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This is a podcast where we explore investment strategies, learn the stories behind them, and meet the experts who create them.
29 Episodes
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Send a text Vincent and Saâd unpack hedging for today’s “creeping risk” markets—where danger builds quietly before it hits prices. They break down how to define the risk you’re actually hedging, how to make the cost sustainable, and why governance and execution matter as much as instruments. A key focus: the monetization paradox—what to do when a hedge works, and how to avoid freezing at the moment it matters most.
Send a text Cat bonds sit in a strange place: they’re capital markets instruments, but the risk driver is nature — not rates, not credit spreads, not equities. In this episode of Resonanz Spotlight: Strategy Notes, Vincent and Saâd break down how catastrophe bonds work, why institutional allocators are looking at them now, and what most investors underestimate: trigger mechanics, model risk, liquidity around event seasons, and the very real psychology of “steady carry… until it isn’t.” If you...
Send a text Vincent and Saâd unpack a strategy that sits right between equity and credit — capital structure arbitrage. Why do stocks and credit spreads sometimes tell completely different stories about the same company? And how do professional investors structure trades to potentially profit from that disagreement — without simply betting on market direction? In under 10 minutes, we break down the core idea, a simple mental model, where returns can come from, and the risks that matter most (...
Send a text High-frequency trading firms and quantitative hedge funds once operated in completely different worlds. Now they're competing head-to-head for the same alpha. Vincent and Saâd explore why ultra-high-frequency strategies hit a hard capacity ceiling, how the passive investing revolution is forcing these firms into direct competition, and what happens when Jane Street and Millennium's pods fish in the same pond. The old manager categories no longer apply, and allocators need to ask c...
Send a text Everyone talks about pods and PMs in multi-manager hedge funds. But what about the Center Book? In this episode, Vincent and Saâd unpack the quiet infrastructure at the heart of every multi-manager platform — managing firm-wide risk, balancing exposures, and making the difference between a coordinated strategy and a collection of bets. They explore what it is, why it exists, and the critical questions allocators should ask during diligence. If the pods are the soloists, the Center...
Send a text In this episode of Resonanz Spotlight: Strategy Notes, Vincent and Saâd break down why SRTs and CLOs, often grouped under “structured credit”, are actually two very different games. They explore how banks, regulators, and investors each approach these structures, why incentives diverge, and what allocators must understand before deploying capital. In under ten minutes, this conversation demystifies the mechanics, motivations, and market dynamics that separate synthetic risk transf...
Send a text In this two-part special of Resonanz Spotlight, Vincent sits down with Chris Miller and Nick Baltas from Goldman Sachs’ Systematic Trading Strategies team to explore how option-based investing has evolved — and where it’s heading next. In Part 1, Chris Miller, Head of Equity Volatility and Derivatives Products, walks us through the transformation of volatility markets — from the explosion of 0DTE trading to what it really takes to design systematic volatility strategies that work ...
Send a text In this two-part special of Resonanz Spotlight, Vincent sits down with Chris Miller and Nick Baltas from Goldman Sachs’ Systematic Trading Strategies team to explore how option-based investing has evolved — and where it’s heading next. In Part 1, Chris Miller, Head of Equity Volatility and Derivatives Products, walks us through the transformation of volatility markets — from the explosion of 0DTE trading to what it really takes to design systematic volatility strategies that work ...
Send a text What 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.
Send a text Merger arbitrage has long been seen as a strategy of instinct and judgment — a game for star traders who “just knew” which deals would close. But what happens when you take that gut-driven approach and rebuild it as a systematic process? In this episode, host Vincent speaks with Martin Brückner, CFA, Co-Founder and CIO of First Private Investment Management. Together they explore how systematic merger arbitrage works, why it challenges the discretionary legacy of risk arb, and how...
Send a text Vincent 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 a text What 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 ac...
Send a text Institutional investors often grapple with the challenge of translating asset allocation theory into real-world portfolio success. In this episode, Resonanz Capital’s Dr. Frederik Middelhoff joins host Vincent to explore how investment committees can bring strategic asset allocation frameworks to life. From tackling the limitations of mean-variance optimization to sharing practical tools and real-world applications, Frederik offers clear, actionable insights for building more resi...
Send a text In 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 forge...
Send a text Quantitative 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, ...
Send a text Are 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...
Send a text Discover 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...
Send a text In 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 a text Can 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 Conve...
Send a text How 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.
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