AHL Explains Series 2: Maximum Diversification
In the final chapter, Anthony builds on the previous Optimisation chapter (which you should watch first) and focuses on constructing the Maximum Diver...
AHL Explains
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About
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.
AHL Explains Series 2: Optimisation
In this chapter, Anthony tackles the important methodological topic of Optimisation, and in particular Convex Optimisation, and shows through a worked...
AHL Explains Series 2: Machine Learning
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 ...
AHL Explains Series 2: Limit Order Books and Trade Execution
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 ...
AHL Explains Series 2: Breakout Trading
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 trad...
AHL Explains Series 1: Cross Sectional Momentum
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...
AHL Explains Series 1: Signal Diversification
We look beyond the core momentum (trend) signal to provide insight into the technical and fundamental predictors commonly used by Commodity Trading Ad...
AHL Explains Series 1: Risk
The subject of portfolio risk is tackled by explaining the familiar industry terms Value at Risk and Expected Shortfall before mentioning the multi-fa...
AHL Explains Series 1: Portfolio Diversification
Portfolio diversification is explained using the simplest possible portfolio and also introduces the concept of re-gearing.
AHL Explains Series 1: Futures
Anthony Ledford goes through the main features of futures contracts and explains how their cash efficiency is particularly useful in risk-targeting.