Man Group

Man Group plc (Man) is a world-leading alternative investment management business and is amongst the world’s largest providers of hedge funds and alternative investment solutions. A truly global company, Man has offices in thirteen countries. It is listed on the London Stock Exchange (EMG.L) and is a constituent of the FTSE 100 index. Further information on Man Group can be found at www.mangroupplc.com.

In establishing the Oxford-Man Institute (OMI), Man has provided core funding, initially £13.75 million and has also endowed the permanent post of Man Professor of Quantitative Finance at the University of Oxford. This unique collaboration also sees the co-location of the Man Research Laboratory (MRL) housing researchers from AHL, Man’s single fund manager, and is the first and only co-location of its kind between the University of Oxford and an asset management firm.

Although independent of each other, the aim was to create a stimulating environment of research and innovation where ideas flourish and practitioners from a wide spectrum of disciplines can bring together their skills to collaborate and learn from each other. OMI’s focus is on academic research for the public domain whilst AHL’s research is commercial and profit driven.

OMI’s busy programme of in-house seminars and conferences provide a valuable opportunity for Man and OMI’s researchers to interact - Institute staff benefit from practitioner expertise and Man’s researchers benefit from discussions with renowned academics that would be unavailable to them in a purely commercial environment.

Main benefits to AHL

  • Connects AHL with renowned academics from Oxford and around the world
  • Close contact with cutting edge quantitative research not yet in the public domain
  • Access to specialists who can be contracted for confidential AHL projects
  • First right of negotiation on commercially exploitable research developed by the Institute
  • Enhanced profile amongst some of the best scholars in the world

Commercial impact

The laboratory, headed by AHL’s Chief Scientist Dr Anthony Ledford, has made significant contributions to AHL’s commercial investment activities in areas including:

  • Trading models for equities, fixed income, currency and commodity markets
  • Intelligent real time decision algorithms for trade execution
  • Robust decision protocols for systematic investment management
  • Transaction cost and market impact modelling

In addition, automated market data cleansing tools have been developed and AHL’s latest high performance computing infrastructure has been designed in the MRL.

For further information on the Man Group visit www.mangroupplc.com