Service · Reviews & Risk Analytics
An Independent Second Opinion
A quantitative review before you launch a strategy or allocate to a systematic manager, and a clear view of where the risk in a portfolio comes from. Written up for the people who decide.
What you get
- A written review of method, robustness and overfitting
- Backtest compared with what is achievable live
- Factor exposures, concentration and stress tests
- Conclusions in plain terms
What we review
STRATEGY REVIEWS
Before a launch: methodology, robustness, overfitting and how the backtest compares with what is achievable live.
MANAGER REVIEWS
Before an allocation: a quantitative second opinion on a systematic manager's process. An assessment of the method, not a recommendation to invest.
RISK ANALYTICS
Factor exposures, concentration and stress tests on a portfolio you already run, explained in plain terms.
CONFIDENTIAL
Your data and holdings are used only for the review, under a confidentiality agreement if you want one.
Every engagement is scoped and priced in writing before it starts, and Iván Blanco leads it personally. We do not manage client money, hold client assets or recommend specific investments: you run what we build, and the decisions stay with you. Prefer email? ivan@noaxcapital.com
Evaluating a strategy or a manager?
What you are looking at and what you need to decide, on the table in one call.