Quantitative evidence for investment professionals

The record behind the decision.

Marnello produces the quantitative evidence that investment advisers and family offices need to document decisions: factor exposure decomposition, manager attribution, and statistical substantiation, each delivered with its methodology and a published validation record.

See the products Sample reports Validation record

Founding-customer conversations open now, ahead of commercial launch

The questions these reports answer

"Are your portfolio's tilts intentional?"

Factor exposure decomposition

Momentum, low volatility, size, and reversal loadings on the submitted holdings, with the construction methodology attached.

Professional

"Is this manager earning their fee?"

Manager Attribution Report

Return decomposition separating factor beta from residual alpha, with the estimation window, standard-error treatment and a 95% confidence interval on annualized alpha stated on the page. A measurement, not a verdict.

Professional

"Can you substantiate that claim?"

Substantiation File

The statistical record connecting a stated capability or performance claim to measured outcomes: methodology, data, computation, results and stated limitations.

Standalone · Enterprise

"Why did you rebalance then?"

Regime and dispersion context

Volatility regime, cross-sectional dispersion, and correlation structure at the decision date, with historical analogues.

Core

"Has diversification changed?"

Correlation structure

Sector and asset-class correlation matrices and how they moved over the period.

Core

Every output is descriptive.

The buyer has already decided. Marnello measures and documents the basis. No ratings, no targets, no opinion on advisability.

Product boundaries →

Point-in-time discipline

The standard: what was knowable on the day.

Look-ahead bias is testing against data that did not exist on the decision date. Why a backtest on today's index is not evidence.

Point-in-time data is as-reported values with their original publication timestamps, index membership as it stood on each date, and every computation constrained to what was knowable on the decision date. What the sample issues use instead is set out row by row. Validation record →

Who it is for

Firms that must justify decisions to someone else, and have no quant desk.

Registered investment advisers, $100M–$1B

An examination request, a marketing claim under compliance review, or a client asking why performance lagged: each needs a dated measurement with the method attached.

Core · Professional

Family offices

Manager selection and oversight. Whether an active fee is buying alpha or factor beta, answered in a form that is defensible to a principal.

Professional · Enterprise

Independent research providers

Quantitative infrastructure for firms selling to institutions, without building it: custom model licensing and, after launch, API access.

Enterprise · Custom

Sample issues and the Monthly Quantitative Note

A 4-page abbreviation of the Core Quantitative Market Review, published free.

Factor performance, dispersion, volatility regime, and correlation structure each month. Next issue: 2 November 2026.

Enter your firm email to open the sample issues. The Monthly Quantitative Note follows each month; unsubscribe any time.

Firm addresses only. The address is used to send the Note and to reply to enquiries, and for nothing else. Privacy.

The record behind the decision.

Factor exposure decomposition

Manager Attribution Report

Substantiation File

Regime and dispersion context

Correlation structure

Every output is descriptive.

Four documents, generated by the research engine.

Core Quantitative Market Review

Portfolio Evidence Report

Monthly Quantitative Note