About Us

It began in 2014 when a banker with a wealth management background bumped into a Quant at a coffee shop in Dubai. After much perseverance and applying our experiences earned from working in London, successful trading models started to take shape near the latter half of 2015. We knew we had something great, so after a year of using some of the models under an advisory platform, Chronos Futures Limited was founded to incubate some of the models for the sole purpose of managing funds of high net worth (HNW) or qualified eligible participant (QEP). The strategies are quantitative-based and manually executed that complements many other trading models out there by robustness. Inspired by RenTech’s rumoured focus on price curves and cycles, we initiated a blend of Machine learning and sentiment analysis to our models where context provides a strategic edge. Standing on the shoulder of giants, our story unfolds everyday with constant research to keep up with the ever-changing market regimes.

We are currently building track record and not open for client investments.

Markets

Our investment style mainly focuses on commodities with greater than average weight on Energies or high beta Markets. The duration of our positions can extend from 4 days to 4 weeks.


Our Team

Golam Sakline, ACSI, MRes

He is the director and the lead architect for strategies used at Chronos Futures. He is also the principal shareholder of Blue Birch Capital Advisors Limited, which offers advisory products for Equity Markets. Prior to owning his business he spent 7 years as a banker in the City of London working for LGIM, BNP Paribas, Schroders and Northern Trust. He holds a research masters degree in Artificial Intelligence from the University of Sussex UK, and is also an Associate at CISI.

Garry P. Jones, ACSI, AICWM

He is a director and the lead trader of Chronos Futures. His 15 years background in Investment management are through the corporate entities of Barclays Wealth, HSBC and Edward Jones. He has been actively trading since 2003, initially wetting his feet in the Options market, and obtained his Securities licence to be a qualified Stockbroker in 2005. Originally from the UK, Garry is based in Abu Dhabi, UAE since 2010 with his family.

David Brown

He is the outsourced IT Administrator dealing with day-to-day computing related issues for the firm. He holds a bachelor degree in Computer Science from the University of London and is also CCNA qualified.

Performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total MDD
2017 - - - - - -2.15 -1.69 -2.09 14.30 2.76 1.81 0.44 13.12 -5.82
2018 11.00 4.04 4.25 2.57* - - - - - - - - 21.86 0.00

* month result is not yet final.

GO14 is a discretionary trading strategy based on pattern recognition and quantitative sentiment analysis. It seeks to identify and capture inflection points in futures markets. With a maximum of 10 signals per market per year the trade duration can be from 5 days to about 20 days where risk per trade is limited to 2.5% - 3.5% of capital employed. The expected return can range between 25% to 35% annually on 10% Margin-to-Equity with a maximum drawdown threshold that remains limited to 10%. The execution methodology follows an accumulation phase over 2-3 days and a distribution phase layered with multiple exit thats fit within multiple risk management criteria.

Sharpe MaxDD StDev Sortino Calmar
GO14 2.08 -5.82 5.25 6.55 7.72

Performance numbers above are compiled by Interactive Brokers Platform on a live trading account.

Service

Chronos Futures currently only trades proprietary account and services are not open to clients. Details of our preferred benchmark can be found here.
Chronos Futures preferred FCM is R.J. OBrien to access the following two major future exchanges.

Address

  • Kemp House
  • 152 City Road
  • London
  • EC1V 2NX
  • UK

Contact

  • Garry@chronosfutures.com
  • Golam@chronosfutures.com
  • UAE: +971 (0)55 103 0026
  • UAE: +971 (0)55 142 9238

Clients

Not available.

News

please check out twitter account

Copyright © 2018 Chronos Futures Limited.