| 28.01.2010 - Is Man Group algorithm out of step? |
| From Guardian: Is Man Group's black box on the blink? AHL is the computer-run fund that underpinned the group's transformation from commodity broker to hedge fund in the 1990s. It aims to identify and follow momentum in markets such as commodities, shares and bonds using various algorithms. On the whole, it has been a good advert for removing emotion from investment – an annualised return of 11.2% since 1998 is excellent......................................Full Article: Source |