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The Automated Trader Interview

First Published in Automated Trader Magazine Issue 14 Q3 2009

We vary the theme this month, away from this feature’s customary focus on a purely “machine-driven” fund. John Howard, Publisher of Automated Trader, went to meet the team behind the Danix Master Fund, where a system-based approach co-exists happily with, and complements, a much more hands-on style of trading.

The Danix Master Fund has $93million under management. Its core trading styles are an interesting mix of discretionary macro (60%, utilising short-end yield curve trading and options, with an additional 10% 'best ideas' provision) and systematic (30%). The fund's objective is to "balance performance with risk management, targeting consistent risk-adjusted returns", and the role of the systematic component in the portfolio is to provide both performance and anti-correl

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