Introducing Man AHL Technology
Technology is at the heart of everything we do at Man AHL. State-of-the-art quantitative trading strategies necessitate state-of-the-art technology at all stages; from market data acquisition and initial research through to model implementation and trade execution.
Who we are
We are a group of over 50 software technologists with varied backgrounds including computer science, mathematics, physics, engineering and classics.
Our team includes astrophysicists, musicians, and a Kendo champion. We speak over 10 languages. What unifies us is a passion for writing high-quality code.
Our developers are organised into small cross-functional teams. Our engineering roles cover a spectrum from developing our platform and core technology (“Core System Developers” or “Trading Systems Developers”) through to using the platform and working with our Quant Researchers to develop trading models (“Quant Developers”). People often rotate teams in order to learn more about our system, as well as find the role that best matches their interests.
Technologies we use
All of our production systems use Linux. We are heavy users of Python and its full scientific stack including numpy, scipy, pandas and scikit-learn.
While most of our codebase is written in pure Python, when we push the performance boundaries of Python we use Cython/C/C++ as required. We implement the systems that need the highest data throughput in Java.
Some other tools we use:
Working with others
At Man AHL we have benefited hugely from open-source technologies. We contribute back to the community whenever we can.
- We have open-sourced Arctic, the time series storage engine that powers all of our internal time series data; as well as PyBloqs, a project we use heavily for internal reporting
- As heavy users of Python and its scientific stack, we sponsor and host the Pydata meet up: London’s biggest monthly event for data scientists using Python
- We attend and sponsor major scientific and programming conferences, including ICML, NIPS, and PyData London
- Given that maths and code drive everything we do, we support maths and programming education and we sponsor the UK team at the European Girls’ Mathematical Olympiad
|03 Oct 2017||The Curious Case of the Longevity of C||Technology Team|
|05 Sep 2017||Why Python?||Technology Team|
A 30-strong group from @man_ahl’s research and technology team participated in this year’s FedEx Day! The day began at 8:30am UK yesterday (following a morale boosting breakfast!) and finished at 8:30am UK this morning. The team worked on 20 different projects through the day, covering a wide range of topics including, but not limited to: new #visualisations of trading progress for the Man AHL big screen; ways to test far reaching #Python library upgrades, e.g. #pandas; Monte Carlo simulations for risk; new #equity predictors; and service discovery, inventory and faster streaming communications #PyBloqs #FedExDay #hackathon #24hours #oneday #teamactivity #innovation #teambuilding
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