Quant manager ties momentum with machine

November 6, 2017

In his recent trip to Australia, Man AHL chief scientist Anthony Ledford told a group of advisers that the group continually re-evaluates its momentum strategies, using expertise in machine learning to build better alpha-capturing trading systems.

Man AHL recently challenged its existing momentum systems with the latest machine learning techniques to look at how different or new behaviours will be more useful in identifying trends and adding value to the portfolio.

To read Financial Standard’s article, click here.

Tags: ,
Categories: Latest News



© Grant Samuel Funds Management 2017