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 Tech articles
White Papers
| DATE | ARTICLE | AUTHOR(S) |
|---|---|---|
| May 2018 | The Impact of Volatility Targeting | Campbell Harvey, Edward Hoyle, Otto van Hemert, et al. |
| Jun 2017 | The Best Strategies for the Worst Crises | Edward Hoyle, Matthew Sargaison, Dan Taylor, Otto van Hemert, et al. |
| Dec 2016 | Man vs. Machine: Comparing Discretionary and Systematic Hedge Fund Performance | Campbell Harvey, Sandy Rattray, Otto van Hemert, et al. |
| Sep 2016 | Trend Following: Equity and Bond Crisis Alpha | Carl Hamill, Sandy Rattray, Otto van Hemert |
| Dec 2015 | Dissecting Investment Strategies in the Cross Section and Time Series | Nick Granger, Campbell Harvey, Sandy Rattray |
| Jun 2015 | Backtesting | Campbell Harvey |
Man AHL Academic Advisory Board
| DATE | ARTICLE | AUTHORS |
|---|---|---|
| Jul 2016 | Skewness | Campbell Harvey, Sandy Rattray, Matthew Sargaison, Nick Granger, et al. |
| May 2015 | Overfitting and its impact on the investor | Nick Granger, Campbell Harvey, Matthew Sargaison, Sandy Rattray, et al. |
| Jan 2014 | Is momentum behavioural? | Tim Wong, Anthony Ledford, Campbell Harvey, Matthew Sargaison, et al. |
Observations
| DATE | ARTICLE | AUTHOR(S) |
|---|---|---|
| Nov 2018 | The Oxford-Man Institute, Man AHL and the Direction of Machine Learning | Anthony Ledford, Stephen Roberts |
| Sep 2017 | Machine learning in investment management | Graham Robertson, Mark Refermat |
| Nov 2016 | The Rise of Machine Learning at Man AHL | Anthony Ledford |
| Apr 2016 | Tick data storage | Gary Collier |
| Dec 2015 | HFM Technology - An Open Future | Gary Collier |
| Apr 2015 | CTAs as a fixed income hedge | Graham Robertson, Yoav Git |
| Mar 2015 | Is there any alpha left in FX? | Campbell Harvey, Emidio Sciulli, Sandy Rattray |
| Feb 2015 | 2015 is unlikely to be another 2009 | Graham Robertson, Sandy Rattray |
| Aug 2012 | Momentum strategies offer a positive point of skew | David Zou |
Tech articles
Tech articles
| DATE | ARTICLE | AUTHOR |
|---|---|---|
| Nov 2018 | Capturing System Core Dumps | Technology Team |
| Jun 2018 | A Short Review of Dataframes in JavaScript | Technology Team |
| May 2018 | Core dumping, in Docker and beyond | Technology Team |
| Mar 2018 | Logging in Large Mathematical Models | Technology Team |
| Jan 2018 | Testing with pytest | Technology Team |
| Dec 2017 | Man AHL: an intern’s perspective | Damel Lambert-Powell |
| Oct 2017 | The Curious Case of the Longevity of C | Technology Team |
| Sep 2017 | Why Python? | Technology Team |
Tech Events
| DATE | ARTICLE | AUTHOR |
|---|---|---|
| 28 Jun 2018 | ML Meetup: Deep Image Prior | Technology Team |
| 20 Jun 2018 | ML Meetup: Graphcore and Symbolic Representation Learning | Technology Team |
