Science Based Research
Dr. Anthony Ledford, Chief Scientist at Man AHL, elaborates on the topic of Machine Learning at Man AHL.
We study trend-following strategies between 1960 and 2015 and show how they exhibit crisis-alpha properties for equities as well as for bonds.
When evaluating a trading strategy, it is routine to discount the Sharpe ratio from a historical backtest.
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.