Checking In on Winton Capital

David Harding’s trend following firm Winton Capital continues to shine:

The Winton Futures Fund gained an estimated 3.20% in November to bring the year to date performance to 15.32% and the compound annual average rate of return in 110 months of trading to 19.27%.

I note the language from his recent commentary centered on ‘algorithm’:

Further improvements in our algorithmic execution coverage have been achieved this month, with additional markets and exchanges being added to our algorithmic execution strategy.

Of course if one was not familiar with trend trading, the subtly in Winton’s use of the word ‘algorithm’ would have been missed.

You might like my 2017 epic release: Trend Following: How to Make a Fortune in Bull, Bear and Black Swan Markets (Fifth Edition). Revised and extended with twice as much content.