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Algorithmic Trading Facts and Fantasies

Tuesday, December 31, 2013

An explanation of how systematic traders like AHL use mathematical models to try and predict the future path of prices, and why AHL uses algorithmic execution to increase speed and efficiency, with the ultimate aim of increasing investor returns by driving down trading costs.

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J. Scott Kerson, AHL/Man Systematic Strategies. 
Scott Kerson, Head of Commodities for AHL/Man Systematic Strategies Prior to joining Man, Scott ran a boutique consultancy focused on quantitative analysis and systematic trading strategies for the global commodity markets. Before launching his own business, he spent 15 years in commodities sales and trading, including primary responsibility for Barclays Global Investors’ active commodities model; proprietary trader and senior quantitative analyst at commodity-specialist hedge funds Ospraie and Amaranth, and Managing Director and Head of Commodities Sales & Structuring for Deutsche Bank and Merrill Lynch. He graduated with Highest Honours in Economics from the University of California (Santa Cruz) and received his Masters in Financial Economics, concentrating on econometrics and macroeconomics, from Duke University, USA.