Martin Luk

Quant Researcher, Man AHL
Man Institute Contributor

Martin Luk is a quant researcher at Man AHL, responsible for developing systematic strategies, with a focus on statistical techniques applied to liquid macro asset classes. He is part of AHL’s research effort into the application of large language models (LLMs) in research and across the wider firm. 

Previously, Martin was a graduate analyst, working in investment risk and research roles across Man Group’s investment engines. He joined Man Group in 2019. 

Martin holds a BA Hons in Economics from the University of Cambridge.

Man Institute content contributed by Martin

AI in Asset Management: A Lightbulb Moment

Systematic read 10 min
July 2024

AI in Asset Management: A Lightbulb Moment

The revolutionary electric light took four decades to fully embed. What will it take to flip the switch on AI adoption – and when can we expect it? We look at what the AI revolution is powering within asset management.

The Path Less Travelled
There's No RI in Trend. Or Is There?

In Focus read 19 min
May 2024

The Path Less Travelled
There's No RI in Trend. Or Is There?

Systematic macro strategies have historically lagged behind when it comes to responsible investing. What are some of the challenges trend-followers, in particular, face in this space and how can they be overcome?

Generative AI

Academic Research read 51 min
November 2023

Generative AI

Cambridge Professor Neil Lawrence joined Yale Professor Nicholas Barberis and Duke Professor Campbell R. Harvey, along with practitioners from across Man Group, to discuss Generative AI. The discussion was moderated by Man Group’s Otto Van Hemert.
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