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Johann Mauchand - Head of CTA & Alternative Research | Candriam
About

Johann Mauchand

Head of CTA & Alternative Research

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Johann Mauchand is the Head of CTA & Alternative Research at Candriam since September 2026. Before this, he was a Systematic Fund Manager for thirteen years. He joined Candriam’s Quantitative Research team in 2006, where he worked closely with the Systematic Funds department. During his final year in Quantitative Research, his work was dedicated to systematic strategies, notably on regime switching models - research that played a key role in shaping the initial thinking behind Candriam’s alternative multi-strategies fund. 

Since joining the CTA & Quantitative Multi-Strategies team, Johann has worked on pattern recognition, data management, asset allocation, and trading models, leveraging his strong mathematical background and programming skills. He also maintains close ties with the academic world through the supervision and mentoring of university students. 

Previously, he was a statistical arbitrage analyst at HSBC  

He holds a Master’s degree in artificial intelligence and Data Science from Paris Dauphine-PSL University, a Master’s degree in financial engineering from the University of Evry Paris Saclay, and a research-oriented Master’s degree in mathematics from the University of Dijon in France. 

Discover the latest articles by Johann Mauchand

Outlook 2026, Thibaut Dorlet, Johann Mauchand

Gold: All that glisters?

Safe haven, inflation hedge, diversifier, or conviction asset – what role does gold play today?
Research Paper, Pieter-Jan Inghelbrecht, Johann Mauchand, Steeve Brument, Alternative Investments, Portfolio Construction, Economic Outlook

Restoring Diversification

We have previously examined the equity/bond allocation and asked, ‘Is 40/30/30 the new 60/40?’ Well, yes, we think it is. Our work shows a long-term correlation between equities and fixed income that is frighteningly close to 1.0. This increased correlation fundamentally alters the effectiveness of traditional portfolio construction.
Research Paper, Johann Mauchand, Alternative Investments, Asset Allocation

Alternative strategies: Is 40/30/30 the new 60/40?

2022 was a landmark year for monetary policy, with Central banks shifting priority from supporting growth to taming inflation.
Research Paper, Alternative Investments, Johann Mauchand, Steeve Brument, CTA

CTAs throughout the business cycle : a form of economic rationality?

With the onset of the inflationary cycle and the change in central bank monetary policy, markets have entered a new paradigm, leaving investors uncertain as to the direction that markets will take next, and the timing of the transition into the next phase of the economic cycle.
Outlook 2023, Johann Mauchand, Steeve Brument, CTA

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.
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