Marnello LLC is a quantitative research firm based in Los Angeles County, California. The thesis is simple: a small firm with a low fixed cost base can profitably produce institutional-grade quantitative evidence for the professional buyers priced out of enterprise research platforms.
Manager · Commercial strategy, client relationships, product approval
M.A. Statistics, Columbia University. B.S. Applied Mathematics and Statistics, UCLA. Prior quantitative research and strategy roles in index applications, systematic strategies, and equity trading, including ARMA-GARCH volatility modeling, Kalman-filter hedging, and cointegration-based pair research. Founder and principal of a direct-to-consumer business since 2018.
Financial Quantitative Analyst · Factor construction, validation, data infrastructure
The research function is staffed from financial engineering, quantitative finance, and statistics programmes. The role requires formal training in econometrics and statistical inference: Fama-MacBeth validation, out-of-sample discipline, and point-in-time data integrity are not skills acquired on the job. All models are approved by the Manager before release. Staff biography will be published at commercial launch.
Measures and describes the characteristics of a portfolio, a factor, or a manager's return series.
"Your portfolio has a momentum loading of 0.34."
Opine on the value or advisability of securities, or on what any investor ought to hold.
"You should reduce your momentum exposure."
| Boundary | Structural implementation |
|---|---|
| No recommendations | No deliverable contains ratings, price targets, position recommendations, or an opinion on advisability |
| No suitability opinion | No product accepts risk tolerance, objectives, time horizon, or financial circumstances as an input. Holdings are a data set to be measured, never a profile to be advised on |
| No discretion | No client assets held, no trading authority for any person. API access is read-only |
| No solicitation | No marketing material references specific securities as opportunities |
| No performance-based fees | All revenue is fixed subscription, fixed file fee, fixed licence fee, or fixed project fee |
| No holding out | All materials describe a quantitative research firm; standard disclosure on every deliverable |
We are holding structured 30-minute conversations with advisers and family offices ahead of launch to confirm deliverable formats and pricing. Participants receive the inaugural Quantitative Note and priority access to the paid pilot.
Schedule a 30-minute conversation [email protected]
Marnello LLC · Los Angeles County, California · (626) 321-3468