Systematic Trading research and development, with a flavour of Trend Following
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Entries Tagged as 'michael covel'

Summer Reading by Covel – Take II: The Little Book of Trading

August 29th, 2011 · 5 Comments · Books

Trend Following Strategy for Big Winnings is the subtitle of Michael Covel’s latest book (link on Amazon), an addition to the “Little Book of…” series (“Trading” in this instance). I find it quite surprising for an author to come out with two books roughly at the same time but this book is fairly different from […]

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Intricacies of Market and Trend Following Changes

March 10th, 2010 · 14 Comments · Strategies

In the last post we looked at the Turtle Trading system and saw that its performance went from outstanding for a long period of time to flat for 20 years. This opens a can of worms: Does Trend Following work, is it dead, do markets change, does trend following rules need to adapt to these […]

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Covel's Trend Following: A review

December 1st, 2009 · 21 Comments · Books

Before I start let me state that this book has raised some controversies. However I really like it (I own two different editions of it) and I’ll explain why. What this book is not If you are looking for the Holy Grail of trading systems and/or a complete “turn-key” trading system: look elsewhere as this […]

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