PT  - JOURNAL ARTICLE
AU  - Jerome Aberanathy
AU  - Henry Green
TI  - Trading Strategy Forum
AID  - 10.3905/jai.2000.318969
DP  - 2000 Dec 31
TA  - The Journal of Alternative Investments
PG  - 68--72
VI  - 3
IP  - 3
4099  - https://pm-research.com/content/3/3/68.short
4100  - https://pm-research.com/content/3/3/68.full
AB  - With recent price movement in the euro and yen, the ability of currency-based trading advisors to obtain positive rates of return is of interest to the traditional and alternative investment areas. In this issue's trading strategy forum, two systematic currency specialists, Jerome Abernathy and Henry Green provide readers with a clearer and more informed understanding of the investment potential for currency trading in general and their own firms' particular approaches to capturing the return/risk tradeoffs within the currency market.