Mission
I share research, methods and code from my journey in systematic trading.
From Stuttgart, Germany, this blog dives into systematic futures trading as a research-driven process. It covers everything from idea generation to the realities of implementation—to build strategies that survive outside of backtests.
Articles
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This is the first article in a series about cash management for futures traders. This article lays the theoretical foundations needed to understand the topic in more detail and will introduce two systematic strategies for interest optimization and automatic margin… Read more.