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

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 c