AHL Explains

AHL Explains

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Anthony Ledford, Chief Scientist at Man AHL, brings complex concepts to life by focusing on key principles rather than the detail.

Anthony Ledford, Chief Scientist at Man AHL


    • Oct 17, 2016 LATEST EPISODE
    • infrequent NEW EPISODES
    • 6m AVG DURATION
    • 12 EPISODES


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    Latest episodes from AHL Explains

    AHL Explains Series 2: Maximum Diversification

    Play Episode Listen Later Oct 17, 2016 6:39


    In the final chapter, Anthony builds on the previous Optimisation chapter (which you should watch first) and focuses on constructing the Maximum Diversification portfolio, i.e. the portfolio which captures as much diversification as possible.

    AHL Explains Series 2: Optimisation

    Play Episode Listen Later Oct 10, 2016 6:52


    In this chapter, Anthony tackles the important methodological topic of Optimisation, and in particular Convex Optimisation, and shows through a worked example how it relates to the portfolio construction problem of maximising return subject to a risk constraint.

    AHL Explains Series 2: Machine Learning

    Play Episode Listen Later Oct 3, 2016 6:02


    In the third chapter of the series, Anthony explores some of the different areas within the hybrid discipline of Machine Learning. He uses an example binary classification problem to illustrate the differences between traditional Linear and Empirical approaches and a Bayesian Machine Learning classifier, noting the advantages and weaknesses inherent to each method.

    AHL Explains Series 2: Limit Order Books and Trade Execution

    Play Episode Listen Later Sep 26, 2016 6:59


    In this second instalment, Anthony explores the topic of Limit Order Books and Trade Execution by giving a simplified look at how trading takes place in exchanges and illustrating the important process by which individual buy and sell orders get matched.

    AHL Explains Series 2: Breakout Trading

    Play Episode Listen Later Sep 19, 2016 5:51


    In this first chapter, Anthony sheds some light on Breakout Trading, which is one of the most popular systematic strategies and is widely used in trading Equities, Futures and FX Markets. He also notes how key ideas such as volatility scaling and diversification apply here just as for other momentum-style trading systems.

    AHL Explains Series 1: Cross Sectional Momentum

    Play Episode Listen Later Apr 26, 2015 5:45


    This video examines cross-sectional momentum, explaining how the basic idea and the strategies that seek to profit from it differ from the time series momentum approach pursued by CTAs.

    AHL Explains Series 1: Signal Diversification

    Play Episode Listen Later Apr 19, 2015 6:27


    We look beyond the core momentum (trend) signal to provide insight into the technical and fundamental predictors commonly used by Commodity Trading Advisors and multi-strategy managers.

    man signal series 1 diversification man group commodity trading advisors man ahl
    AHL Explains Series 1: Risk

    Play Episode Listen Later Apr 12, 2015 6:19


    The subject of portfolio risk is tackled by explaining the familiar industry terms Value at Risk and Expected Shortfall before mentioning the multi-faceted role of risk management.

    AHL Explains Series 1: Portfolio Diversification

    Play Episode Listen Later Apr 5, 2015 6:32


    Portfolio diversification is explained using the simplest possible portfolio and also introduces the concept of re-gearing.

    AHL Explains Series 1: Futures

    Play Episode Listen Later Mar 29, 2015 7:04


    Anthony Ledford goes through the main features of futures contracts and explains how their cash efficiency is particularly useful in risk-targeting.

    AHL Explains Series 1: Volatility Scaling

    Play Episode Listen Later Mar 22, 2015 6:30


    This video shows how the effect of a market’s price volatility can be neutralised within the P and L achieved by trading that market.

    AHL Explains Series 1: Momentum

    Play Episode Listen Later Mar 15, 2015 7:07


    A simple illustration is used to show how price trends over different time horizons are combined to form a momentum signal.

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