Man Group’s flagship AHL Fund diversifies investment strategy
| June 29th, 2010 | ||
| After a succession of “billion dollar” research projects, Man Group plc has announced its recent decision to supplement its flagship AHL fund’s core momentum investment style with a diversified strategy. According to the Financial Times, a new technical mean reversion strategy will profit from discrepancies in the prices of related contracts, while options-based volatility trading, with its bias towards short volatility, will help hedge the long volatility exposure that comes with AHL’s traditional momentum-based and trend-following strategy. Both strategies were developed by the research team at Man Group and together will cover up to 10% of the AHL Fund’s market risk. | ||
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Man Group plc |
Related People: John Rowsell;
Related Entities: AHL;
Related Article Tags: Multi-Strategy, Long Short, Equity, Debt and Global Macro Hedge Fund News
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