Systematic Long/Short Equity
A diversifying sleeve for sophisticated portfolios. Mid-frequency, factor-driven, with controlled exposure and low correlation to traditional books.
Get in TouchFactors. Data. Academic Research.
We manage separately managed accounts for a select number of family offices, HNWIs, and advisors, built on the same systematic engine we run on our own capital. The strategy is designed to sit alongside what you already hold, adding a return stream with low correlation to traditional equity and fixed-income exposures. Factor research, disciplined risk controls, and a futures overlay combine into mandates calibrated to your portfolio, constraints, and risk budget.
The Same Engine, Our Own Capital
We run the same systematic long/short equity strategy on the firm's own book, in a more aggressive calibration that includes microcaps and higher exposure. The proprietary book is where our alignment with mandate clients is most direct: same model, same process, our own money.
View the track record for daily performance updates. For a detailed performance report, get in touch.
Systematic Long/Short Equity
Factor-driven, mid-frequency core strategy
Futures Overlay
Selective directional hedge
Risk Framework
Systematic exposure and drawdown controls
Quantitative Research
Factor research and statistical methods
Track Record
Proprietary Trading Performance · Inception: January 1, 2025 · Updated daily · 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. The proprietary book shown here runs a more aggressive calibration than the mandate version.
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 mandates run the same systematic engine in a calibration suited to client portfolios and risk objectives. We work with a select number of mandates. Reach out to start a conversation.
Request a Mandate ProposalA Diversifying Sleeve,Calibrated to Your Book
For family offices, HNWIs, and advisory firms looking to add an uncorrelated return stream to portfolios that already hold traditional equity and fixed-income exposure. Each mandate is built around your risk budget, factor exposures, and operational constraints, and delivered as a separately managed account with full transparency. We work with a select number of mandates.
Advisory services provided through Sapphire Capital EAFI (CNMV 220).
MANDATE CONFIGURATION
Est. Sharpe
1.2
Target Beta
-0.1
Target Ret.
+18%
Years bridging academic research and live markets
Skin in the game — same engine on our own book
Systematic, factor-driven, evidence-based
Founder & Director
Iván Blanco, PhD
Over 15 years bridging quantitative research and live trading in systematic equity strategies. 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