About

Pieter-Jan Inghelbrecht

Quantitative Research Analyst

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Pieter-Jan is a Quantitative Research Analyst at Candriam, where he works in Alternative Investment Strategies. He is currently develops long/short equity strategies.

Since joining in 2020, he has contributed to several teams within Candriam, including CTA and absolute return strategies, with experience in equity market neutral models and cross-asset research.

He holds degrees in Computer Science Engineering (KU Leuven), Statistical Data Analysis and Business Administration (Ghent University), and completed the Executive Programme in Asset Management at Vlerick Business School.

Discover the latest articles by Pieter-Jan Inghelbrecht

Research Paper, Alternative Investments, Pieter-Jan Inghelbrecht, Johann Mauchand, Steeve Brument

Retablir la 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.
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