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 quan
The week on Risk.net, December 2–8, 2017Receive this by email