Signal
Quantitative models score trend quality across a broad equity universe every session. A position is opened because the model says so — not because someone had a view that morning.
Systematic Equity Strategies
Most of the return lives in a few moves.
JGL Capital builds systematic models to find those moves across US equity markets — and the execution infrastructure to act on them intraday.
- Founded
- Sept 2021
- Approach
- Systematic
- Market
- US Equities
- Horizon
- Intraday
Approach
Three parts, and the system owns all of them.
Execution
Signals route to market through our own execution infrastructure. Intraday timing is treated as part of the strategy, not an afterthought handed to a broker.
Risk
Exposure limits, drawdown circuit breakers and per-position stops are enforced by the system itself. Risk rules that depend on discipline get broken; rules that are code do not.
The Vehicle
Aurora Fund
Launched September 2021 to run the strategy at scale. Aurora deploys technology to capture outlier moves across equity markets, with a focus on intraday execution.
Read the strategy →Not published
Performance
Fund performance is not published on this website. It is provided directly to qualified investors.