Unique data spanning 50 years’ of monthly black market rates reveals insights ranging from the extent of the Soviet Union’s dependence on the shadow economy to the consequences of Colombia opening its “sinister window”.
Our research explores alternative approaches for assigning sectors to the S&P 500 using stock price covariance and natural language processing.
From the literal approach of the 1920s to bandwagon effects during tech bubbles, this examination of a century of US stock market data reveals the changing fashions in company naming.
The Winton Future Tool is a Monte Carlo simulation that lets users explore the impact on portfolio returns of changes in underlying investment assumptions.
