Marex Research provides short-term trading analytical platforms and traditional medium-term S&D models. Both platforms are qualified as investment advice under the MiFID II legal framework.
Covering 21 markets, the team employs a unique methodology developed with academics from leading research centres in mathematics, econometrics, physics, 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 research analysts have backgrounds in meteorology, physics, economics, engineering, geology, and data science. The team is in contact with clients on a regular basis through personalised market outlook presentations and industry conference papers.
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
Winner of CEMA’s Best Academic Paper Award 2018
Ranked by SSRN as Top 10% of Authors by Most Popular Publications 2020
