About this author

Johann Mauchand

Senior Systematic Fund Manager

Download a photo

Johann Mauchand has been a Systematic Fund Manager at Candriam since 2013. He began his career as a statistical arbitrage analyst at HSBC in 2005, joining Candriam a year later as a quantitative alternative management analyst. He took up his current role in 2013.

He has master’s degrees in mathematics from the University of Dijon in France and in financial engineering from the University of Evry in France.

Discover the latest articles by Johann Mauchand

Outlook 2023, Johann Mauchand, Steeve Brument

CTA's: "Ride of the Valkyries"

Hard landing or soft? From Draghi’s ‘’Whatever it takes” to Powell’s “Whatever it costs”, we know the markets are ready for exciting times. CTAs aim to face the next swing, whether it be hard landing or soft.
Absolute Return, Asset Allocation, Johann Mauchand, Research Paper, Steeve Brument

Smile! CTA convexity is not lost…

If the smile measures how the portfolio value reacts to changes in the underlying markets, then maybe we should measure the smiles – and this is what our investment team has been doing.
Loading...

Find it fast

Get information faster with a single click

Get insights straight to your inbox