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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Counting the Costs: Minimising Total Price Impact Over Sequences of Trades

Academic Research read 10 min
July 2021

Counting the Costs: Minimising Total Price Impact Over Sequences of Trades

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.

Looking Under the Bonnet: Short-Term Strategies

Systematic read 6 min
July 2021

Looking Under the Bonnet: Short-Term Strategies

Short-term trading has become an increasingly discussed topic within asset management. But what exactly do we mean by short-term trading? How do these strategies differ from high-frequency trading? And what factors determine their success?

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

The CIO Agenda: Investing in China

Podcasts read & listen 28 min
July 2021

The CIO Agenda: Investing in China

Access to China’s domestic capital markets continues to be relaxed. Can investors benefit from the increased diversification on offer?

The Future of Quant Equity

Systematic read 13 min
June 2021

The Future of Quant Equity

Quantitative equity investing is having a bit of a mid-life crisis. Will the same approach that has worked for many of us for several decades continue to work in the future?

Trend-Following in Inflationary Environments

Systematic read 9 min
June 2021

Trend-Following in Inflationary Environments

Are trend-following strategies well-suited to future inflationary environments?

Factors in Quant Credit

Systematic read 13 min
June 2021

Factors in Quant Credit

A comprehensive understanding of the application of factors is crucial for investors in quant credit.

Dominoes and Feelings: The Network Effect in Financial Markets

Academic Research read & watch 9 min
June 2021

Dominoes and Feelings: The Network Effect in Financial Markets

Can news sentiment towards a company be associated with reactions in other companies from the same or even different sectors?

The Future of Quant Investing

Events read & watch 45 MIN
May 2021

The Future of Quant Investing

How should investors think about quant in their portfolios? Sandy Rattray, Russell Korgaonkar and Robert Moore discuss their thoughts at the Unconventional Quant Summit 2021.

Alpha Extraction: Lessons From the World of Fast Trading

Events read & watch 27 MIN
May 2021

Alpha Extraction: Lessons From the World of Fast Trading

There are two crucial steps of the alpha extraction process: portfolio construction and trade generation. Man AHL's Emidio Sciulli and Sophia Chami share their findings from years of research on these topics at the Unconventional Quant Summit 2021.

The Best Strategies for Inflationary Times – Key Findings

In Focus read & watch 9 min
May 2021

The Best Strategies for Inflationary Times – Key Findings

In this video, portfolio manager Ben Funnell talks through the key findings from the recently published ‘The Best Strategies for Inflationary Times’ academic paper.

Climate Change: More Than Carbon & Green Tech

Events read & watch 30 Min
May 2021

Climate Change: More Than Carbon & Green Tech

From exclusion lists to carbon constraints in the portfolio optimisation process to systematically identifying companies with good environment policies, the process for tackling climate change has evolved. Ashok Muthusamy discusses what’s next at the Unconventional Quant Summit 2021.

ESG Investing: Going Beyond ‘Do No Harm’

Events read & watch 53 Min
May 2021

ESG Investing: Going Beyond ‘Do No Harm’

Does responsible investing actually pay off, or do investors have to sacrifice financial returns to achieve social goals? Alex Edmans, Professor of Finance at London Business School, discusses what it means to be a responsible investor at the Unconventional Quant Summit 2021.

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.

Archive

Natural Language Processing in Finance: Shakespeare Without the Monkeys

Systematic read 28 min
July 2019

Natural Language Processing in Finance: Shakespeare Without the Monkeys

Financial markets are now being swayed not only by numbers, but also by words. How can automatic analysis of text by computers, also known as Natural Language Processing, predict financial movements?

The Growth of Passive Where You Least Expect It

Systematic read 11 min
July 2019

The Growth of Passive Where You Least Expect It

What are the implications of the rapid growth of passive strategies in emerging market equities?

The Best of Strategies for the Worst of Times

Academic Research read 4 min
July 2019

The Best of Strategies for the Worst of Times

What steps can an investor take to mitigate the impact of a large equity correction?