Combines a core allocation to trend following with complementary technical and fundamental signals.
Multi-signal managed futures strategy
October 1997
Up to 150 futures and OTC instruments, spanning the major liquid asset classes
Trades technical and fundamental signals backed by Winton’s ongoing R&D.
Takes long and short positions across a diverse macro trading universe.
Institutional-grade infrastructure enables robust systematic implementation.
The global lockdown poses a challenge for managers who seek to predict prices using fundamental models.
Our analysis shows that the market's opinion of economic data releases changes through time.
Adding an uncorrelated strategy to a portfolio can improve its risk-adjusted performance.
