))
Otto van Hemert - Seasonality Everywhere (S7E6)
Manage episode 408780675 series 3500080
المحتوى المقدم من Corey Hoffstein. يتم تحميل جميع محتويات البودكاست بما في ذلك الحلقات والرسومات وأوصاف البودكاست وتقديمها مباشرة بواسطة Corey Hoffstein أو شريك منصة البودكاست الخاص بهم. إذا كنت تعتقد أن شخصًا ما يستخدم عملك المحمي بحقوق الطبع والنشر دون إذنك، فيمكنك اتباع العملية الموضحة هنا https://ar.player.fm/legal.
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.
107 حلقات
مشاركة
