passionately explored and debated on my show.

To start? I’d like to give you a great piece of advice you can use in your life and trading journey… cut your losses! You will find much more about that philosophy here: https://www.trendfollowing.com/trend/

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