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
| DATE | ARTICLE | AUTHOR(S) |
|---|---|---|
| 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) |
|---|---|---|
| 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 |
| Aug 2012 | Momentum strategies offer a positive point of skew | David Zou |
