Marex has launched what it describes as the first institutional Quantitative Investment Strategy (QIS) indices focused on digital assets, introducing the Marex Crypto Volatility Carry Indices. The initiative is designed to provide institutional investors with systematic access to digital-asset risk premia through a familiar, rules-based investment structure.
The initial index family consists of two indices, one linked to Bitcoin and the other to Ethereum. The strategies seek to capture the risk premium between implied volatility and realised volatility using systematic investment rules rather than discretionary trading.
Marex is using listed options and perpetual futures on Bitcoin and Ethereum through Coinbase to implement the strategies. The exchange was selected for its institutional infrastructure, liquidity and ability to support continuous 24/7 risk management of digital-asset positions.
The indices are being administered and calculated independently by MSCI through Compass Financial Technologies, adding independent benchmark calculation and administration to the framework.
The launch is part of Marex’s broader institutional QIS platform, which covers digital assets, commodities, equities and other asset classes. QIS strategies allow investors to obtain systematic exposure to particular market themes or risk premia without directly trading the underlying instruments.
The development highlights the increasing integration of digital assets with institutional investment infrastructure, while also bringing quantitative risk-premium strategies into an asset class traditionally associated with high volatility and evolving market structures.
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