MARNELLOQuantitative Research
Products and pricing

Evidence products from one research engine.

A single Substantiation File is the entry point. Three subscription tiers follow. Custom model licensing sits alongside Enterprise. Every product runs from the same engine: a factor library with a published validation record and documented construction rules.

Subscriptions and files are delivered from commercial launch; sample issues are available now. Sample issues run on publicly available daily prices (current index constituents, current share counts); from commercial launch, production deliverables use licensed point-in-time data. What changes →
Standalone · No subscription required

Substantiation File

$4,500 per file · delivered in 10 business days

For a stated capability or performance claim, Marnello produces the statistical record connecting the claim to measured outcomes: methodology, data sources, computation, results, and stated limitations.

  • 8–12 page file plus underlying computation output (CSV)
  • Fixed fee, no subscription commitment
  • Built for an examination request, a marketing approval, or a committee question with a date attached
  • Sections: Cover, scope and the claim as stated; Data and methodology; Measurement results; What the measurement does and does not establish; Reproduction record; Document details; Computation output (CSV, separate file)
Core
$450/month

Independent advisers, small research shops, corporate finance analysts

Core Quantitative Market Review, 12–16 pp (sample issue: 9 pp)

  • Factor performance: 1M / 3M / 12M decile spreads with regime commentary
  • Cross-sectional dispersion
  • Volatility regime with historical analogues
  • Sector and asset-class correlation structure
  • Screening output: top and bottom decile constituents per factor with underlying metric values
  • Methodology appendix and document details
  • Two-business-day email support from commercial launch
  • Sample issue: October 2026 review (PDF, 9 pp)
Professional
$1,250/month

RIAs $100M–$1B, family offices, boutique managers

Core, plus portfolio evidence

  • Portfolio Evidence Report, quarterly per portfolio (monthly on Enterprise), 8–12 pp (sample: 4 pp): factor exposure decomposition, systematic-versus-idiosyncratic variance attribution, concentration and correlation analysis, full methodology appendix. Descriptive only. Sample: PDF, 4 pp
  • Manager Attribution Report, annual, up to three managers, 6–10 pp: Market, size, value and momentum from the Kenneth R. French Data Library (Carhart four-factor), with the in-house decile spreads shown alongside as a cross-check; 36 to 60 monthly observations; Newey-West standard errors, lag 6. Annualized residual alpha with a 95% confidence interval. No verdict is expressed; an interval that straddles zero is reported as such.
  • Factor data feed (CSV / Parquet) across the full universe, monthly, at each score publication
  • Factor library validation record and cost sensitivity tables
  • Quarterly 45-minute briefing on library changes
Enterprise
$3,000/month

Mid-size RIAs, multi-family offices, corporate treasury, fintech platforms

Professional, plus

  • Up to four Substantiation Files per year included
  • Portfolio Evidence Reports monthly, unlimited portfolios
  • One custom model build per contract year, with specification and validation record

Planned additions, not included at the start of a subscription: Read-only REST API (factor scores, risk decomposition, screening output) and the extended universe (ADRs, additional ETF categories, factor variants). Both are added after commercial launch.

Terms. 12-month contracts, billed monthly in advance; upgrade any time, prorated. Automatic renewal at the anniversary unless either party gives 30 days' notice by email to research@marnello.co. A 30-day paid pilot is offered from commercial launch; it converts to a subscription unless cancelled by email by day 30. Onboarding includes a 45-minute methodology orientation. Full terms are set out in the service agreement.

Book a founding-customer conversation

Custom model licensing

Purpose-built quantitative models, delivered with their validation record.

When an analytical question exceeds the scope of a standard deliverable, it is scoped into a fixed-fee project. The client receives a non-exclusive perpetual licence to the output for internal use; Marnello retains methodology ownership. Scope and fee are agreed per engagement.

Scoping · 1–2 wks

Written specification: question, data requirements, success criteria, acceptance tests.

Construction · 4–8 wks

Development, parameter estimation, initial validation.

Validation · 2–3 wks

Out-of-sample, sensitivity, transaction cost, robustness.

Delivery · 1 wk

Specification, validation record, output data, walkthrough.

Support · 90 days

Clarification and minor recalibration.

Historical factor archive licence: annual licence, priced per engagement, offered once the archive has accumulated production history. The archive begins at the first production month and cannot be back-filled.