Send us 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 wo...
Send us 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 us 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 ...
Send us 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 us 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...
Send us 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 r...
Send us 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 fo...
Send us 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 the...
Send us 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 ...
Send us 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 invest...
Send us 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 us 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 Co...
Send us 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.
Send us a text What 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 text How 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 text Can 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.
Send us a text Hedge fund investing has undergone significant changes over the past two decades, but with multi-strategy platforms now dominating, has the evolution peaked, or is another shift on the horizon? Join Vincent and Mark van der Zwan, CIO of Hedge Fund Solutions at Morgan Stanley Investment Management, as they explore the past, present, and future of hedge fund investing. With 25 years of experience, Mark shares valuable insights you won’t want to miss!
Send us a text Join host Vincent as he delves into the European credit market, exploring its vast opportunities and unique challenges. In this episode, Vincent is joined by Pierre de Chillaz, co-founder and CIO of Eicos Investment Group. Pierre shares his extensive experience in opportunistic credit investments across European markets and offers invaluable insights into this complex financial landscape. Whether you're an experienced investor or new to the European credit market, this episode ...
Send us a text In this episode, we delve into the concept of ‘alpha,’ a crucial driver behind investment decisions impacting trillions of dollars daily. Join us as we explore the practical definition of alpha, uncover where to find it, and discuss why its scarcity poses challenges for both small and large investors. Our guest, Dr. Misha Malyshev—CEO and CIO of Teza Technologies and a seasoned quantitative investor—brings unparalleled insights to the table. Misha’s expertise provides a deep un...
Send us a text Is traditional stock picking dead? Not quite! There are still untapped opportunities for alpha, but you’ll need to venture off the beaten path. One such place is South Africa, a market with a robust financial system that is primed for alpha generation. However, it has seen declining foreign interest in its stocks for nearly a decade. Current challenges include high unemployment, unresolved electricity crises, and an upcoming election, keeping investors wary. In this episode, I’...