I found this...
Forbes cites Henry’s source of wealth as “self-made,” and it couldn’t be more accurate. Growing up in both the green plains of Illinois and the brush land of Arkansas before relocating to California in his teens. Growing, he always had a knack for numbers and a love for baseball, but despite this his future in sports investment wasn’t fully realized until the 1970’s, after his father’s death. Suddenly in charge of the farm and its sales, and began to self-teach himself hedging and trading tactics. By the early ’80’s, Henry began the John W. Henry & Co, a financial trading firm where he could bring his knowledge and expertise to paying clients.