TY - JOUR T1 - Systematic Commodity Trading Advisor Strategies JF - The Journal of Alternative Investments SP - 70 LP - 81 DO - 10.3905/jai.2000.318980 VL - 2 IS - 4 AU - Jerry Harris AU - Tom Basso Y1 - 2000/03/31 UR - https://pm-research.com/content/2/4/70.abstract N2 - 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. ER -