AHL, ISAM unmoved by liquidity concerns

Quant hedge funds revamp algorithms since crisis, soothing liquidity woes

liquidityrisk

Concerns that the growth of regulation since the financial crisis may be hampering liquidity in certain markets seem not to be ailing two big commodity trading advisers (CTAs), Man Group's AHL and ISAM.

Man AHL chief executive Sandy Rattray says the CTA has felt "little liquidity impact" except in a few commodity markets, because it tends to trade standardised contracts.

AHL has a typical holding period of two to three months and says its execution algorithms are the "backbone" of its company

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