Anthony Ledford

Chief Scientist, Man AHL
Man Institute Contributor

Dr Anthony Ledford is Man AHL’s Chief Scientist and Academic Liaison. Dr Ledford is based in the Man Research Laboratory (Oxford) and has overall responsibility for Man AHL’s strategic research undertaken there.

Prior to joining Man AHL in 2001, he lectured in Statistics at the University of Surrey.

Dr Ledford read Mathematics at Cambridge University, holds a PhD from Lancaster University in the development and application of multivariate extreme value methods and is a former winner of the Royal Statistical Society’s Research Prize.

Man Institute content contributed by Anthony

Strategic Execution Trajectories

Academic Research read 2 min
March 2023

Strategic Execution Trajectories

Minimising transaction costs is important for best execution. While existing research minimises the cost of a single trade, our results optimise the combined execution cost of two sequential orders.

Quantifying Long-Term Market Impact

Academic Research read 1 min
February 2022

Quantifying Long-Term Market Impact

The easiest way to boost the alpha of a trading strategy is to reduce costs. What is the best way to do this when orders are correlated?

How Can We Reduce Costs for Correlated Order Flows?

read 15 min
February 2022

How Can We Reduce Costs for Correlated Order Flows?

The easiest way to boost the alpha of a trading strategy is to reduce costs. What is the best way to do this when orders are correlated?
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