$19B fund uses technical analysis?

[fordewind]

I wish i was using BW Alligator from the onset and stuck to it!

 

[globalarbtrader]

Anyone have AHL track record?

What are these guys averaging a year?
Im sure they did well in 2008/09 as nearly every technical system killed it during that time.

Trade with the trend, cut losers, ride winners, manage risk.
The usual stuff will make small returns most years, and make killing during really volatile periods.
Will also have periods (multi year) where little or no money is made.

Long term outlook required to make money using simple probabilistic technical trading systems.

Sourced from man.com

Use at your own risk, bear in mind local regulatory restrictions etc.

GAT

 

[globalarbtrader]

I would estimate that the majority of Commodity Trading Advisors (CTAs) like AHL use "techinical analysis," although it is much more model/quant driven. These guys don't stare at charts and look for double bottoms, cup and handles or Elliot Wave patterns, they model and test price movements. EVERYTHING is automated, although sometimes human traders will "work" the entry and exit orders because they don't want to push the market around too much.

@globalarbtrader worked at AHL and can probably explain it 50x better than me.

That's pretty accurate. And yes, about a quarter of the trading is done by humans.

I'm happy to answer questions on AHL but bear in mind (a) my information might be 3 years out of date and (b) I signed an NDA about 3 inches thick which I'm not planning to break.

GAT

 

[Steve Alexander]

http://www.businessinsider.com/man-group-ahl-hedge-fund-videos-explain-quant-investing-2016-9

One of the biggest hedge funds in the world has released a video to 'demystify' how it makes money

"We hope that our new set of videos, which approaches fundamental concepts in an accessible and engaging way, will further demystify quantitative investing and provide an insight into what we do at Man AHL," Sandy Rattray, CEO of Man AHL and CIO of Man Group, said in a statement.

Breakout trading

Trend/Momentum Trading

These videos are quite well done. I note that I have a robot that does exactly the opposite of the Breakout. I trade BreakIN's! My robot returns over 100% annually on many stocks, and even more on SPY and IWM.

My point is that you can make money with two seemingly opposing ideas. (I am assuming the Breakout system actually works.)

 

[d08]

Sourced from man.com

Use at your own risk, bear in mind local regulatory restrictions etc.

GAT

This illustrates well how strategies that worked well before the great recession stopped working after. There were numerous that had produced hefty returns for 10 years and more (also in bearish years of 2001-02) that simply reversed performance completely almost overnight.

 

[Deuteronomy_24_7]

Sourced from man.com

BBG update on Man - AHL, with chart of recent performance