Managed futures programmes through AHL

AHL runs several managed futures investment programmes using systematic trading models that have been extended and refined over more than 20 years.

It uses statistical analysis to identify pricing inefficiencies in hundreds of financial instruments traded on highly-regulated exchanges around the world. A disciplined trading and execution function, which operates around-the-clock, seeks to capitalise on these opportunities as efficiently as possible in real time.

The managed futures trading approach is predominantly trend-following, meaning that it seeks to profit from movements in the price of instruments independent of whether the price is rising or falling.

AHL's trading programmes are designed to target defined levels of volatility. Continuous risk monitoring is designed to ensure the systems remain within prescribed limits.

Ongoing research and improvement of the underlying trading models, risk management processes and execution quality are all critical components in AHL’s ability to maintain its competitive edge.