JOG Capital Fund is a hedge fund concept that aims to blend cutting-edge quantitative investment strategies with a bold social impact mission. Our fund will focus on exploiting inefficiencies in the global currency (FX) and equity markets through
advanced data analytics, machine learning models, and statistical trading strategies. The fund’s core objective is to generate superior returns while making a meaningful difference in the financial services industry by providing educational opportunities to students from low-income families and non-target schools. While the fund is still in the conceptual stage, I envision a dual mandate: financial excellence through quantitative trading and social responsibility through educational empowerment. JOG Capital Fund will not only seek to deliver consistent alpha but also reinvest a portion of its performance fees into a comprehensive educational initiative.

This program will provide financial literacy training, mentorship, scholarships, and internships to talented but underrepresented students, helping them break into high-impact finance careers whilst also nurturing loyal skilled traders to continue on at JOG

Capital Fund.
Our investment strategy will focus on:
                              • Currency Markets (FX):
                                                      • Advanced Technical Analysis: Advanced techniques such as Fibonacci retracements, harmonic patterns,                                                            or Elliott Wave theory. These are commonly used by institutional traders and will provide a more
                                                         sophisticated edge when compared to retail technical analysis.

 

                                                      • Sentiment Analysis: Use machine learning to analyse social media sentiment, news headlines, and central                                                          bank speeches to gauge market mood.

                                                      • Algorithmic Execution: Explore high-frequency trading (HFT) for currency pairs with large volume and low                                                          spreads to capture small price discrepancies across liquidity providers.
                                                         

                                                       • Risk-Adjusted Models: Implement models that adjust for different levels of liquidity or volatility, as these                                                              can fluctuate significantly in the FX market (e.g., during geopolitical events or central bank                                                                                          announcements).

                              • Equities:
                                                       • Factor Models: Use multi-factor models that capture not just momentum, but also other risk premia like                                                               value, size, quality, and low volatility. This enhances diversification.

                                                       • Natural Language Processing (NLP): For analysing news, employ more sophisticated NLP algorithms, like                                                            BERT or GPT-based models, to detect sentiment shifts in both long and short positions.

                                                       • Event-Driven Trading: Add a strategy that focuses on events like earnings reports, mergers, or corporate                                                            announcements, which can lead to price volatility. Combined with your automated models, this could                                                                    capture large short-term moves.

                              • Quantitative Filters:

 

                                                       • Use quantitative filters to identify stocks with extreme price dislocations, triggered by market                                                                                     overreaction or underreaction to earnings surprises or significant macro events.

                              • Risk Management:
                                                       • Dynamic Hedging: Rather than static hedging techniques, implement dynamic hedging models that adjust                                                          based on market conditions, JOG Capital Fund will increase hedges during periods of high implied                                                                            volatility.

                                                       • Tail Risk Management: Add specific strategies like deep out-of-the-money options to protect the                                                                            portfolio from sudden market crashes.

                                                       • Portfolio Stress Testing: Regularly stress test the portfolio under various hypothetical scenarios (e.g.,                                                                  interest rate shocks, currency devaluations, liquidity freezes).

                                                       • Position Sizing Algorithms: Develop quantitative position-sizing models that adapt based on volatility and                                                          correlation forecasts, reducing risk in highly correlated environments.

The increasing demand for socially responsible investment vehicles, combined with advancements in quantitative trading technologies, makes this the ideal time to launch a fund that aligns financial performance with social impact. Investors are increasingly seeking opportunities that offer both returns and societal benefits, and JOG Capital Fund is designed to meet this demand.

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The target fund size for the initial raise is £50 million, with the goal of delivering annualised returns of 10-25% over the first three
years. These projections are based on back-tested models and strategies that have demonstrated resilience across varying market conditions. Additionally, our educational initiative will be a core part of the fund’s identity from day one. By fostering partnerships with universities, coding bootcamps, and financial institutions, we plan to bridge the gap for underrepresented students, providing them with the tools, knowledge, and opportunities needed to succeed in financial services.

Our leadership team, once established, will consist of experienced quantitative traders, data scientists, and industry professionals with proven track records in both finance and social impact ventures. By aligning investor returns with educational and social progress, JOG Capital Fund aims to set a new standard in hedge fund management—one where financial success and social good go hand-in-hand.

(This idea is merely a concept at the moment however in future I aim to make the fund a reality. Please contact for the full business plan)