Lyxor Asset Management is launching a new UCITS-compliant fund which aims to replicate Winton Capital Management’s Diversified Program.
This bespoke UCITS-compliant strategy is designed to give access to a direct and genuine exposure to Winton’s management expertise through direct investments in UCITS eligible assets.
Winton is an investment manager with approximately USD26bn in AuM and employs over 275 staff, close to half of whom are directly involved in research. The Winton trading strategy is focused on scientific research into financial markets which is led by its founder, David Harding (pictured), one of the pioneers of systematic trading in Europe.
Harding says: “We are very pleased to work with Lyxor to provide their UCITS investors with our trading strategy. We’ve been working with Lyxor for more than 10 years and its long and solid experience offers investors a secure, controlled, framework available through its platform.”
The fund will be available on Lyxor’s alternative UCITS platform. The strategy is based on the assumption that in the long term, profit can be derived from the futures markets by using statistical research into market activity and as a result, research constitutes the largest area of investment in the company. The fund's investment philosophy is that specific market behaviour and trends can be identified and profitably exploited. In particular, the fund will focus on the analysis of market prices and volumes in order to capture trends through liquid financial instruments including futures and forward currency contracts.
The fund will be available in EUR, USD, GBP as well as other currencies upon investor’s requests. Investors in the fund will also benefit from the weekly liquidity and independent risk management provided by Lyxor.