SCIENCE. APPLIED TO FINANCE.

Just one example of our holistic approach to investing; allowing us to spot opportunities that others may overlook.

Clients come first

We actively engage with our clients in a strategic partnership. We fundamentally believe that the risks of not sharing significantly exceed the risks of sharing.

As such, we establish an on-going dialogue with our investors and strive to exceed expectations by providing outstanding levels of client service and transparency.

We are passionate about our strategies and believe they can provide significant value to our clients over the long-term.

We are dedicated to delivering the optimal solution in everything we do, whether it is research, technology or trading based. 

Any market, any model

We believe that no data-set, market or model is out of bounds. We are constantly looking for systematic trading opportunities across the globe and actively encourage our people to find alpha in new places.

The process that turns an idea into a trading strategy is a very systematic and measured one. We start with a large number of ideas and we need to work out which of these has the potential to produce sustainable returns for our investors.

We do that in a two-stage process. The first is simulation, where we take ideas, build strategies out of these ideas, and see how they would have behaved over a long period of time and through many different environments. If we are satisfied with this, we move to the second stage of the process where we paper trade the idea. We trade it live but on paper, so no money is used in the trading but we simulate live trading through the process of time to make sure that this strategy is robust during this live period.

Unconventional and unconstrained thinking

We bring a scientific, empirical mind-set to investing. We only trade ideas and theories that we can test and prove. We act on evidence and strive to model and understand all aspects of the investment universe. But we are not academic theorists. We are practical scientists who apply our knowledge to producing something of financial value.

Our unique partnership with the University of Oxford, the Oxford-Man Institute, highlights this.

The Oxford-Man Institute is a research institute which brings together faculty, post-docs and students who are interested in quantitative finance, particularly machine learning techniques and data analytics. Man AHL’s researchers work alongside OMI academics and this collaborative approach yields deep academic insight into practical commercial research.

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State-of-the-art technology

We truly believe that state-of-the art quantitative trading strategies necessitate state-of-the art technology at all stages; from market data acquisition and initial research through to model implementation and trade execution. This primary focus enables our scientific models to move from concept through back-testing and into production trading with minimum overhead and maximum efficiency.

Having a common programming language and unified codebase promotes collaborative and stimulating working practices, where researchers and technologists naturally exchange ideas in an open environment. Our best-of-breed hardware, tools and software engineering practices ensure high levels of productivity, quality and the necessary agility to quickly meet the needs of a dynamic business.

In Execution technology, our core goal is to ensure best execution for our clients.  As we fundamentally consider that competition is key to this, we have multiple trading routes; AHL-developed algorithms, best-of-breed third-party algorithms and a manual trading desk.  We continually enforce rigorous competition between these routes to ensure we are always trading optimally.

Oxford-Man Institute

The Oxford-Man Institute ('OMI') is our unique collaboration with the University of Oxford. Over the last decade, the OMI, part of the university’s Department of Engineering Science, has been conducting pioneering research into quantitative finance, and now focuses primarily on machine learning techniques and data analytics.

We believe this initiative is strongly supportive of the ongoing evolution of our quantitative investment strategies. We are constantly being presented with new and expanding datasets and machine learning has a huge amount to offer in interpreting this information.

The OMI is part of the University of Oxford’s Department of Engineering Science. Located in the same building as Man AHL’s Oxford Research Lab, it provides us with a direct connection to cutting-edge machine learning research and allows for the fruitful cross-pollination of ideas between the investment and academic communities. Work done at the OMI in areas as seemingly unrelated to investment as galaxy classification and measurement of the height of tides, has directly contributed to our investment methodologies. We actively use machine learning techniques in our trading programmes and these have become a genuine value-adding approach for Man AHL’s clients.

 

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