Boronia Capital offers three 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.
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.