Inception Date

October 1997

October 1997

Assets Under Advisement

$13.3bn*

$13.3bn*

Objective

Long-term capital appreciation

Universe

100+ futures and forwards, spanning equity indices, fixed income, commodities and currencies

Quantitative Strategies

Trend following and non-trend following (includes carry, seasonality and relative value)

Objective

Long-term capital appreciation

Quantitative Strategies

Trend following and non-trend following (includes carry, seasonality and relative value)

Universe

100+ futures and forwards, spanning equity indices, fixed income, commodities and currencies
*Assets are as at 31 May 2018.

Systematic Multi-Signal Approach

Indicative signal risk allocations.

Key Features

Multi-Signal

Trades technical and fundamental signals backed by Winton’s ongoing R&D.

Diversified

Takes long and short positions across equity indices, fixed income, commodities and currencies.

Customisable

Institutional-grade infrastructure and technology enables robust systematic implementation.

Related Research

Trend-Following Speed

Our research found a significant and persistent decline in the forecasting ability of those with the fastest turnover. Winton’s investors benefited from our decision to start reweighting toward longer time horizons in 2008.

The Power of Diversification

The inclusion of signals with low correlation can improve a portfolio's risk-adjusted performance. This is one of the reasons why we seek out new and innovative signals to complement our core trend-following allocation.

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