Resonanz Spotlight

Send us Fan MailWhat happens when a climate policy becomes a tradable market? Vincent sits down with Michael Azlen of Carbon Cap to unpack the rise of compliance carbon markets — a space where regulation, scarcity, and innovation meet finance. From the mechanics of cap-and-trade to the investment case behind carbon allowances, this episode reveals how emissions are turning into an entirely new asset class.

Martin Brückner, Co-founder and CIO of First Private Investment Management, dives into the world of systematic merger arbitrage. He reveals how data and algorithms can transform deal investing into a repeatable strategy, moving away from instinctual judgment. The conversation covers their four-step process of screening to execution, the criteria for selecting deals, and how they quantify qualitative risks through data. Brückner emphasizes the fusion of data science and human oversight while addressing skepticism in the investment community.

Send us Fan MailVincent sits down with Benjamin Brodsky, CIO at BlueCove, to explore the rise of scientific credit. They discuss how data, technology, and market expertise are reshaping liquid fixed income—and what it means for investors.

Send us Fan MailWhat does AI really mean for the future of quant investing?In this episode, Vincent sits down with Jeff Shen, PhD, Co-CIO and Co-Head of Systematic Active Equities at BlackRock, to explore how the world’s largest asset manager is scaling systematic investing through big data, machine learning, and a deep, research-driven culture.From integrating large language models into real-world investment workflows to building cross-disciplinary teams that blend engineering, finance, and academic rigor, Jeff shares candid insights on what’s working, what’s evolving, and what remains fundamentally unchanged.

Frederik Middelhoff, a quantitative strategies expert from Resonanz Capital, shares his wealth of knowledge on strategic asset allocation. He discusses bridging the gap between theory and practice for institutional investors, emphasizing actionable tools and frameworks. Topics include the limitations of mean-variance optimization, innovative risk management strategies, and the importance of aligning investment goals with stakeholder needs. Frederik's insights are a treasure trove for those looking to enhance portfolio resilience and effectiveness.

Send us Fan MailIn this episode of Resonanz Spotlight, Vincent sits down with Polina Kurdyavko, Head of Emerging Markets Desk and Senior Portfolio Manager at RBC BlueBay, to unpack one of the most misunderstood—and mispriced—asset classes in global investing: emerging market fixed income.Polina shares her deeply personal and professional journey, starting from the aftermath of the 1998 Russian financial crisis to managing some of the most prominent EM credit portfolios today. With insights forged from two decades of crisis-tested investing, she discusses how volatility can become an opportunity and why fundamentals always matter more than the latest headline.

Send us Fan MailQuantitative 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 Fan MailAre 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 Fan MailDiscover 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 Fan MailIn 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.