Systematic Investment Strategies

Bespoke systematic strategies built around your risk mandate. Low correlation, controlled drawdown, and frictionless integration with your existing setup.

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Factors. Data. Academic Research.

We offer tailor-made separately managed accounts to select family offices and qualified investors, built on the same systematic approach we apply to our own capital. Our strategies combine factor research, machine learning, and strict risk controls — adapted to each investor's mandate.

Proprietary Trading

Trading Our Own Capital

We deploy systematic long-short strategies across equities, futures, and options using the firm's own capital. Our proprietary book operates with higher leverage and volatility targets, serving as the live laboratory for our research and strategy development.

View our track record for quarterly performance updates. For a detailed performance report, get in touch.

Long-Short Equities

Factor-based systematic strategies

Futures & Options

Multi-asset derivatives trading

Risk Management

Systematic risk controls

Machine Learning

Data-driven alpha generation

Track Record

Proprietary Trading Performance · Last update: Q4 2025 · Next update: April 1st, 2026

Disclaimer: The performance results presented represent live trading from Noax Capital's proprietary account at Interactive Brokers. These results do not represent client SMA performance, while client accounts follow the same systematic methodology and have historically shown high correlation with proprietary results, actual client performance may differ due to timing, execution costs, cash flows, and individual account characteristics. Due to the low-capacity nature of the strategy, SMA slots are limited. Past performance is not indicative of future results.

Returns

Cumulative Return (Inception)—
Annualized Return—
1 Month Return—
3 Month Return—
Best Month—
Worst Month—

Risk

Target Volatility25%
Realized Volatility—
Sharpe Ratio—
Beta (S&P 500)—
Correlation (S&P 500)—
Max Drawdown—

Monthly Returns

Monthly returns breakdown available on desktop version.

For a detailed performance report, get in touch with us.

Request Full Report
Separately Managed Accounts

Systematic Strategies,Tailored to You

For sophisticated investors including HNWIs, family offices, asset managers, and hedge funds who need systematic, uncorrelated returns without the operational complexity. Each mandate is built around your risk budget and seamlessly integrated into your existing setup. Strategies can be structured as long-only or long-short depending on your investment objectives.

Advisory services provided through Sapphire Capital EAFI (CNMV 220).

Request a Mandate Proposal

MANDATE CONFIGURATION

Target Volatility12%
ConservativeAggressive
Net Exposure10%
Market NeutralDirectional
Max Drawdown Limit10%
StrictFlexible

Est. Sharpe

1.2

Target Beta

-0.1

Target Ret.

+18%

Customized for your objectives
0+

Years bridging academia and markets

0%

Skin in the game

Fully

Systematic, evidence-based approach

Iván Blanco, PhD

Founder & Director

Iván Blanco, PhD

Over 15 years bridging quantitative research and live trading across equities, futures, and options. Former Quant PM at Arfima Trading (TransMarket Group), with additional quant roles at Banco Santander and BBVA. His work combines rigorous academic research with hands-on market experience, the foundation behind every Noax Capital mandate.

  • •Director and Founder of NOAX CAPITAL
  • •Ex-Quant PM at Arfima Trading (TransMarket Group) | Ex-Quant at Banco Santander | Ex-Quant at BBVA
  • •PhD in Finance from UC3M | Master's in Finance and Quantitative Methods
  • •Finance Professor at CUNEF & Director of the Master's in Finance
  • •Aeronautical Engineer from Universidad Politécnica de Madrid

Contact

Interested in our strategies or potential collaboration? Send us a message.

Or reach us directly at:

ivan@noaxcapital.com