Systematic Investment Strategies
Long-short strategies built on factor research and machine learning, designed to deliver uncorrelated returns across equities, futures, and options.
Get in TouchFactors. Data. Academic Research.
We trade our own capital through systematic long-short strategies across equities, futures, and options and offer the same approach to select investors via tailor-made separately managed accounts. Our work is rooted in factor research, data-driven insights, and machine learning, with strict risk and volatility controls adapted to each investor's mandate.
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 quarterly 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 · Last update: Q4 2025 · Next update: April 1st, 2026
Returns
Risk
Monthly Returns
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|
Notes: Results from January 1 to May 15, 2025 are paper-traded. All returns are reported net of transaction, financing, and borrowing costs.
For a detailed performance report, get in touch with us.
Get in TouchSystematic Strategies,Tailored to You
Custom-built SMAs for family offices and qualified investors seeking systematic exposure with controlled volatility, low market correlation, and institutional-grade risk management.
Each mandate is designed around your investment objectives, risk tolerance, and operational preferences. We integrate seamlessly with your existing infrastructure—whether you bring your own broker or prefer a turnkey solution.
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 of experience across financial markets, combining roles in the investment industry and academia. His professional background includes quantitative trading and portfolio management positions at BBVA, Banco Santander, and Arfima Trading (TransMarket Group), with a strong focus on proprietary trading across equities, futures, and options.
His work focuses on the design and implementation of systematic investment strategies, with particular emphasis on machine learning and deep learning applications for mid-term frequency trading and long/short strategies across multiple asset classes.
- •Director and Founder of NOAX CAPITAL
- •Ex-Quant PM at Arfima Trading (TransMarket Group) | Ex-Quant at Banco Santander | Ex-Quant at BBVA
- •Finance Professor at CUNEF & Director of the Master's in Finance
- •PhD in Finance from UC3M | Master's in Finance and Quantitative Methods
- •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