Clueless about breakout trading, machine learning, maximum diversification and other processes that systematic trend-following gurus use to manage their strategies?
Then you're in luck because Man AHL, one of the oldest managed futures shops, has enlisted its chief scientist to explain what you need to know in its second video series, AHL Explains.
Anthony Ledford, the aforementioned chief scientist and Man AHL's academic liaison, lays out the fundamental principles of quantitative investing in a straightforward way in five video installments that even non-nerds can understand.
The first two videos, “Breakout Trading” and “Limit Book Orders and Trade Execution” are available on Man AHL's website alongside the first set of videos, released last year.
“We were delighted with the reception to last year's AHL Explains series and ... we hope that our new set of videos will further demystify quantitative investing and provide an insight into what we do at Man AHL,” said Sandy Rattray, CEO of Man AHL and chief investment officer of AHL's parent company Man Group PLC, London, in a statement.
AHL Man managed $18.8 billion in systematic trend-following strategies as of June 30.