<?xml version="1.0"?>
<ownershipDocument>

    <schemaVersion>X0202</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2004-11-01</periodOfReport>

    <notSubjectToSection16>0</notSubjectToSection16>

    <issuer>
        <issuerCik>0000888471</issuerCik>
        <issuerName>NESTOR PARTNERS</issuerName>
        <issuerTradingSymbol>None</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001294572</rptOwnerCik>
            <rptOwnerName>Beker Harvey</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>C/O THE MILLBURN CORPORATION</rptOwnerStreet1>
            <rptOwnerStreet2>1270 AVENUE OF THE AMERICAS, 11TH FLOOR</rptOwnerStreet2>
            <rptOwnerCity>NEW YORK</rptOwnerCity>
            <rptOwnerState>NY</rptOwnerState>
            <rptOwnerZipCode>10020</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>0</isDirector>
            <isOfficer>0</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>1</isOther>
            <otherText>See remarks below</otherText>
        </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeTable>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Limited Partnership Interests</value>
            </securityTitle>
            <transactionDate>
                <value>2004-11-01</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>S</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionTimeliness>
                <value></value>
            </transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>1</value>
                    <footnoteId id="F1"/>
                </transactionShares>
                <transactionPricePerShare>
                    <value>200000</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>D</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <valueOwnedFollowingTransaction>
                    <value>6408410</value>
                    <footnoteId id="F1"/>
                    <footnoteId id="F2"/>
                </valueOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                    <footnoteId id="F2"/>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>See Footnote</value>
                    <footnoteId id="F3"/>
                </natureOfOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
    </nonDerivativeTable>

    <footnotes>
        <footnote id="F1">Interests in Nestor Partners are not unitized or divided into shares and cannot be expressed in terms of a number of shares.</footnote>
        <footnote id="F2">This amount includes direct ownership in the amount of $2,014,055, and the remainder of this amount is owned indirectly in the capacities indicated below.</footnote>
        <footnote id="F3">Indirect ownership includes interests in Issuer owned indirectly as President of the Beker Foundation, by self through The Millburn Corporation Profit Sharing and 401(k) Savings Plan, by Mr. Beker's children and by Mr. Beker's spouse.</footnote>
    </footnotes>

    <remarks>Mr. Beker serves as the Co-Chief Executive Officer and Co-Chairman of Millburn Ridgefield Corporation, the general partner of the Issuer.</remarks>

    <ownerSignature>
        <signatureName>Harvey Beker</signatureName>
        <signatureDate>2004-11-01</signatureDate>
    </ownerSignature>
</ownershipDocument>

