Broadest expression of Winton’s research and investment capabilities via a quantitative multi-strategy approach.
Quantitative multi-strategy hedge fund
8,000+ securities, spanning major-market futures, OTC instruments, esoteric futures, equities and ETFs
October 1997
Broadest expression of Winton’s proprietary research and investment capabilities.
Trades an evolving portfolio of quantitative strategies, using a range of data inputs.
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.
