About

Johann Mauchand

Senior Systematic Portfolio Manager

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Johann Mauchand has been a Systematic Portfolio Manager at Candriam since 2013, leading research within the Systematic Multi-Asset business unit. He joined Candriam in 2005 as a quantitative alternative management analyst.  

Previously, he was 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

Research Paper, Alternative Investments, Johann Mauchand, Steeve Brument, CTA

CTA a lo largo del ciclo empresarial : ¿una forma de racionalidad económica?

Las estrategias de futuros gestionados son reconocidas por los gestores de activos que buscan rendimientos no correlacionados y un desempeño resistente en tiempos de crisis. Sin embargo, ¿se mantienen estas cualidades en todo momento?
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.
CTA, Alternative Investments, Asset Allocation, Johann Mauchand, Research Paper, Steeve Brument

¡Sonría! La convexidad CTA no está perdida...

Si la sonrisa mide cómo reacciona el valor de la cartera a los cambios en los mercados subyacentes, tal vez deberíamos medir la sonrisa, y esto es lo que nuestro equipo de inversión ha estado haciendo.
Research Paper, CTA, Alternative Investments, Asset Allocation, Steeve Brument, Johann Mauchand

Interest rates go up

After several decades of riding a government bonds bull market, investors are now looking for alternative drivers of return. Commodity Trading Advisor (CTA) strategies, with their ability to make gains in rising, as well as falling markets, have historically been able to improve risk-adjusted returns when introduced to a balanced portfolio. However, a question that investors can legitimately ask today is how are CTAs impacted by rising interest rates?
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