About FMRA

Futures Markets Research Associates Pty Ltd (FMRA), Melbourne, Australia, is a team of professional economists which focuses on quantitative research, product development and education in futures markets.

All members of the team are Ph D trained in economics/finance or econometrics from major universities, and collectively they have more than 70 years experience in the analysis of futures markets. Their research and consulting experience covers futures markets in U.S.A., U.K., Asia and Australia, and includes markets for agricultural commodities, metals, livestock, energy, currencies and other financial futures markets.  

Previous work by members of FMRA includes consulting to international organizations, feasibility studies for new futures exchanges/contracts, design and delivery of futures education programs, and modeling and forecasting prices and volatility in spot and futures markets.

 Capabilities of FMRA

• Programming in C++, VBA, and SQL;
• Software: estimation with R, GAUSS, Matlab, Ox, and EViews;
• Modeling and forecasting spot and futures prices (including estimation of expected prices);
• Modeling and forecasting volatility;
• Data base management with HFT;
• Design and delivery of short courses on futures markets;
• Feasibility studies for new futures contracts/exchanges;
• Commissioned research on futures markets, and preparation of reports in English, Chinese and Turkish.