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Deutschland Finanztransaktionssteuer

Tags: volatility
DATE POSTED:November 12, 2019
Here's my trading journal. I've been running this system since April last year. It's fully automated, futures trading, with a bias towards trend following.

Here is the p&l to date. I will do a more thorough analysis after a full year

[​IMG]

Current positions (hope the codes make sense):

AEX 201502 1
ASX 201503 1
AUD 201503 -1
AUS10 201503 1
AUS3 201503 2
AUSSTIR 201603 1
BOBL 201503 5
BTP...

Fully automated futures trading
Tags: volatility