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WINTON CAPITAL MANAGEMENT, LTD.
Diversified Program |
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- CTA Name : Winton Capital Management, Ltd.
- Program Name : Diversified Program
- Start Date : 1997-10-01
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- Trading Strategy
- Systematic : 100%
- Discretionary : 0%
- Fundamental : -
- Technical : Yes
- Diversified Market Strategy : Yes
- Sector Specific Strategy : -
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- Trade Duration
- Long-Term : Yes
- Mid-Term : -
- Short-Term : -
- Multi-Term : -
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- Markets Traded
- Stock Index : Yes
- Interest Rates : Yes
- Currencies : Yes
- Metals : Yes
- Energy : Yes
- Grains : Yes
- Meats : Yes
- Softs : Yes
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Winton Capital Management, Ltd.
Diversified Program
PERFORMANCE DATA AVAILABLE FOR THIS PROGRAM - CLICK HERE TO VIEW
Winton's investment technique consists of trading a portfolio of around 65 contracts on major commodity exchanges and forward markets worldwide, employing a totally computerized, technical trading system developed by its principals. This system tracks the daily price movements from these markets around the world, and carries out certain computations to determine each day how long or short the portfolio should be to maximize profit within a certain range of risk. The Winton trading system has been developed by relating the probability of the size and direction of future price movements with certain oscillators derived from past price movements which characterize the degree of trending of each market at any time. The system's output is rigorously adhered to in trading the portfolio and intentionally no importance is given to any external or fundamental factors.
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