Windham Labs, a division of Windham Capital Management, is a global leader in investment technology and research. Investors worldwide rely on Windham’s accessible service, sophisticated products, and comprehensive solutions.

We offer a suite of sophisticated portfolio construction and risk management products that embody the many innovations Windham has brought to the investment industry, including: mean-variance-tracking error optimization, within-horizon risk measurement, full-scale optimization, and regime-dependent portfolio construction. Windham’s research has been recognized with three Graham Dodd awards, the Research Prize from the Institute of Quantitative Research, and two Bernstein-Fabozzi/Jacobs-Levy awards.

The firm was founded in 1988 by Mark Kritzman, who teaches graduate level financial engineering at the Massachusetts Institute of Technology and is the author of seven books including A Practitioner’s Guide to Asset Allocation, Puzzles of Finance, and the Portable Financial Analyst. 

Our mission & philosophy
At Windham Labs, our mission is to deliver innovative investment technology and research that impacts the way the world’s most sophisticated investors manage assets. We seek to challenge conventional thinking, formulate new ideas, and provide access to the latest innovations in financial theory and practice. We work closely with our clients to provide a complete service relationship which includes support from Windham’s client servicing team and exclusive access to our acclaimed independent research.