RT Journal Article
SR Electronic
T1 Trading Strategy Forum
JF The Journal of Alternative Investments
FD Institutional Investor Journals
SP 68
OP 72
DO 10.3905/jai.2000.318969
VO 3
IS 3
A1 Jerome Aberanathy
A1 Henry Green
YR 2000
UL https://pm-research.com/content/3/3/68.abstract
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.