- Pioneer in systematic trading for over 25 years
- 100% systematic alternative and long only strategies
- Institutionally orientated
- Unique collaboration with University of Oxford
- Member of Man Group plc with headquarters in London
19.2 $BN ASSETS UNDER MANAGEMENT
121 INVESTMENT PROFESSIONALS
400+ MARKETS TRADED
Information as at 31 March 2016
People, Freedom and Collaboration
We are not academic theorists; we are practical scientists using our skills to hunt for alpha. We don’t view markets through a traditional finance lens. We look for alpha without constraints. We are collaborative and transparent.
Science Based Research
We believe that the best way to extract value from leading minds is to encourage a thoughtful exchange of ideas in an open environment.
Co-CTO Gary Collier explains how Man AHL has improved tick throughput 25x.
Gary Collier, co-CTO Man AHL, on why Man AHL is open-sourcing their data developments.
When evaluating a trading strategy, it is routine to discount the Sharpe ratio from a historical backtest. The reason is simple: there is inevitable data mining by both the researcher and by other researchers in the past. Our paper provides a statistical framework that systematically accounts for these multiple tests. We propose a method to determine the appropriate haircut for any given reported Sharpe ratio. We also provide a profit hurdle that any strategy needs to achieve in order to be deemed "significant".