Background
Johan is a market strategist, with a background in economics from the University of Copenhagen with focus on finance and credit risk. Prior to joining Saxo Bank in 2006, Johan worked as an analyst at Dagbladet Børsen, where FX and bonds were the main focus.
Trading Style
Johan is focused on trading the FX market applying both fundamental and technical proprietary filters to back up the strategies to keep a strict systematic approach.
Products
Mainly trades the major crosses and is also active in developing and maintaining econometric models both for intra-day trading and for the longer term, the latter by decomposing the macro economic structure.
The benchmark is the Barclays FX CTA Index.
Models
Break-Out Model (BO)
Contrarian/Reversal (CR)
Pattern Recognition (PR)
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