Recent Content by henner247

  1. Fully automated futures trading

    hi, I'm just reading your new book and struggle with getting from risk weightings to cash weightings (don't call me stupid please ;-)) you have...
    Post by: henner247, Oct 31, 2017 in forum: Journals

  2. Fully automated futures trading

    sorry. I should have kept reading
    Post by: henner247, Oct 14, 2016 in forum: Journals

  3. Fully automated futures trading

    hey, I'm reading your book right now. I like it. I was just wondering... you mention that you risk-adjust your timeseries. So divide the price by...
    Post by: henner247, Oct 14, 2016 in forum: Journals

  4. Fully automated futures trading

    Thx. Have you checked your correlation to the MSCI world or some kind of global equities portfolio...? If it's low. How can I invest in you ?
    Post by: henner247, Oct 9, 2016 in forum: Journals

  5. Fully automated futures trading

    ok, thanks. but there's no long-only equities exposure in it? I remember you said somewhere that is hedged out.
    Post by: henner247, Oct 9, 2016 in forum: Journals

  6. Fully automated futures trading

    hey, I'm wondering... the charts and performance data you are showing. Is that your whole IB account? or just your systematic strategies?...
    Post by: henner247, Oct 6, 2016 in forum: Journals