Resonanz Capital Insights (3)

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 ...

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 ...

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 ...

4 min read

Resonanz insights in your inbox...

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

Who’s On The Other Side Of Your Trade?

Markets don’t move because “the market thinks.” They move because someone, somewhere has to trade—to rebalance, hedge, meet a mandate, manage risk, or implement a flow. If you’re an allocator, CIO, or PM, that’s not just a neat line. It’s ...

6 min read

Underwriting Backtests in Systematic Investing: How to Separate Evidence from Noise

Systematic investing is in oversupply. Equity statistical arbitrage managers can run thousands of signals across hundreds of stocks. Macro quant teams can test dozens of model variants across rates, FX, commodities, and futures curves. The ...

6 min read

Has the AI Boom Caused a Bubble in U.S. Stock Markets?

We’ve looked at the AI boom from a few angles already — from how hedge funds are actually using GenAI (and what that means for manager selection), to how crowding in the “Magnificent Seven” became its own risk factor. This piece tackles ...

8 min read

The Private-Wealth Wave Meets Hedge Funds: Closing the Allocation Gap

When people say “private wealth is the next allocator,” it can sound like marketing shorthand. But there’s a concrete reason the phrase keeps coming back: the wealth channel is not just getting bigger — it’s getting more institutional. ...

8 min read

The 2025 Hedge Fund Talent Tape: What Pod Hiring Signals Going Into 2026

In multi-manager hedge funds, talent is not culture, it is capacity. Pods are production units, and hiring is capital allocation by another name. People moves will not predict returns, but they do show how platforms chose to spend money, ...

3 min read

Prediction Markets: The New “Implied Probability” Curve (and What Allocators Should Do With It)

Prediction markets are no longer a niche pastime. They are becoming a scalable market structure for pricing discrete outcomes—elections, policy decisions, macro prints, and corporate events—using exchange-style contracts. Two forces make ...

7 min read

How Much Alternatives Does Your SAA Really Want?

Strategic Asset Allocation has been a running theme in our research this year. In “Strategic Asset Allocation: 6 Practical Frameworks for Better Decisions”, we laid out the core playbook: different ways investment committees can design ...

11 min read

First Prev3 / 20Next Last

Insights