Horizon3

Wimmer Horizon is a London-based long/short systematic quantitative hedge manager that trades a portfolio of global commodity, financial, and foreign exchange markets. The firm was founded in 2005 by David Beach, Sanjeev Lakhanpal, and Dr. Paul Netherwood while part of Beach Capital Management. Beach Horizon Programme launched in May 2005 trades a highly diversified portfolio of 130 global commodity and financial futures markets. Sectors include equity indices, interest rates, bonds, meats, soft, and commodity spreads markets. It is directional in nature and seeks to take advantage of upward and downward-trending markets. The model uses proprietary techniques for the identification of trends: digital signal processing techniques used to identify market cycles over multiple time frames together with pattern recognition techniques used to identify significant turning points in trends and seeks to maximize diversification whilst reducing risk. The portfolio construction methodology is designed to be adaptive and to avoid trading persistently correlated markets.