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)
Dec 2016 Man vs. Machine: Comparing Discretionary and Systematic Hedge Fund Performance Campbell Harvey, Sandy Rattray, Andrew Sinclair, et al.
Sep 2016 Trend Following: Equity and Bond Crisis Alpha Carl Hamill, Sandy Rattray, Otto van Hemert
Jun 2015 Backtesting Campbell Harvey

Man AHL Academic Advisory Board

DATE ARTICLE AUTHOR(S)
May 2015 Overfitting and its impact on the investor Nick Granger, Campbell Harvey, Matthew Sargaison, Sandy Rattray
Jan 2014 Is momentum behavioural? Tim Wong, Anthony Ledford, Campbell Harvey, Matthew Sargaison, et al.

Observations

DATE ARTICLE AUTHOR
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

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