Your background is partly linked to Man
Group and its AHL flagship. Is your
programme system similar to AHL or kept
intentionally very different?
From the outside, there appear to be similarities
between our programme and other diversified CTA
programmes. We run fully automated, computerised
systems and trade in many of the same markets.
But at its heart, Altis employs a radically
different portfolio allocation engine, closer in concept
to the Markovitz mean-variance type models
employed in quantitativ
The week on Risk.net, July 14–20, 2017Receive this by email