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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Featured

Quant Credit: A Primer

Systematic read 15 min
May 2021

Quant Credit: A Primer

Quant credit is here to stay and will increasingly come to dominate the credit markets. Investors who embrace and educate themselves about the strategy class now ought to be at an advantage as this process plays out.

The Best Strategies for Inflationary Times

Events read & watch 36 min
May 2021

The Best Strategies for Inflationary Times

How should investors reposition their portfolios in the face of heightened inflation risk? Ben Funnell presents findings from his most recent academic paper at the Unconventional Quant Summit 2021.

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

What Works When Inflation Hits?

Academic Research read 8 min
May 2021

What Works When Inflation Hits?

How should investors reposition their portfolios in the face of heightened inflation risk?

Q2 Strategy Outlook:
Negative Outlook on Distressed, Positive on Systematic Credit

Views read 20 min
April 2021

Q2 Strategy Outlook:
Negative Outlook on Distressed, Positive on Systematic Credit

We have revised our outlook on distressed strategies to negative, a notable change following our positive outlook in the past four quarters.

The CIO Agenda: The Rise of Quant Credit

Podcasts read & listen 27 min
April 2021

The CIO Agenda: The Rise of Quant Credit

Paul Kamenski and Robert Lam join The CIO Agenda to discuss the alpha opportunities on offer from a systematic approach to credit.

A Hot Commodity: Systematic Investing in China

Systematic read 15 min
April 2021

A Hot Commodity: Systematic Investing in China

Does trading in Chinese financial and commodity markets provide attractive return and diversification characteristics for a systematic manager, when compared with commonly traded global markets?

ESG Investing

Academic Research read 27 min
March 2021

ESG Investing

London Business School Professor Alex Edmans joined Yale Professor Nicholas Barberis, Harvard Professor Neil Shephard and Duke Professor Campbell R. Harvey, along with practitioners from across Man Group, to discuss ESG investing.

The Wheat and the Chaff - A Guide to Rating an RI Fund Manager

Responsible Investment read 14 min
February 2021

The Wheat and the Chaff - A Guide to Rating an RI Fund Manager

It is more important than ever that hedge fund investors are able to distinguish genuine responsible investment managers from those that greenwash. In this article, we outline what we believe is best practice when assessing an investment manager’s RI credentials.

Q1 Strategy Outlook:
Credit Revised to a Near-Term Opportunity

Views read 18 min
January 2021

Q1 Strategy Outlook:
Credit Revised to a Near-Term Opportunity

We have revised credit to a near-term opportunity set as we have already seen a substantial recovery, while our outlook has become increasingly positive in other areas such as event-driven strategies.

The CIO Agenda: What Happened to Quant (Equity) in 2020?

Podcasts read & watch 16 min
January 2021

The CIO Agenda: What Happened to Quant (Equity) in 2020?

Ori Ben-Akiva, Director of Portfolio Management at Man Numeric, joins Sandy Rattray and The CIO Agenda to discuss the challenges quant (equity) strategies faced in 2020 and the factors that will drive their success.

Managing Beta Exposures in Portable Alpha Strategies

Systematic read 16 min
December 2020

Managing Beta Exposures in Portable Alpha Strategies

Both the drawdown and margin usage of the beta component of portable alpha strategies can be improved through the use of active risk management techniques.

The Wisdom of Buying Absurdly Expensive Stocks

Discretionary read 8 min
December 2020

The Wisdom of Buying Absurdly Expensive Stocks

FAANGM stocks are trading at extraordinary multiples, leading some investors to suggest they have hit bubble territory. What has happened historically when stocks reached these stretched valuations?

The CIO Agenda: Strategic Risk Management

Podcasts read & watch 29 min
November 2020

The CIO Agenda: Strategic Risk Management

When markets sell off overnight as they did during the coronacrash, how can investors protect their portfolios? Focusing on the first quarter of 2020, Sandy Rattray and Otto van Hemert explore why trend and quality-based strategies have proved resilient, and the rebalancing strategies that can help reduce the severity of drawdowns.

60/40 in 2020 Vision

Systematic read 20 min
November 2020

60/40 in 2020 Vision

We consider the history of 60/40 and how the strategy can be adapted to respond to a world where both of its performance drivers – bonds and equities – appear expensive relative to the past.

Archive

Volatility Scaling's Impact on the Sharpe Ratio

Academic Research read 2 min
April 2019

Volatility Scaling's Impact on the Sharpe Ratio

When does volatility scaling improve the unconditional Sharpe ratio compared to a buy-and-hold position?

ESG Data: Building a Solid Foundation

Systematic read 15 min
March 2019

ESG Data: Building a Solid Foundation

How we’re turning off-the-shelf ESG data into useful and informative signals.

Crowding

Academic Research read 24 min
February 2019

Crowding

Crowding can be difficult to define, but its effects are important to understand - from alpha decay to increased tail risk.