Marex has launched the first Institutional Quantitative Investment Strategies (QIS) indices on digital assets, with the introduction of its Marex Crypto Volatility Carry Indices. 

The indices form part of Marex’s growing Institutional QIS offering and reflect the firm’s broader focus on bridging traditional finance and digital assets. 

The first family comprises two indices, one focused on Bitcoin and the other on Ethereum. The strategies are designed to harvest the risk premium between implied and realised volatility through a systematic, rules-based approach. 

Walter Cegarra, Head of Institutional Solutions, Financial Products at Marex, said: 

“Working together with our Structuring, Quant and Trading teams, we have applied the same R&D and implementation rigor which defines Institutional QIS to the crypto asset class. This resulted in bringing a brand new and diversifying risk premia to the traditional institutional and the crypto native investor communities”. 

Bringing Institutional QIS to digital assets 

QIS have traditionally provided institutional investors with systematic access to risk premia across established asset classes. 

The Marex Crypto Volatility Carry Indices extend this framework to digital assets, bringing a new source of risk premia to both traditional institutional investors and crypto-native allocators. 

The strategies draw on Marex’s capabilities across structuring, quantitative research, trading and market access, with the wider Institutional QIS offering focused on areas where the business has specialist expertise. 

Institutional market infrastructure 

For the Crypto Volatility Carry Indices, Marex uses listed options and perpetual futures directly on Bitcoin and Ethereum available through Coinbase. 

Marex selected the exchange for its institutional-grade infrastructure, liquidity and ability to support risk management of the indices on a 24/7 basis. 

Liz Martin, Head of Coinbase Institutional at Coinbase, said: 

“We are very happy to be powering Marex’s innovative QIS offering and help bring QIS to crypto natives and digital assets to traditional institutional investors, through Marex as a counterparty.”  

Marex has also selected MSCI, through Compass Financial Technologies, as the independent index calculation agent and index administrator.Compass brings experience in implementing, calculating and publishing indices within a regulated framework, providing independent calculation support for the Marex Crypto Volatility Carry Indices. 

Guillaume Le Fur, Managing Director, Index, at MSCI, added: 

“Building on our long history in the QIS space and our previous work with Marex, we are proud to be bringing the rigour of a benchmark administrator to this innovative offering.” 

The indices form part of Marex’s wider Institutional QIS offering, focused on asset classes and risk premia where its market access and specialist capabilities can support the development of systematic investment strategies. 

Interested in exploring our Institutional QIS offering?  

Let’s talk. 

 

This communication is for information purposes only and does not constitute investment advice, an offer, or a solicitation to buy or sell any product. The indices referenced are not available to retail investors. Investing in products linked to the QIS indices carries risk, including risk of loss, depending on product’s structure. This is a marketing communication.

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