Man Insights (formerly Man Institute)
Man Group's research hub: practitioner papers on trend following, inflation regimes, backtesting and market history from one of the largest systematic managers, often co-written with academics such as Duke's Campbell Harvey.
Free to read
Man Group's research site, which used to be called Man Institute and now lives under Man Insights, publishes everything from short market notes to full research papers. The standout material comes from the systematic side of the firm, including Man AHL, and from investment strategy adviser Campbell Harvey of Duke. Topics include trend following as crisis protection, how traditional assets and strategies behaved during 95 years of inflation surges, why backtested Sharpe ratios should be discounted for data mining, and a survey of the great bubbles of history.
Few quant shops explain their methods this openly. The papers are written for allocators, but most are readable with a basic statistics background, and many link to the full academic versions.
The site asks visitors to confirm a country and investor type before viewing. Choose the profile that fits you and use the search or topic filters, since the hub mixes fund marketing with research.
Start with
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1
The Best Strategies for Inflationary Times (2021)
The widely cited study of how assets and active strategies did in inflation surges in the US, UK and Japan.
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2
Backtesting
Harvey and Liu's method for discounting backtested Sharpe ratios to allow for data mining.
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3
Trend Following: Equity and Bond Crisis Alpha
Evidence from 1960 on that trend strategies do best in the worst equity and bond markets.