Resonanz Spotlight

Send us a textQuantitative Investment Strategies (QIS) are reshaping how investors manage portfolios, offering systematic, data-driven solutions for risk management and return optimization. But how do these strategies actually work, and what makes them so valuable?In this episode, host Vincent sits down with Michele Cancelli, Global Head of Structuring (Multi Asset Group) and Global Head of QIS Trading and Structuring at Citigroup, to explore how QIS platforms operate, how investors use them, and why they are gaining traction in today’s markets.

Send us a textAre alternative markets the future of CTA investing, or do traditional futures still hold their edge? In this episode, I’m joined by Nicolas Mirjolet, CEO and Co-Head of Research at Quantica Capital, to break down the key trade-offs between these two approaches. We explore how the expansion into instruments like OTC power swaps and exotic currencies impacts risk, return, and portfolio efficiency—and whether investors should fully embrace this shift or strike a balance. Tune in for expert insights on navigating the evolving CTA landscape!

Send us a textDiscover the hidden dynamics of Index Arbitrage on Resonanz Spotlight. Join Vincent as he explores this intricate strategy that thrives on index rebalancing events, revealing opportunities that many overlook in today's passive management era.Joining the conversation is Grégoire Thomas, Head of Equity Market Neutral at Candriam. With a wealth of experience from Millennium, Bank of America, and Société Générale, Grégoire shares unparalleled insights into how institutional investors can optimize execution and uncover new opportunities in the markets.Tune in to gain expert knowledge on one of the industry's most specialized strategies and understand why it matters more than ever for portfolio management.Important information.This podcast was recorded on November 19th, 2024. It is provided for informational and educational purposes only. The recipient is not entitled to distribute it without prior written permission from Candriam. It does not constitute an offer to buy or sell financial instruments, nor does it represent a recommendation for investment or conformation of any transaction.Although Candriam carefully selects the data and sources in this podcast, it cannot be excluded a priori that there may be errors or omissions. Candriam cannot be held responsible for any direct or indirect loss that may result from the use of this podcast. The intellectual property rights of Candriam must be respected at all times.The present podcast does not constitute investment research as defined by Article 36, paragraph 1 of the Commission delegated regulation (EU) 2017/565. Candriam stresses that this information has not been prepared in compliance with the legal provisions promoting independent investment research, and that it is not subject to any restriction prohibiting the execution of transactions prior to the dissemination of investment research.All investments are exposed to market risk and will fluctuate in value. Past performance, simulations of past performance or forecasts of future performance are not reliable indicators of future performance. 

Send us a textIn this episode of Resonanz Spotlight, Vincent sits down with Hamza Lemssouguer, founder of Arini Capital Management, to discuss his journey from a deep passion for markets to establishing one of Europe’s most talked-about investment firms. Tune in to hear how Hamza turned his expertise into a multi-billion-dollar success story and get insights into the evolving world of modern credit investing.

Send us a textCan a once-powerful investment strategy regain its former glory? In this episode of Resonanz Spotlight, I speak with Odell Lambroza, CIO and co-portfolio manager of the Advent Global Partners and Advent Vega strategies, about the rise, fall, and resurgence of Convertible Bond Arbitrage. From navigating low volatility to adapting through economic change, Odell shares what it takes to breathe new life into a dormant strategy. Tune in for a journey through the highs and lows of Convertible Bond Arbitrage and the enduring lessons it offers.Curious to see how it works? Check out our in-depth infographic on Convertible Bonds at https://resonanzcapital.com/cba-infographic and get a visual guide to the fundamentals behind this classic strategy. Dive in and get an inside look at a strategy that’s making its comeback!

Send us a textHow are NAV Financing loans redefining liquidity solutions in private equity?In the final episode of our Private Markets Mini-Series, I welcome back Saâdeddine Yahia, an expert in private credit, to demystify NAV Financing. We discuss how this specialized lending tool is providing private equity investors with new avenues for liquidity and impacting the broader landscape.

Send us a textWhat makes Payment-in-Kind (PIK) instruments both a flexible financing tool and a source of risk?In the second episode of our Private Markets Mini-Series, I sit down with Saâdeddine Yahia, an expert in private credit, to unpack the intricacies of PIK instruments. Together, we explore why this niche financing option is gaining traction in private markets and what investors need to understand about the opportunities—and challenges—it presents.

Send us a textHow have Credit Risk Transfer (CRT) transactions reshaped the landscape of risk management in banking? In this inaugural episode of our Private Markets Mini-Series, I’m joined by Saâdeddine Yahia, Investment Director at Resonanz Capital, to dive deep into the transformative power of CRT. We discuss how banks leverage these transactions to free up capital and the unique investment opportunities they unlock. 

Send us a textCan Factor Timing really give investors an edge in today’s markets? In this episode, host Vincent Weber dives into this hotly debated strategy with Dan Jelicic, Chief Investment Officer and Portfolio Manager of the Trium Avala strategies, and a pioneer in quantitative finance. With over 20 years of experience, Dan offers insider insights on how timing key market factors—like value, momentum, and quality—can unlock hidden opportunities for investors.

Mark van der Zwan, CIO of Hedge Fund Solutions at Morgan Stanley Investment Management, brings 25 years of experience to the table. He shares insights on the evolution of hedge fund investing, exploring the shift from generalist to specialist approaches. Mark details his transition from chemistry to finance, influenced by the dot-com boom. He discusses the rise of multi-strategy platforms and the factors investors should weigh when evaluating them, while navigating the complexities and skills needed in a changing hedge fund landscape.