Winton Futures Fund - July 2008

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 eac