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.
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.
