Marex provides short-term trading analytical platforms and traditional medium-term S&D models.
Covering 14 markets, the team employs a unique methodology developed with academics from leading research centres in mathematics, econometrics and finance.
The methodology dismisses the Efficient Market Hypothesis (EMH) to focus on identifying and quantifying mispricing between the market and its fundamentals and also looks for divergence forming between the price and the market bias indicator.
The algorithm is fed by data to allow for multiple variables in the price formation mechanism.
Marex’s analysts have meteorology and economics backgrounds. The team provides regular in-depth market insight reports via Marex’s Neon client portal.
Energy Risk Awards 2021 - Broker of the Year
Energy Risk Awards 2021 - Weather House of the Year
Energy Risk Asia Awards 2020 - Commodities Research House of the Year