Systematic Commodity Trading Advisor Strategies

Jerry Harris; Tom Basso

doi:10.3905/jai.2000.318980

Primary Article

Systematic Commodity Trading Advisor Strategies

Jerry Harris and Tom Basso

The Journal of Alternative Investments Spring 2000, 2 (4) 70-81; DOI: https://doi.org/10.3905/jai.2000.318980

Jerry Harris

Senior vice president and principal at Welton Investment Corporation in Carmel, California.

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Tom Basso

CEO at Trendstat Capital Management in Scottsdale, Arizona.

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Abstract

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.

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The Journal of Alternative Investments

Vol. 2, Issue 4

Spring 2000

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Systematic Commodity Trading Advisor Strategies