FAST AUTOMATED INDEX MANAGEMENT |
10 years of backtesting in 10 minutes or less. Try our FREE trial to get started in minutes. |
INDEX DESIGN SERVICES (PRE-PRODUCTION SERVICES) |
Index Design Services is one of our core strengths, where we take a seed idea and after a focused collaborative process turn it into an Index Methodology Document. |
From a seed idea to an index production, it usually takes about 3-4 weeks depending on the Index complexity. |
While new indexes can be set up based on a client's existing concept, they're often the result of a client coming to us with a rough idea or are based on a concept jointly developed with our client – a highly flexible approach. |
Once we have finalized on a concept, we develop 3-4 precise variants of it. Then using our highly automated back-testing module each of those ideas are validated with market data going back between 10 and 30 years. |
The performance of each of the variants are then benchmarked against known standards for risk, returns, volatility etc. and only after a thorough evaluation the ideal variant is selected in conjunction with the client for production. |
FINAL DELIVERABLES |
Daily Index value and total returns for the entire back-testing period |
A regulatory (e.g. SEC) compliant methodology document for the Index |
A starter Factsheet for sales and marketing purposes |
Historical Performance Benchmarking against 1 or 2 named benchmarks |
Summary of any data/model corrections made to ensure desirable Index behaviour – e.g. low beta, reduced churn |
Automated Back-Testing |
In addition to our extensive capital markets experience, our fully automated back-testing tool is the key differentiator - providing 10-100x efficiency & performance jumps by back-testing a variant of an idea in a few minutes, which usually used to take weeks. Thus, enabling our customers to validate several permutations & combinations of the different variants to come up with the ideal Index that best reflects their concept and meets their performance goals. |
ASSET CLASSES |
We provide exposure to virtually everything that can be done with equities and fixed income over different asset classes including derivatives, commodities, currencies, interest rates, alternatives, and multi-asset indices. |
Indexes can also be developed to provide exposure to certain thematic strategies, like: |
SMART BETA INDEXES: |
Alternative Weighting methods that improve returns significantly |
Caps on sectors weights and constituents’ weights |
Weighting factors determined using Artificial Intelligence – boost in returns |
REGIONAL BENCHMARK INDEXES: |
Diversified regional indexes for APAC, South East Asia, Eastern & Western Europe |
Sector and size indexes for regions |
Use of Smart Beta weighting mechanism to improve returns |
THEMATIC INDEXES: |
Customized themes – combination of geography, financial performance, sector, sustainability, etc. |
New themes like combination of short and long-term performance |