Autocorrelation

Definition

The correlation between intervals in a time series. For example, in a trend, the data in one period is positively correlated with the data for the subsequent period.

Approach

We design intelligent investment systems that evolve as financial markets change through time. Our decisions are driven by the empirical analysis of data, rather than instinct or intuition.

Strategies

Winton’s systematic strategies are all underpinned by the belief that markets, rather than being efficient, exhibit hard-to-detect yet identifiable patterns.

Research

Winton’s considerable investment in scientific research has produced a wide range of new innovations ranging from new investment strategies to enhanced research methodology.