Last fall I had the opportunity to speak to Bill Miller and Michael Mauboussin of Legg Mason about the book Trend Following at an educational seminar hosted at their offices. As evidenced by the two PDFs below, Mauboussin continues to provide a unique perspective:
Download the Adobe PDF report 1.
Download the Adobe PDF report 2.
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The advantage scientists bring into the game is less their mathematical or computational skills than their ability to think scientifically. They are less likely to accept an apparent winning strategy that might be a mere statistical fluke. (Read more)
