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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Q4 Strategy Outlook: Why We’re Positive on Credit, Specialised Equity Long-Short, Quantitative and Equity Arbitrage

Views read 15 min
October 2020

Q4 Strategy Outlook: Why We’re Positive on Credit, Specialised Equity Long-Short, Quantitative and Equity Arbitrage

The environment for hedge funds remains broadly attractive in credit, specialised equity long-short, quantitative and equity arbitrage strategies.

The CIO Agenda – Episode 3: The Future of Fund Management

Views watch 30 min
October 2020

The CIO Agenda – Episode 3: The Future of Fund Management

As we enter the final few months of an incomparable year, it is difficult to tell what trends in asset management will return to their previous track and what has been irrevocably changed by the coronavirus pandemic. In the third episode of our webinar series, Sandy Rattray and Luke Ellis discuss the future of fund management.

AHL Explains

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

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Recent

The CIO Agenda – Episode 2: Will Value Ever Work Again?

Views watch 31 min
October 2020

The CIO Agenda – Episode 2: Will Value Ever Work Again?

Even a long history of gains is hard to reconcile with a decade of pain for Value investors. In the second webinar of our CIO Agenda series, Sandy Rattray and Daniel Taylor discuss whether the march towards zero or negative nominal interest rates and their consequences can help provide some clues as to Value’s fate.

A Positive Outlook for Credit, Equity Long-Short and Global Macro Despite Financial Market Uncertainty

Views read 21 min
August 2020

A Positive Outlook for Credit, Equity Long-Short and Global Macro Despite Financial Market Uncertainty

Why we have a positive outlook on credit, equity long-short, statistical arbitrage and macro strategies.

Man AHL Explains - Maximum Diversification

Systematic watch 7 min

Man AHL Explains - Maximum Diversification

Building on the previous optimization chapter, Anthony Ledford focuses on trying to construct a maximum diversification portfolio.

Man AHL Explains - Optimisation

Systematic watch 7 min

Man AHL Explains - Optimisation

Anthony Ledford tackles the topic of optimisation, and in particular, convex optimisation.

Man AHL Explains - Machine Learning

Systematic watch 6 min

Man AHL Explains - Machine Learning

Anthony Ledford explores three approaches to machine learning: linear, empirical and a Bayesian machine learning classifier.

Man AHL Explains - Limit Order Books and Trade Execution

Systematic watch 7 min

Man AHL Explains - Limit Order Books and Trade Execution

A look at limit order books and trade execution, exploring how trading takes place in exchanges and the process of matching orders.

Man AHL Explains - Breakout Trading

Systematic watch 6 min

Man AHL Explains - Breakout Trading

Anthony Ledford discusses breakout trading, a popular systematic strategy used in trading equities, futures and FX markets.

Man AHL Explains - Cross Sectional Momentum

Systematic watch 6 min

Man AHL Explains - Cross Sectional Momentum

This video examines cross-sectional momentum, explaining how it differs from the time series momentum approach pursued by CTAs.

Man AHL Explains - Signal Diversification

Systematic watch 7 min

Man AHL Explains - Signal Diversification

A look at the technical and fundamental predictors commonly used by CTAs and multi-strategy managers.

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'.

Man AHL Explains - Risk

Systematic watch 6 min

Man AHL Explains - Risk

This video explains value-at-risk and expected shortfall, and explores the multi-faceted role of risk management.

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

Innovation read 11 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?

Archive

Is Value Dead (Again)?

Systematic read 17 min
September 2018

Is Value Dead (Again)?

Is value dead? To us, the answer is no. We feel value could regain its mojo in a rising inflationary and interest-rate environment.

Private Equity Goes Public

Systematic read 16 min
July 2018

Private Equity Goes Public

Liquid PE alternatives allow investors to potentially achieve PE-like returns and risk exposures for lower fees.

Alpha generation in long-short equity portfolios: marrying theory with practice

Discretionary read 18 min
July 2018

Alpha generation in long-short equity portfolios: marrying theory with practice

In this paper, we discuss how finance theory can be used to try and optimally extract alpha and potentially generate consistent returns.