David Harding says he does not intend to take Winton Capital Management public. He plans to grow the business, which has $26 billion of assets under management, into an investment management company based on financial mathematics.
Winton executes a systematic trading program in which it can hold long or short positions in futures and equity markets around the world. The program blends short-term trades with long-term trend following, incorporating multiple periods and systems.
- People moves: SocGen adds in prime services, Deutsche fills new rates hole, HSBC makes model move, and more
- Quant Finance Master’s Guide 2019
- Credit risk quants are hitting the tech gap
- Princeton tops inaugural Risk.net quant master’s ranking
- Does credit risk need an expected shortfall-style revamp?