Systematic

A look inside the reasoning, technology and data analysis that drive our innovative systematic investment processes.

Systematic

A look inside the reasoning, technology and data analysis that drive our innovative systematic investment processes.
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Podcast: Integrating ESG With Quant Analytics

Responsible Investment listen 30 min
July 2020

Podcast: Integrating ESG With Quant Analytics

Rob Furdak, CIO of ESG at Man Group, appears as a guest on an episode on 'The Ethical Compass Podcast'.

Vigilance in a Virtual World: Operational Due Diligence in a Remote Working Environment

Innovation read 9 min
June 2020

Vigilance in a Virtual World: Operational Due Diligence in a Remote Working Environment

A look at the challenges Covid-19 and the resulting working-from-home environment present to operational due diligence: what new risks are there to assess, how can ODD be conducted and will this change how ODD looks in the future?

AHL Explains

Narrated by Man AHL Chief Scientist Dr Anthony Ledford, this series of educational videos aim to de-mystify quantitative investing.

Watch AHL explains

Recent

Strategic Rebalancing

Academic Research read 1 min
June 2020

Strategic Rebalancing

New research introduces a strategic rebalancing technique that could mitigate portfolio drawdowns.

Alpha: Made in China

Systematic read 8 min
May 2020

Alpha: Made in China

Inefficiency, diversity, liquidity and abundance of information. China A is potentially the last market in the foreseeable future that offers this unique combination for investors.

The Data on Data

Innovation read 3 min
May 2020

The Data on Data

In today’s day and age, data is often referred to as the oil that fuels the investment machine. But how does alternative data differ from more traditional data? Who uses it? What are its benefits? What should we be mindful of? In short: what is the data on data?

Stranger Things: Chinese Assets and Diversification

Discretionary read 7 min
May 2020

Stranger Things: Chinese Assets and Diversification

Why are Chinese equities – which offer investors significant breadth and diversification – still such a minor element of most portfolios?

How Research Into Past Crises Can Help Us Navigate the Current Market Conditions

Systematic watch 20 min
May 2020

How Research Into Past Crises Can Help Us Navigate the Current Market Conditions

Professor Campbell R. Harvey talks about two academic research papers – The Best of Strategies for the Worst of Times and Strategic Rebalancing – and how they can help investors navigate the current crisis.

Value Is in the Eye of the Beholder

Views read 9 min
February 2020

Value Is in the Eye of the Beholder

Following a decade of growth dominating value as an investment style, there is an increasing chorus singing the virtues of value. But is now the time to add value exposure?

Is ESG Just Warming Up?

Responsible Investment read 4 min
February 2020

Is ESG Just Warming Up?

Whether ESG factors are truly ‘alpha’ factors equivalent to their Value, Momentum, Quality and Low Volatility counterparts remains a contentious issue. Still, the performance of ESG factors in 2019 delivered returns worthy of attention.

Factor Investing

Academic Research read 26 min
December 2019

Factor Investing

The Academic Advisory Board met in 2019 to discuss factor investing.

An Introduction to Machine Learning

Academic Research read 19 min
December 2019

An Introduction to Machine Learning

Artificial intelligence, and in particular machine learning, can play beneficial roles within investment management, especially in applications where there is a relative abundance of data.