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

pg61-electronic-gif

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

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: