Man Group Academic Research

Can machine learning give investors a better insight into monetary policymaker speeches? Maximilian Ahrens, Postdoctoral Research Fellow in NLP at the Oxford-Man Institute of Quantitative Finance shares his research findings.

How can DeFi investors execute large orders? Marcello Monga, Dphil Student at the Oxford-Man Institute of Quantitative Finance shares his research findings.

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.

How can investors construct highly accurate transfer ranking models? Daniel Poh, Dphil Student at the Oxford-Man Institute of Quantitative Finance shares his research findings.

How can automated market makers find an optimal liquidity provision strategy? Fayçal Drissi, Visiting PhD Student at the Oxford-Man Institute of Quantitative Finance, shares his research findings.

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?