Oxford-Man Institute

Content from the Oxford-Man Institute, our unique collaboration with the University of Oxford, which conducts pioneering research into quantitative finance, with a focus on cutting-edge machine learning techniques and data analytics.

Oxford-Man Institute

Our unique collaboration with the University of Oxford, which conducts pioneering research into quantitative finance.

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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?

Simulating Financial Markets at the Atomic Level

Innovation read 13 min
September 2021

Simulating Financial Markets at the Atomic Level

We demystify the inner workings of an exchange by working with a simulator which replicates the matching engine.

The Oxford-Man Institute ('OMI') is Man Group’s unique collaboration with the University of Oxford. Over the last decade, the OMI, part of the university’s Department of Engineering Science, has been conducting pioneering research into quantitative finance, and now focuses primarily on machine learning techniques and data analytics.

Located in the same building as Man AHL’s Oxford Research Lab, the OMI provides us with a direct connection to cutting-edge machine learning research and allows for the fruitful cross-pollination of ideas between the investment and academic communities. Work done at the OMI, including in areas seemingly unrelated to investment – such as galaxy classification and measurement of the height of tides – has directly contributed to our investment methodologies.

 

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Archive

The Rise of Machine Learning at Man AHL

Academic Research read 6 min
November 2016

The Rise of Machine Learning at Man AHL

Dr. Anthony Ledford, Chief Scientist at Man AHL, elaborates on the topic of Machine Learning at Man AHL.