Tag Archives: mini_soybeans

Constructing the new futures portfolio

Posted on March 5, 2011 by Ptolemaios

In applying the cybernetic trading system to the futures portfolio, much of the system is the same as that used for the ETF portfolios (small and hedge fund), but there are some differences. Like the ETF portfolios, an asset allocation … Continue reading →

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New futures portfolio

Posted on February 28, 2011 by Ptolemaios

I initiated a new futures portfolio at Collective2 using the same methodology (with some modifications) as the ETF portfolios. The starting capital is $100,000. Here are the initial positions: bonds: GEU11 (September Eurodollars), long, 3 contracts US equities: ESH11 (March … Continue reading →

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