University of Southampton
Investment Fund
I helped create the fund and led its commodities department, directing a team of analysts to research,
model, and implement commodity and commodity-related equities strategies with institutional-grade
discipline.
Founder-Led Initiative
Commodities Leadership
Investment Process Design
Leadership Scope
Built and ran the commodities desk, leading analyst research, factor modeling, and thesis creation.
The focus is on fundamental supply-and-demand mapping, macro catalysts, and disciplined risk framing
for commodity-linked equities and futures.
Fund Vision
A student-led investment platform that mirrors professional standards: repeatable process, evidence-based
decisions, and an emphasis on long-term learning. Our mandate blends deep research with practical
portfolio implementation and accountability.
01
Research
Analysts form a view using macro, industry, and supply-demand workstreams.
02
Modeling
Scenarios are quantified with sensitivity ranges and catalyst timelines.
03
Presentation
Theses are stress-tested via structured investment committee reviews.
04
Evaluation
Live performance is tracked versus the original thesis and risk case.
2025 Performance Review
As of 27 December 2025.
View PDF
Total Return
+71.34%
Portfolio Value
£10,000 → £17,134.47
Key Contributors
Gold +£1,561 · Silver +£3,822 · Platinum +£2,525
- Performance driven by the precious metals rally amid heightened geopolitical risk and risk-off flows.
- Falling real yields and 2025 rate cuts reduced carry costs for non-yielding assets.
- Process anchored in research reports, presentations, and group discussions with defined exit scenarios.
Gold and Silver Investment Report
Quantitative evidence and strategic implementation.
View PDF
Silver 2025 Gain
+65.46%
Gold Price Level
> $4,000 per oz
Expected Return
12%–15% (Monte Carlo)
- Bull case: negative real yields, central bank accumulation, fiscal overextension, and geopolitical fragmentation support gold; silver adds industrial demand from electrification, semiconductors, and photovoltaics amid structural supply deficits.
- Bear case: real-yield repricing, USD strength, industrial demand shock, or crowded positioning can drive drawdowns and ETF outflows.
- Process: dual-long exposure across ETFs and miners, sized with Monte Carlo and bootstrap simulations plus a fractional Kelly framework.
- Risk discipline: exit triggers include 10Y TIPS > 2.5%, gold-silver ratio extremes, speculative longs > +2 sigma, or drawdown > 20%.
- Relative value: gold-silver ratio analysis shows no statistical basis for mean-reversion trades at current levels.
In Partnership with the University
The fund was built to combine student-led research with institutional-grade governance and a
disciplined investment culture, and opened discussions to secure real capital allocation from the
university.