Resonanz Spotlight
This is a podcast where we explore investment strategies, learn the stories behind them, and meet the experts who create them.
Episodes
33 episodes
The Museum Exhibit
Most track records handed to you in a manager meeting were built in a world that no longer exists — falling rates, suppressed volatility, bonds that actually hedged equities. Does that history tell you anything useful about 2026? Or is it a mus...
Quant Isn’t One Strategy: A 2026 Due Diligence Playbook
Quant is not a strategy — it’s a production method. And that’s exactly why so many allocators still get it wrong.In this episode of Resonanz Spotlight: Strategy Notes, Vincent and Saâd break down how to think about quant hedge f...
Chloi Karyda — The Implementation Edge
In this episode of Resonanz Spotlight, Vincent speaks with Chloi Karyda, Managing Director and Global Head of QIS Solutions at J.P. Morgan, about the evolution of QIS and its role in modern portfolio construction. The conversation explores how ...
Total Portfolio Approach: Upgrade or Risk?
What happens when investors stop managing portfolios in silos and start looking at the whole system instead?In this episode, Vincent and Saâd unpack the Total Portfolio Approach — a framework that challenges traditional asset allocation ...
Hedging in the Age of Creeping Risk
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 exec...
Cat Bonds: Diversification from Nature, Not Markets
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 dow...
Capital Structure Arbitrage: When Markets Disagree
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 inves...
The Great Quant Convergence: When Prop Shops Meet Pod Shops
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 capacit...
The Center Book: The Quiet Heart of Multi-Manager Hedge Funds
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, bala...
Two Games, One Field: Why SRT and CLO Investors Play by Different Rules
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 eac...
Nick Baltas – Designing Systematic Portfolios
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....
Chris Miller – Inside the Mechanics of Volatility Trading
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....
Michael Azlen - Turning Emissions into an Asset Class
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 mechani...
Martin Brückner – Cracking the Code of Merger Arbitrage
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?...
Benjamin Brodsky – Rewiring Credit with Science
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.
Jeff Shen – Beyond the Buzz: What AI Really Means for Investing
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...
Building a Better Strategic Asset Allocation
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 committe...
Polina Kurdyavko - Navigating Emerging Markets
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 in...
Michele Cancelli - How QIS Are Transforming Investor Portfolios
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 va...
Nicolas Mirjolet - Traditional vs. Alternative Markets in CTA Investing
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 the...
Grégoire Thomas - Mastering Index Arbitrage
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.
Hamza Lemssouguer - Driving Alpha in Credit
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.&nbs...
Odell Lambroza - The Resurgence of Convertible Bond Arbitrage
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, an...
NAV Financing: Unlocking Value or Kicking the Can Down the Road?
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 ho...
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PIK Financing: Flexible Solution or Financial Gamble?
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 intri...
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