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Oxford-Man Institute

Content from the Oxford-Man Institute, our unique collaboration with the University of Oxford, which conducts pioneering research into quantitative finance, with a focus on cutting-edge machine learning techniques and data analytics.

Oxford-Man Institute

Our unique collaboration with the University of Oxford, which conducts pioneering research into quantitative finance.

Featured

Oxford-Man Institute: Fin-GAN - Forecasting via Generative Adversarial Networks

Academic Research read & watch 4 min
July 2023

Oxford-Man Institute: Fin-GAN - Forecasting via Generative Adversarial Networks

Can Generative Adversarial Networks (GANs) forecast financial time-series data? Milena Vuletić Postgraduate Student at the Oxford-Man Institute of Quantitative Finance shares her research findings.

Oxford-Man Institute: Mind Your Language! Market Reactions to Central Bank Speeches

Academic Research read & watch 3 min
June 2023

Oxford-Man Institute: Mind Your Language! Market Reactions to Central Bank Speeches

Can machine learning give investors a better insight into monetary policymaker speeches? Maximilian Ahrens, Postdoctoral Research Fellow in NLP at the Oxford-Man Institute of Quantitative Finance shares his research findings.

The Oxford-Man Institute ('OMI') is Man Group’s unique collaboration with the University of Oxford. Over the last decade, the OMI, part of the university’s Department of Engineering Science, has been conducting pioneering research into quantitative finance, and now focuses primarily on machine learning techniques and data analytics.

Located in the same building as Man AHL’s Oxford Research Lab, the OMI provides us with a direct connection to cutting-edge machine learning research and allows for the fruitful cross-pollination of ideas between the investment and academic communities. Work done at the OMI, including in areas seemingly unrelated to investment – such as galaxy classification and measurement of the height of tides – has directly contributed to our investment methodologies.

 

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Recent

Oxford-Man Institute: Decentralised Finance and Automated Market Making

Academic Research read & watch 3 min
April 2023

Oxford-Man Institute: Decentralised Finance and Automated Market Making

How can DeFi investors execute large orders? Marcello Monga, Dphil Student at the Oxford-Man Institute of Quantitative Finance shares his research findings.

Strategic Execution Trajectories

Academic Research read 1 min
March 2023

Strategic Execution Trajectories

Minimising transaction costs is important for best execution. While existing research minimises the cost of a single trade, our results optimise the combined execution cost of two sequential orders.

Oxford-Man Institute: Transfer Ranking in Finance

Academic Research read & watch 4 min
March 2023

Oxford-Man Institute: Transfer Ranking in Finance

How can investors construct highly accurate transfer ranking models? Daniel Poh, Dphil Student at the Oxford-Man Institute of Quantitative Finance shares his research findings.

Oxford-Man Institute: Predictable Loss and Optimal Liquidity Provision

Academic Research read & watch 5 min
February 2023

Oxford-Man Institute: Predictable Loss and Optimal Liquidity Provision

How can automated market makers find an optimal liquidity provision strategy? Fayçal Drissi, Visiting PhD Student at the Oxford-Man Institute of Quantitative Finance, shares his research findings.

Oxford-Man Institute: Algorithmic Collusion in Electronic Markets

Academic Research read & watch 3 min
January 2023

Oxford-Man Institute: Algorithmic Collusion in Electronic Markets

Can algorithms collude? Patrick Chang, DPhil Student at the Oxford-Man Institute of Quantitative Finance, shares his research findings.

Archive

Quantifying Long-Term Market Impact

Academic Research read 1 min
February 2022

Quantifying Long-Term Market Impact

The easiest way to boost the alpha of a trading strategy is to reduce costs. What is the best way to do this when orders are correlated?

Simulating Financial Markets at the Atomic Level

Innovation read 13 min
September 2021

Simulating Financial Markets at the Atomic Level

We demystify the inner workings of an exchange by working with a simulator which replicates the matching engine.

Dominoes and Feelings: The Network Effect in Financial Markets

Academic Research read & watch 9 min
June 2021

Dominoes and Feelings: The Network Effect in Financial Markets

Can news sentiment towards a company be associated with reactions in other companies from the same or even different sectors?
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