Man AHL is a systematic hedge fund trading thousands of instruments. To achieve this, our team conducts extensive analysis on our predictor performances, how we compare with competitors, where we excel, and where new opportunities lie.
This requires running over 20,000 tasks daily to calculate analytics across our platform. These tasks, along with their resource requirements, are systematically generated to manage the complexity of ingesting data from diverse sources, which requires rigorous quality checks.
With a vast and evolving codebase supporting both analytics and signal generation, we face challenges in managing daily updates, handling failures, and ensuring system resilience. Operating in a high-dimensional space, we rely on extensive metrics and visualizations to uphold system robustness and efficiency.
Technical level: High Level/overview
Session Length: 40 minutes
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