Marex Launches First Institutional QIS Indices For Bitcoin And Ethereum

Marex Group has launched what it describes as the first Institutional Quantitative Investment Strategies indices focused on digital assets, introducing a new family of Marex Crypto Volatility Carry Indices.

The initial offering includes two indices, one focused on Bitcoin and the other on Ethereum. The strategies are designed to systematically capture the risk premium between implied and realized volatility using a rules-based investment approach.

The launch expands Marex’s Institutional QIS platform into digital assets and supports the firm’s strategy of connecting traditional financial markets with crypto markets. Marex plans to apply its quantitative research, structuring, trading, and market access capabilities to digital asset risk premia that could appeal to both traditional institutional investors and crypto-native market participants.

For the new Crypto Volatility Carry Indices, Marex will use listed options and perpetual futures on Bitcoin and Ethereum available through Coinbase. Marex selected Coinbase for its institutional infrastructure, liquidity, and ability to support risk management for the indices on a 24/7 basis.

MSCI, through Compass Financial Technologies, has been selected as the independent index calculation agent and index administrator. The arrangement is intended to provide independent calculation, publication, and administration of the indices within a regulated benchmark framework.