Trapped Capital, Real Catalysts: Why Japan Sets Up Well for Activists and Event-Driven in 2026

Japan’s opportunity today isn’t “cheap stocks in a slow economy.” It’s the combination of too much idle capital and a regulatory/exchange agenda that keeps forcing the capital-allocation conversation onto the board agenda. That matters for ...
Read more
9 min read

Most popular

How Hedge Funds Are Really Using Generative AI — And Why It Matters for Manager SelectionStructured Credit: Why SRT and CLO Are Different GamesHedge Funds, Repos, and the Hidden Plumbing of LeverageThe Rise of PIK: A Double-Edged Sword for Private CreditNAV Lending: Liquidity Tool or Leverage Trap in Private Markets?The 27 Biggest ODD Failures That Shook Finance

Monthly QIS Review - Feburay 2026

February marked a clear change in tone versus January’s optimistic start: risk appetite became more selective, volatility rose, and markets increasingly traded a “macro + AI narrative” rather than a simple earnings impulse. For systematic ...
Read more
4 min read

Cash–Futures Basis, Repo Leverage, and Margin: An Allocator's Guide to the Treasury Basis Trade

In April 2020, the Federal Reserve injected $1.6 trillion into Treasury markets in a matter of weeks. The proximate cause wasn't a credit crisis or a bank run. It was a leveraged carry trade unwinding faster than the plumbing could handle. ...
Read more
8 min read

Resonanz insights in your inbox...

Get the research behind strategies most professional allocators trust, but almost no one explains.

Synthetic Alpha: 10 Due-Diligence Tests That Expose LLM-Washing in Quant Pitch Decks

A lot of “AI quant” decks in 2026 are marketing decks with extra nouns. The claims sound technical. The evidence is thin. And the slide count goes up every time the Sharpe goes down. The allocator’s job isn’t to decide whether large ...
Read more
11 min read

The Premium Income Mistake: Why "Equity Premium Income" Isn't the Income You Think It Is

A family office CIO shared a real-life story with me recently. His principal—a retired tech executive—was furious. The "high-income equity strategy" they'd allocated $3M to in early 2024 had just lagged the S&P 500 by 22 percentage ...
Read more
10 min read

Sleeve Management: Running a Liquid Alternatives Portfolio Like a Pod Shop

Most allocators start with what to own. The harder question comes later: how much to give each sleeve, when to reduce it, and when to add? That is sleeve management. A multi-manager pod shop solves the same problem inside a hedge fund. ...
Read more
5 min read

June 11, 2026: The SEC Names Rule Playbook for Liquid Alts (80% Policy)

If you allocate to liquid alternatives, you already know the awkward truth: the label sells the strategy. Now the label has to pass a math test. The SEC’s amended Names Rule (Rule 35d-1) is forcing funds to line up what’s in the name with ...
Read more
10 min read

Quant Hedge Funds in 2026: A Due Diligence Framework by Strategy Type

“Quant” is not a strategy. It’s a production method. That distinction matters because allocator outcomes diverge based on what kind of quant you own. A trend fund can be operationally simple and still blow up from leverage and execution. A ...
Read more
10 min read

I've Used All 10 of These Clichés. Here's How I Stopped.

Markets change. Narratives rotate. Yet certain sentences never die. They show up in bull markets, bear markets, and the weird in-between markets where everyone says "it's a stock picker's market" while buying the same seven mega-caps. To ...
Read more
5 min read

Monthly QIS Review - January 2026

January 2026 was a good reminder of a core truth in systematic investing: headline market strength does not guarantee broad-based performance. Risk assets advanced and sentiment remained constructive, but under the surface the market was ...
Read more
4 min read
1 / 19Next Last