Man’s $21bn quant fund sees no need for high frequency trading

AHL, the managed futures single manager of Man Investments, says it sees no need to participate in the high-frequency area to secure alpha from its trend-following strategy.


Quantitative investment manager AHL says while it monitors high-frequency data and takes prices 4,000 times from the 36 countries that its global $21.2 billion managed futures portfolio trades every day, it sees no need to reduce execution speed down to a nanosecond to achieve its target return.

Keith Balmer, London-based portfolio manager for the managed futures unit of hedge fund Man Investments, says AHL's systematic trading approach, which predicates on algorithms and statistical models to

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