RT Journal Article
SR Electronic
T1 Systematic Commodity Trading Advisor Strategies
JF The Journal of Alternative Investments
FD Institutional Investor Journals
SP 70
OP 81
DO 10.3905/jai.2000.318980
VO 2
IS 4
A1 Jerry Harris
A1 Tom Basso
YR 2000
UL https://pm-research.com/content/2/4/70.abstract
AB Systematic CTA strategies form the basis for many commodity trading advisor programs. In this article, two firms that have a long experience with such trading–based systems discuss their approaches.