Otto van Hemert - Seasonality Everywhere (S7E6)

Corey Hoffstein and Otto van Hemert delve into Otto's background in macro strategies and insights from the financial crisis. They discuss the role of behavioral signals versus value models in trading and the significance of calendar patterns in systematic trading. Otto shares his journey in starting a systematic macro fund and provides an overview of his paper on strategies for inflationary times. The conversation covers portfolio construction for varying inflation scenarios, seasonality, and trend following in research. They explore the overlap of seasonality with carry trades and how strategy design is influenced by research. Otto highlights the strengths of systematic investing, risk management, and the potential of generative AI in finance.