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About

Johann Mauchand

Senior Systematic Portfolio Manager

Johann Mauchand has been a Systematic Fund Manager at Candriam since 2013. 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 and ultimately contributed to its successful launch. 

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

Research Paper, CTA, Alternative Investments, Activa-allocatie, 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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