Investment process

Systematic price monitoring throughout the day enables AHL to react immediately as new investment opportunities arise

AHL’s approach to investment is characterised by:

Statistical modelling of persistent relationships in financial markets

AHL’s investment process is built on a belief that markets frequently demonstrate inefficiencies that can be predicted through careful statistical analysis.

Ongoing research into every step of the investment process

Continual research and improvement of our trading models, risk management processes and execution quality have been the key drivers behind AHL success.

Diversification across markets and models

AHL trading systems sample thousands of prices daily to identify and profit from opportunities across a broad range of instruments, using a variety of trading models. These encompass around 250 contracts, spanning across eight sectors and trading on more than 30 exchanges worldwide.

All models are quantitative and systematic

AHL’s trading strategy is entirely systematic and quantitative. The trading algorithms collect, process and analyse data to determine the target position we want to hold in each market.

Risk control is integral to each part of the investment process

Portfolios are constructed to target pre-defined levels of risk in the medium term, and trading models generate their signals only after evaluating short-term market volatility. Portfolios are also monitored against a number of risk measures to ensure these remain within prescribed limits.

A highly efficient trading platform

Every aspect of the investment and trade execution process is analysed to identify and extract efficiency gains. Trades are executed either electronically through proprietary execution algorithms or through professional traders in Hong Kong and London.

Quick links

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Man provides asset management and investment management services to private investors, institutions and financial professionals.

Dr Anthony Ledford interview

How the AHL investment process works and the role innovation and research plays in our success.

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