PATTERNS.

SPOT THE OPPORTUNITIES.

The Mandelbrot set exemplifies repeating patterns in mathematics. At Man AHL, we also study patterns to spot risk and return potential.

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.

We produce research on many different topics which you can explore within the following areas:

White Papers   Man AHL Academic Advisory Board   Observations

White Papers

Using data from 1996 to 2014, we investigate misconceptions regarding the performance of discretionary and systematic hedge funds.

Campbell Harvey, Sandy Rattray, Andrew Sinclair, Otto van Hemert

Dr. Anthony Ledford, Chief Scientist at Man AHL, elaborates on the topic of Machine Learning at Man AHL.

Anthony Ledford

We study trend-following strategies and show how they exhibit crisis-alpha properties for equities as well as for bonds.

Carl Hamill, Sandy Rattray, Otto van Hemert

Man AHL Academic Advisory Board

The Man AHL Academic Advisory Board met in May 2015 to discuss overfitting and its impact on the investor.

Nick Granger, Campbell Harvey, Matthew Sargaison, Sandy Rattray, Shanta Puchtler, CFA, Robert Furdak, CFA

Momentum is a complex phenomenon, and the evidence indicates that behavioural factors are important in the emergence of trends.

Tim Wong, Anthony Ledford, Campbell Harvey, Matthew Sargaison, Sandy Rattray

Observations

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

A characteristic of momentum strategies is that they generate a distribution of trading returns that is positively skewed.

David Zou

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