Alternatives

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Alternatives

AHL Explains is a video series that has been created to explain key concepts in futures trend following. Narrated by Dr. Anthony Ledford, Chief Scientist at Man AHL, our intention is to bring each concept to life by focusing on principles rather than detail. Each video is just a few minutes long and we hope you will find them useful.

Investors can access Man AHL's 20 year trading strategy through our Man AHL Alpha (AUD) fund. For more information, please visit the Man AHL Alpha (AUD) website at: www.maninvestments.com.au/manahlalpha

To discuss any of these concepts, or to find out more about Man AHL Alpha (AUD), please contact Man on toll free 1800 222 355, (02) 8259 9990, email [email protected] or visit our website at www.maninvestments.com.au

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Introduction to Man AHL

Man AHL is Man's systematic investment specialist that focuses on delivering a range of absolute return, long-only and momentum-based quantitative products. As a pioneer in the systematic trading of global markets, and with a +25-year track record, Man ...

Friday
7 August 2015

Momentum

A simple illustration is used to show how price trends over different time horizons are combined to form a momentum signal. For more information on managed futures, advisors can watch Kit Cherry presenting at this year's Advisers Big Day Out. Man AHL ...

Friday
7 August 2015

Volatility Scaling

This video shows how the effect of a market's price volatility can be neutralised within the P&L achieved by trading that market. For more information on managed futures, advisors can watch Kit Cherry presenting at this year's Advisers Big Day Out. Man ...

Friday
7 August 2015

Futures

The main features of futures contracts are used to explain how their cash efficiency is particularly useful in risk-targeting. For more information on managed futures, advisors can watch Kit Cherry presenting at this year's Advisers Big Day Out. Man ...

Friday
7 August 2015

Portfolio Diversification

Portfolio diversification is explained using the simplest possible portfolio and also introduces the concept of re-gearing. For more information on managed futures, advisors can watch Kit Cherry presenting at this year's Advisers Big Day Out. Man AHL ...

Friday
7 August 2015

Risk

The subject of portfolio risk is tackled by explaining the familiar industry terms Value at Risk and Expected Shortfall before mentioning the multi-faceted role of risk management. For more information on managed futures, advisors can watch Kit Cherry ...

Friday
7 August 2015

Signal Diversification

We look beyond the core momentum (trend) signal to provide insight into the technical and fundamental predictors commonly used by CTA and multi-strategy managers. For more information on managed futures, advisors can watch Kit Cherry presenting at this ...

Friday
7 August 2015

Cross Sectional Momentum

This video examines cross-sectional momentum, explaining how the basic idea and the strategies that seek to profit from it differ from the time series momentum approach pursued by CTAs. For more information on managed futures, advisors can watch Kit ...

Friday
7 August 2015

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