Man Group Academic Research

Can algorithms collude? Patrick Chang, DPhil Student at the Oxford-Man Institute of Quantitative Finance, shares his research findings.

Scope 1, 2 and 3 are different ways to conceptualise a company’s greenhouse-gas emissions. Our research paper analyses their differences, their importance, and their potential impact in portfolio construction.

What should allocators seeking potential crypto asset exposure consider? This paper examines crypto asset volatility, correlation and important custody and regulatory considerations.

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?

Investors currently face the challenge of having little experience and no recent data to guide the repositioning of their portfolios in the face of heighted inflation risk. We provide some insight.

In this video, Dr. Anthony Ledford and Fields Medal winner Professor Alessio Figalli discuss the key findings from their recent academic paper, Strategic Execution Trajectories, which discusses how to minimise transaction costs in trading.

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.