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The Automated Trader Interview

Published in Automated Trader Magazine Issue 16 Q1 2010

Maintaining performance during volatility regime change has always been a key challenge for investment managers, but never more so than over the last couple of years. Automated Trader’s CEO, John Howard, spoke to Philip Stoltzfus and Scott Ganis of Thayer Brook Partners about their systematic approach to maintaining returns as volatility becomes a moving target.

John Howard: Perhaps we could start with some background. You ran a very successful discretionary desk with, I think, a strong global macro element for Mizuho for many years. What prompted your move to become an exclusively systematic manager?

Philip Stoltzfus: It was an evolutionary process. Prior to 1998 I had really not been involved much with systematic trading; the group I ran at IBJ and later Mizuho was primarily a

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