AHL Explains Video Podcast: Recent Episodes
Dr. Anthony Ledford, Chief Scientist at Man AHL
Narrated by Dr. Anthony Ledford, Chief Scientist at Man AHL, our intention is to bring each concept to life by focusing on principles rather than detail. Each video is just a few minutes long and we hope you will find them useful
Portfolio diversification is explained using the simplest possible portfolio and also introduces the concept of re-gearing.
A simple illustration is used to show how price trends over different time horizons are combined to form a momentum signal.
This video shows how the effect of a market’s price volatility can be neutralised within the P&L achieved by trading that market.
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.
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.
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.
The main features of futures contracts are used to explain how their cash efficiency is particularly useful in risk-targeting.