Systematic Investment Strategies
Bespoke systematic strategies built around your portfolio. Controlled factor exposure, low market correlation, and seamless integration with your existing book.
Get in TouchFactors. 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 are designed to complement what you already run, not replace it. We combine factor research, machine learning, and strict risk controls into mandates calibrated to your specific portfolio, constraints, and risk budget.
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 daily 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 · Inception: January 1, 2025 · Updated daily · Last update: Loading...
Strategy: Long/Short Equity. Systematic factor-based strategy with dynamically managed net exposure. Futures overlay deployed selectively as a directional hedge when the model warrants.
Returns
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Risk
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Monthly Returns
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Monthly returns breakdown available on desktop version.
Interested in a Systematic Mandate?
Our SMA strategies are built on the same systematic engine, calibrated to your portfolio and risk objectives. Current allocations of interest typically start at €1M in gross exposure. Reach out to start a conversation.
Request a Mandate ProposalSystematic 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 engineered around your portfolio's specific risk budget, factor exposures, and operational constraints, delivered as a separately managed account with full transparency. Given the low-capacity nature of our strategies, we work with a select number of mandates. Current allocations of interest typically start at €1M in gross exposure.
Advisory services provided through Sapphire Capital EAFI (CNMV 220).
MANDATE CONFIGURATION
Est. Sharpe
1.2
Target Beta
-0.1
Target Ret.
+18%
Years bridging academia and markets
Skin in the game
Systematic, evidence-based approach
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