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The Journal of Alternative Investments

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Primary Article

Trading Strategy Forum

Systematic Currency Trading Advisors

Jerome Aberanathy and Henry Green
The Journal of Alternative Investments Winter 2000, 3 (3) 68-72; DOI: https://doi.org/10.3905/jai.2000.318969
Jerome Aberanathy
A managing partner with Stonebrook Structured Products in New York, NY.
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Henry Green
The managing director of the Jacobson Fund in London, England.
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Abstract

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.

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The Journal of Alternative Investments
Vol. 3, Issue 3
Winter 2000
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Trading Strategy Forum
Jerome Aberanathy, Henry Green
The Journal of Alternative Investments Dec 2000, 3 (3) 68-72; DOI: 10.3905/jai.2000.318969

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Trading Strategy Forum
Jerome Aberanathy, Henry Green
The Journal of Alternative Investments Dec 2000, 3 (3) 68-72; DOI: 10.3905/jai.2000.318969
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