Wimmer Horizon LLP

Investment Philosophy

Underpinning Wimmer Horizon’s investment philosophy is the concept that financial markets do not appear to be efficient and experience persistence of behaviour in the form of price trends. This can be somewhat explained by influences of crowd behaviour, information absorption delays, changing fundamental drivers and the macro economic evolution of global economies.

Wimmer Horizon attempts to capture price trends over multiple time horizons for a globally diversified portfolio of assets. Price trends are not smooth and market movement is not evenly distributed through time and is in itself quite complex. One key differentiator for Wimmer Horizon in this space is that Wimmer Horizon’s research recognises this and models complex price behaviour with a highly unique blend of proprietary linear and non-linear strategies. These strategies are fully automated and Wimmer Horizon believes are better able to deal with price behaviour such as abrupt price reversals and variable range conditions.

The advantage of automated trading systems is that they deliver a consistent, disciplined trading approach that not only enhances risk control but opens up a wealth of historical data for analysis and research. The certainty of action that is delivered from automated trading systems means that one can be certain about their trading actions on past data. A researcher can then instigate experimental investigation that leads to the discovery of potentially persistent phenomena in markets.

Methodology