Systematic Long/Short Equity

A systematic proprietary trading firm running factor-driven long/short equity on our own capital. We open a select number of mandates that bring the same engine into sophisticated portfolios as a diversifying, low-correlation sleeve.

Get in Touch

Factors. Data. Academic Research.

Noax Capital is a systematic proprietary trading firm. We run factor-driven long/short equity on the firm's own capital, built on factor research, disciplined risk controls, and a selective futures overlay. For a select number of family offices, HNWIs, and advisors, we open separately managed accounts running the same engine, calibrated to sit alongside what you already hold and add a return stream with low correlation to traditional equity and fixed-income exposures.

Proprietary Trading

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.

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

Separately Managed Accounts

A Diversifying Sleeve,Calibrated to Your Book

The same systematic engine 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.

Advisory services provided through Sapphire Capital EAFI (CNMV 220).

MANDATE CONFIGURATION

Target Volatility12%
ConservativeAggressive
Net Exposure10%
Market NeutralDirectional
Max Drawdown Limit10%
StrictFlexible

Est. Sharpe

1.2

Target Beta

-0.1

Target Ret.

+18%

Calibrated to your mandate
0+

Years bridging academic research and live markets

0%

Skin in the game — same engine on our own book

Fully

Systematic, factor-driven, evidence-based

Iván Blanco, PhD

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