Otto van Hemert - Seasonality Everywhere (S7E6)

Flirting with Models

Контент предоставлен Corey Hoffstein. Весь контент подкастов, включая эпизоды, графику и описания подкастов, загружается и предоставляется непосредственно компанией Corey Hoffstein или ее партнером по платформе подкастов. Если вы считаете, что кто-то использует вашу работу, защищенную авторским правом, без вашего разрешения, вы можете выполнить процедуру, описанную здесь https://ru.player.fm/legal.

3M ago 47:04

MP3•Главная эпизода

In today’s episode I speak with Otto van Hemert, Director of Core Strategies at Man AHL.

After briefly touching upon Otto’s background, we dive into one of his most popular papers: The Best Strategies for Inflationary Times. Otto shares the inspiration for the research as well as some of what he feels were the less obvious results.

Trend strategies, which were a standout winner in the inflation resilience horse race, serve as the bridge to a discussion on seasonality. Interestingly, Otto’s research suggests that long-term trend signals are actually capturing seasonality effects!

Otto shares his thoughts on different approaches to measuring seasonality, why he believes seasonality emerges in both commodities and financial markets, and how to think about combining trend and seasonality in a single portfolio.

Please enjoy my conversation with Otto van Hemert.

101 эпизодов

#Investing #Corey Hoffstein #Trading #Business