Systematic Long/Short Equity · Separately Managed Accounts
Systematic Long/Short Equity for Sophisticated Allocators
Noax runs systematic, factor-driven long/short equity. We open it to a select group of institutional allocators, family offices and advisors as a separately managed account: an uncorrelated sleeve calibrated to your book, run on the same models we trade with our own capital.
THE ENGINE
Factor Research
Signals from peer-reviewed academic research
Machine Learning
Applied to signal construction and sizing
Long/Short Equity
Systematic equity, weekly rebalance, futures overlay
Risk Engineering
Disciplined, rules-based risk control
Factors. Data. Academic Research.
Systematic long/short equity, opened to a select group of institutional allocators, family offices and advisors as separately managed accounts.
The Engine
Built on academic factor research, machine learning, and disciplined, rules-based risk controls.
The Mandates
We open our systematic long/short equity strategy to a select few institutional allocators, family offices and advisors as a separately managed account: an uncorrelated sleeve calibrated to your book. The same models run on our own capital, so our incentives are aligned with yours.
A Diversifying Sleeve,Calibrated to Your Book
Our systematic, mid-frequency long/short equity strategy, opened to a select group of institutional allocators, family offices, wealth advisors and asset managers. Each mandate adds an uncorrelated return stream to portfolios that already hold traditional equity and fixed-income exposure, built around your risk budget, factor exposures and operational constraints, and delivered as a separately managed account with full transparency.
The same models run on our own capital, so our incentives stay aligned with yours. Every mandate always carries a tilt to small caps, a meaningful source of its diversifying edge and part of what keeps capacity deliberately limited.
Advisory services provided through Sapphire Capital EAFI (CNMV 220).
CALIBRATED TO YOUR MANDATE
Volatility
Net Exposure
Drawdown Control
Track Record
Live SMA Client Track Record — Unleveraged (1× gross), EUR · Inception: July 1, 2025 · Updated weekly · Last update: Loading...
Strategy: Systematic long/short equity. Factor-driven, mid-frequency, with weekly rebalancing and dynamically managed net exposure. A futures overlay is deployed selectively as a directional hedge when the model warrants. Figures shown are the systematic strategy currently running live in client SMA mandates, on an unleveraged basis (1× gross exposure), in EUR— the return on gross exposure, neutral to client capital contributions and withdrawals. Applying leverage scales return and risk proportionally.
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?
We run one systematic long/short equity strategy as separately managed accounts for institutional allocators and family offices, calibrated to your risk objectives — the same models we run on our own capital. Capacity is deliberately limited. Reach out to start a conversation.
Request a Mandate Proposal15+ years bridging peer-reviewed research and live markets. Systematic long/short equity, aligned through our own book.
Founder & Director
Iván Blanco, PhD
Over 15 years bridging quantitative research and live trading in systematic equity. He leads the research behind every strategy and runs the same models on the firm's own capital.
“Rigorous factor research, applied with the discipline of someone who has lived through every regime, every drawdown, and every model failure a real book can throw at you.”
We're a small, research-first team and always interested in exceptional systematic researchers and traders.
Markets
- Ex-Quant PM, Arfima Trading (TransMarket Group)
- Ex-Quant, Banco Santander
- Ex-Quant, BBVA
Academia & Research
- Associate Professor of Finance, CUNEF Universidad
- Director, Master in Finance
- Published in the Journal of Financial Economics, The Accounting Review, Journal of Corporate Finance, and Journal of Empirical Finance
Education
- PhD in Finance, UC3M
- MSc Finance & Quantitative Methods
- Aeronautical Engineer, UPM
Get in Touch
Whether you're an allocator exploring a mandate or a researcher who wants to work with us, we respond personally within 48 hours.
How it works
Conversation
A 30-minute call to understand your portfolio context, return objectives and constraints.
Proposal
A bespoke mandate calibration: capacity tier, risk budget, volatility target, factor exposure profile.
Onboarding
Full transparency through due diligence. SMA setup with your custodian. Live monitoring from day one.