Winton Futures Fund - July 2008
Winton was founded by David Harding in 1997. Winton’s founding principle was the belief that robust statistical research provides the richest and most reliable source of information on market behaviour
Research constitutes the largest area of investment in the company.
The fund is a systematic computer driven one with an investment technique that consists of trading a portfolio of over 100 international futures, options and forwards and some over-the-counter (OTC) products such as swaps. All these trades use a computer based trading system.
The system tracks the daily price movements from global markets and makes computations to determine daily how long or short the portfolio should be in
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