The Chiron Currency Program is intraday-only and trades G10 currency futures. The strategy is 100% systematic and acts as a liquidity provider within a clearly defined daily risk budget. Chiron dynamically applies risk weightings which reduce exposure in adverse market environments. Chiron trades a diversified basket of currencies based on a quantitatively-determined directional bias with a volatility-based cash management model setting pre-defined entry, exit, and stop levels for each trade within a daily risk budget.
Chiron is a concentrated portfolio for existing CTAs and currency investors, using ten currency pairs and carefully controlled managed risk for downside protection.
Chiron is also a diversifying source of return for a global investment portfolios, notably mitigating exposure to equity market beta.