12 episodes

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

AHL Explains Anthony Ledford, Chief Scientist at Man AHL

    • Investing
    • 4.5, 2 Ratings

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

    • video
    AHL Explains Series 2: Maximum Diversification

    AHL Explains Series 2: Maximum Diversification

    Anthony builds on the previous Optimisation chapter and focuses on constructing the Maximum Diversification portfolio, i.e. the portfolio which captures as much diversification as possible.

    • 6 min
    • video
    AHL Explains Series 2: Optimisation

    AHL Explains Series 2: Optimisation

    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.

    • 6 min
    • video
    AHL Explains Series 2: Machine Learning

    AHL Explains Series 2: Machine Learning

    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.

    • 6 min
    • video
    AHL Explains Series 2: Limit Order Books and Trade Execution

    AHL Explains Series 2: Limit Order Books and Trade Execution

    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.

    • 6 min
    • video
    AHL Explains Series 2: Breakout Trading

    AHL Explains Series 2: Breakout Trading

    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.

    • 5 min
    • video
    AHL Explains Series 1: Cross Sectional Momentum

    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 momentum approach pursued by CTAs.

    • 5 min

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