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    • AHL Explains, Series 2 - Breakout Trading - Duration: 5 minutes, 52 seconds.

      • 1 year ago
      • 13,697 views
      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.
    • An introduction to Man AHL - Duration: 6 minutes, 8 seconds.

      • 3 years ago
      • 4,801 views
      Man AHL is Man’s systematic investment specialist that focuses on delivering a range of absolute return, long-only and momentum-based quantitative products. As a pioneer in the systematic trading o...
    • AHL Explains - Momentum - Duration: 7 minutes, 8 seconds.

      • 3 years ago
      • 4,443 views
      A simple illustration is used to to show how price trends over different time horizons are combined to form a momentum signal.
    • AHL Explains - Cross Sectional Momentum - Duration: 5 minutes, 46 seconds.

      • 3 years ago
      • 2,294 views
      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 - Volatility Scaling - Duration: 6 minutes, 31 seconds.

      • 3 years ago
      • 2,135 views
      This video shows how the effect of a market’s price volatility can be neutralised within the P&L achieved by trading that market.
    • AHL Explains - Risk - Duration: 6 minutes, 19 seconds.

      • 3 years ago
      • 1,771 views
      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 - Futures - Duration: 7 minutes, 5 seconds.

      • 3 years ago
      • 1,711 views
      The main features of futures contracts are used to explain how their cash efficiency is particularly useful in risk-targeting.
    • AHL Explains - Portfolio Diversification - Duration: 6 minutes, 33 seconds.

      • 3 years ago
      • 1,510 views
      Portfolio diversification is explained using the simplest possible portfolio and also introduces the concept of re-gearing.
    • AHL Explains - Signal Diversification - Duration: 6 minutes, 28 seconds.

      • 3 years ago
      • 1,433 views
      We look beyond the core momentum (trend) signal to provide insight into the technical and fundamental predictors commonly used by CTA and multi-strategy managers.
    • AHL Explains, Series 2 - Maximum Diversification - Duration: 6 minutes, 40 seconds.

      • 1 year ago
      • 1,391 views
      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 ...
    • AHL Explains, Series 2 - Machine Learning - Duration: 6 minutes, 4 seconds.

      • 1 year ago
      • 1,139 views
      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...
    • AHL Explains, Series 2 - Limit Order Books & Trade Execution - Duration: 7 minutes.

      • 1 year ago
      • 959 views
      In this second instalment, Anthony explores the topic of Limit Order Books & Trade Execution by giving a simplified look at how trading takes place in exchanges and illustrating the important proce...
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    • AHL Explains, Series 2 - Machine Learning - Duration: 6 minutes, 4 seconds.

      • 1 year ago
      • 1,139 views
      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...
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