We have committed resources toward building an investment team with strong research and modelling capabilities.

Latest Research

Is it possible to capture the low volatility anomaly while avoiding crowded trades and overvaluation?

Jayendran Rajamony, PhD, CFA

Careful consideration of how factors are constructed, adjusted for biases, and combined could affect investment outcomes significantly.

Rob Furdak, Jeremy Wee, CFA

The Man AHL Academic Advisory Board met in July 2016 to discuss skewness.

Campbell Harvey, Sandy Rattray, Matthew Sargaison, Nick Granger, Gregory Bond, CFA

As attention turns to low volatility strategies after a period of market-beating performance, we analyse how skilled managers seek to fully exploit their benefits.

Jayendran Rajamony, PhD, CFA

We consider some of the complexities that belie smart beta’s simple definition, examining it from a practitioner's perspective.

Jayendran Rajamony, PhD, CFA, Artemiza Woodgate, PhD

Conventional wisdom may suggest that all quantitative managers are the same. But Robert argues that the devil is in the details.

Rob Furdak

The Man AHL Academic Advisory Board met in May 2015 to discuss overfitting and its impact on the investor.

Nick Granger, Campbell Harvey, Matthew Sargaison, Sandy Rattray, Shanta Puchtler, Rob Furdak

In a low return world, what's the role of market neutral hedge fund strategies? While often used to reduce volatility, we believe they can potentially raise expected returns.

Daniel Taylor, CFA

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