HFA Icon

Is Man AHL Making Derivatives Industry History, Again?

HFA Padded
Mark Melin
Published on
Updated on
Sign up for our E-mail List and Get FREE Access to Exclusive Investment E-books and More!

London-based Man AHL has seen the machine learning future and it is more a 3-D experience than black and white. One of the early trend following adaptors – who is credited with spawning the likes of David Harding of Winton Capital, the H in AHL – Man AHL is an heir to derivatives industry royalty. But one of the early quantitative investment firms is also making headlines as it works on the cutting edge of machine learning. The firm was the first known CTA strategy practitioners to have turned machine learning into a profitable endeavor, CNBC's Leslie Pickar and Juliaane Funk first reported. In a September note to investors, the firm’s portfolio strategy head, Graham Robertson, teams with...

Login required to continue reading.

Setup a free account to get access to this article (no credit card required).

View Full Article
Already a member? Log in here
HFA Padded

Mark Melin is an alternative investment practitioner whose specialty is recognizing the impact of beta market environment on a technical trading strategy. A portfolio and industry consultant, wrote or edited three books including High Performance Managed Futures (Wiley 2010) and The Chicago Board of Trade’s Handbook of Futures and Options (McGraw-Hill 2008) and taught a course at Northwestern University's executive education program.