Low-Correlation Returns, in Your Own Account

Through a separately managed account or an advisory mandate with one of our regulated partners, who provide the service under their own authorisation; the contract and the regulated service are theirs. The strategy's capacity is limited, so we reserve it for these mandates. SMA & Advisory →

No. Your money stays in an account in your own name. With an advisory mandate you keep custody at your broker and execute each weekly rebalance in a few minutes; with a managed account the regulated firm runs it under the mandate. Either way you see every position, and you can stop whenever you decide.

A 1% annual management fee, billed quarterly, plus a 15% performance fee above a high water mark, so most of what is earned still depends on your account making new highs. The exact terms are set out by the regulated firm in your agreement before you commit, with no hidden charges.

On a three-year window, and we say it upfront: the bar we set ourselves is a rolling three-year Sharpe ratio above 1, sustained. Shorter windows measure noise. The record is published in full and updated weekly, and every quarter has its report. The full track record →

You can stop at any time. No lock-ups, no exit windows, no penalties. And you are not left alone on the way out: the portfolio is wound down in an orderly way, so exiting does not cost more than it should in transaction costs.

No. We trade our own capital, and managed accounts and advisory mandates are provided by our regulated partners under their authorisation. In consulting, you run what we build, and the decisions and the execution stay with you. We do not hold client assets.

We design and maintain quantitative strategies for professional investors: long-only and long/short equity, in the US and internationally, across large and small caps, systematic futures and ETF strategies. We also choose the data providers each strategy needs and integrate them into your pipeline. Maintaining means keeping the model, its data pipelines and its infrastructure running. On request we also review strategies or managers and build risk analytics. The consulting services →

Especially. A systematic layer adds a lot to a discretionary process: screens and ranking models that surface ideas, factor and risk checks on the book you already run, hedging overlays, and tests of your own rules before you rely on them. The judgement and the decisions stay yours.

In two ways. Our own process is AI-native: agents and language models help build the data pipelines, write and test research code and monitor strategies, and a person reviews every result before it counts. We also offer it as a service, from machine learning signals and text data to AI agents in your research workflows and training for your team. The infrastructure →

Iván Blanco leads every engagement personally, with the methods behind our peer-reviewed research and our own trading, which is why we take on a small number of engagements at a time. When a project needs more hands, we say so upfront and tell you who else is involved. About Iván →

It starts with a 30-minute call. If there is a fit, we send a written scope for the design phase with deliverables, data, timeline and a fixed cost. Maintenance, if you want it, is agreed separately once the strategy is live. Start with a call →

Yes. Your data, portfolios and strategies are used only for your project and never shared. We are happy to sign a confidentiality agreement before you send anything.

Because we trade it with our own money and document the method for every client. Our research appears in peer-reviewed journals, and every idea in our own book first has to survive realistic costs and out-of-sample tests. How we work →