Man AHL

Man AHL

  • 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
  • 1987 Founded

  • 19.2 $BN ASSETS UNDER MANAGEMENT

  • 121 INVESTMENT PROFESSIONALS

  • 92RESEARCHERS

  • 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.

OUR CULTURE

AHL Explains

AHL Explains is a video series that has been created to explain key concepts in futures trend following. Narrated by our Chief Scientist, Dr. Anthony Ledford, the intention of these short videos is to bring each concept to life by focusing on principles rather than detail.

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

Gary Collier, co-CTO Man AHL, on why Man AHL is open-sourcing their data developments.

Gary Collier

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".

Campbell Harvey

Please update your browser

Unfortunately we no longer support Internet Explorer 8, 7 and older for security reasons.

Please update your browser to a later version and try to access our site again.

Many thanks.