Market Analytics

The Market Analytics team at Marex Spectron provides a unique and innovative quantitative approach to the analysis of the financial trading of global commodities.

 

Marex Spectron Market Analytics is an acknowledged innovator in big data and machine learning within commodity derivatives having developed Nanolytics®, our industry-leading analytics tool, in 2012.  Nanolytics® was a response to the challenges faced by the commodities industry and enabled through the  developments in technology and access to data.

Through our exchange memberships, we have access to billions of data points, covering multiple futures and options markets. By means of proprietary algorithms this data is processed in multiple ways to generate unique insights. 

The quantity of data flowing through the financial markets is vast and constantly increasing.  Marex Spectron’s operational processes have been capturing, processing and structuring this data continuously since early 2012. This requires a significant and robust operational footprint.  

Nanolytics captures all of this data for multiple exchange groupings including NYMEX futures, NYMEX Options, ICE Europe, ICE US, CBOT, CME Financials, CME Commodities, COMEX, LME, EUREX, LIFFE, SHFE

Over the past five years, the Market Analytics team has developed Nanolytics® risk management tools to help clients manage risk around their fundamental views.  Nanolytics® algorithms streamline the vast amount of exchange traded commodity data, to provide readily-accessible quantitative measures of the underlying liquidity profiles of each derivatives market.  Every exchange message, order and transaction is aggregated and evaluated to generate a real-time measure of underlying supply and demand. 

The analysis uses the highest level of data granularity and represents proprietary insights in the form of aggregated metrics. This provides clients with clarity on markets instead of the maelstrom of fragmented activity that they were previously presented with. The value is derived not only from the scale of the architecture, but also the techniques used to extract singular insight from many millions of individually irrelevant data points.

 

 

The team were awarded Commodity Research House of Year in the 2014 Energy Risk Awards for “developing unique and innovative analytics products,” (Mark Pengelly, Editor - Energy Risk).

Click on link to see the Base Metals: Bull Market white paper by the Market Analytics team (3 May 2017).