Science Based Research
Using data from 1996 to 2014, we investigate misconceptions regarding the performance of discretionary and systematic hedge funds.
Dr. Anthony Ledford, Chief Scientist at Man AHL, elaborates on the topic of Machine Learning at Man AHL.
We study trend-following strategies and show how they exhibit crisis-alpha properties for equities as well as for bonds.
Man AHL Academic Advisory Board
The Man AHL Academic Advisory Board met in May 2015 to discuss overfitting and its impact on the investor.
Momentum is a complex phenomenon, and the evidence indicates that behavioural factors are important in the emergence of trends.
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.
A characteristic of momentum strategies is that they generate a distribution of trading returns that is positively skewed.