Marty Lueck, Research Director and President of Aspect Capital, is a true pioneer and over the past 3 decades helped to transfer and evolve managed futures. He co-founded one of the best known CTAs - AHL, which stands for the surname of the three Co-Founders - Michael Adam, David Harding and Marty Lueck. AHL grew from 100 thousand to 300 million in AUM and pushed the boundaries of innovation. After selling AHL to Man Group he co-founded Aspect Capital, a quantitative hedge fund with over 7 billion in AUM. In this episode Marty shares the story of AHL, the importance of scientific rigour and evolution, and main drivers behind CTA going mainstream. We also discuss the creation and rise of Aspect Capital, and recent developments that Marty is particularly excited about.
For links, resources and book recommendations by Marty, see our episode show notes on our website.
We value your feedback and we would appreciate any suggestions for improvement. Please take our survey.