Broadest expression of Winton’s research and investment capabilities via a quantitative multi-strategy approach.
Quantitative multi-strategy hedge fund
8,000+ exchange-traded and OTC instruments, including futures, equities, forwards and swaps.
October 1997
Broadest expression of Winton’s proprietary research and investment capabilities.
Trades an evolving portfolio of quantitative investment strategies.
Constructs dynamic long-short portfolios from more than 8,000 securities
We assess which methods are most pertinent for different trading strategies, and explain why a robust research process is vital to Winton’s approach.
"Meta-overfitting" may be endemic in finance as well as other fields of research.
A unique experiment allowed us to demonstrate the effectiveness of our research process in a relatively short time.
