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

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
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

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