Man Group’s flagship AHL Fund diversifies investment strategy

June 29th, 2010
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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: Emmanuel Roman; Jon Aisbitt
Related Entities: AHL; BlueCrest Capital Management; GLG Partners; Man Global Strategies; Man Investments
Related Article Tags: Multi-Strategy, Long Short, Equity, Debt and Global Macro Hedge Fund News


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