Programs

Boronia Capital offers four distinct trading programs. These are:

Boronia Diversified Program

Traded since 1993, Boronia Capital's flagship program incorporates short-term strategies that look to benefit from rising volatility. The program consists of a core model which trades volatility breakouts over various timescales. Coupled with this are a suite of quant macro models that are arranged along risk premia lines. With 85% of the risk allocated to the core model, the program has a long-volatility profile which benefits from dislocations in markets on short time frames.

Momentum Program

A medium-term trend-following strategy that looks to trade the trend rather than follow it. Utilises longer-term systems that have been traded at Boronia Capital since 2000.

Risk Premia Program

This program takes the basic risk premia of momentum, value, carry and sentiment and constructs a diversified portfolio across four asset classes and over 90 markets.

Risk Premia PLUS Program

Uses the risk premia program as a base and adds in alpha signals for each risk premia. These additional components add value to the program by increasing diversification and implementing alpha generating signals in order to smooth and lift the profit-and-loss curve.