Multistrategy Systematic Trading Firm
Systematic. Multistrategy. Our Own Capital.
Noax is a quantitative trading firm. We research, build and run systematic strategies across asset classes on our own capital. Rules-based, model-driven, and aligned because the money we trade is our own.
THE ENGINE
Factor Research
Signals from peer-reviewed academic research
Machine Learning
Applied to signal construction and sizing
Multistrategy
Systematic strategies across asset classes
Risk Engineering
Disciplined, rules-based risk control
Factors. Data. Academic Research.
A multistrategy systematic trading firm running quantitative strategies on our own capital.
The Engine
Built on academic factor research, machine learning, and disciplined, rules-based risk controls, across multiple systematic strategies.
The Mandates
Our own book comes first. For a select few family offices, HNWIs and advisors, we also open our long/short equity strategy as a separately managed account: a low-correlation sleeve calibrated to your book.
Our Own Capital, Our Whole Business
Trading our own capital is the entire business. Noax runs a multistrategy book of systematic strategies, each one researched, built and risk-managed in-house. No discretion, no overrides: every position is model-driven.
The strategies span asset classes and are deliberately capacity-aware. Our edge comes from original research and disciplined execution, which is also what keeps capacity limited.
For a detailed performance report, get in touch.
PROPRIETARY BOOK
Our capital
Scope
Multistrategy, systematic
Capital
The firm's own
Process
Mid-frequency, rules-based
CLIENT MANDATE
Your capital
Strategy
Long/short equity
Calibration
To your risk budget
Vehicle
SMA, full transparency
A Diversifying Sleeve,Calibrated to Your Book
Our long/short equity strategy, one of the systematic strategies we run on our own capital, opened to a select number of family offices, HNWIs and advisory firms. 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.
Like the proprietary book, each mandate carries a tilt to small caps, a meaningful source of its diversifying edge and what keeps capacity deliberately limited.
Advisory services provided through Sapphire Capital EAFI (CNMV 220).
CALIBRATED TO YOUR MANDATE
Volatility
Net Exposure
Drawdown Control
15+ years bridging peer-reviewed research and live markets. Systematic, multistrategy, and aligned through our own book.
Founder & Director
Iván Blanco, PhD
Over 15 years bridging quantitative research and live trading in systematic equity. He runs the firm's proprietary book personally and leads the research behind every strategy the firm runs.
“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 investor 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.