AHL Explains

A look at the technical and fundamental predictors commonly used by CTAs and multi-strategy managers.

This video explains value-at-risk and expected shortfall, and explores the multi-faceted role of risk management.

We explain portfolio diversification using the simplest possible portfolio, whilst introducing the concept of re-gearing.

Examination of the features of futures contracts and explanation of how their cash efficiency is particularly useful in risk-targeting.

This video shows how the effect of a market’s price volatility could be neutralised within the P&L achieved by trading that market.

A simple illustration is used to show how price trends over different time horizons are combined to form a momentum signal.