AHL Founders: Their Past, Present & Future

  • 11 Jul 2017
  • By Top Traders Round Table

Guests: Michael Adam and Marty Lueck from Aspect Capital; David Harding, the founder and CEO of Winton Capital

Part 1

Topics discussed:

  • Why the “empiricist” outlook on AHL gave the team an early advantage
  • The breakthroughs of AHL’s early research and how it still applies today
  • The crucial role the early clients had in AHL’s development
  • How the original deal between MAN and MINT influenced AHL

 

Part 2

Topics discussed:

  • The challenges that equities and managed futures present for investors
  • What caused Michael to leave the industry
  • How they have evolved using different data sources and new markets
  • Why Mart views asset allocation as part of a trend following model

 

Part 3

Topics discussed:

  • What Mike, David and Marty had to un-learn in order to improve their strategies
  • How some “new” optimization methods hurt investors
  • Why only a small amount of investors still keep managed futures as a core allocation

The views expressed in this program are solely those of the host and speakers in their individual capacity and they do not necessarily reflect the views of the program’s sponsors or the entities with which any of the participants are affiliated. The contents of this program are for informational and educational purposes only. They do not constitute and should not be considered legal, tax, investment advice or a solicitation of the sale or purchase of any futures, options or swaps contracts.

About the Series

CME Group is the exclusive sponsor of Top Traders Round Table, a series of conversations with industry leaders on the subject of Managed Futures brought to you by Top Traders Unplugged.