The Indexing Studio

Institutional-grade index calculation for asset managers and ETF issuers.

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163 / 163

Engine tests passing

520 ms

Backtest (466 stocks, 4.5yr)

5 / 5

Benchmarks verified

WHT jurisdictions

0.9991

S&P 500 correlation

Index Designer

AI-assisted methodology design. Define universe, weighting, rebalancing rules. Run instant backtests across NTR, PR, and GTR variants.

Daily Operations

EOD calculation, corporate actions, and rebalancing — all automatic. A 6-check data quality firewall blocks bad data before it reaches the index, and a CA inbox queues every dividend, split, and spinoff for structured review.

Analytics & Reports

Performance attribution, correlation matrix, drawdown decomposition, what-if weight modelling, UCITS compliance checks. Excel export on every tab.

SignalNEW

AI-powered thematic screener. Score every constituent against your theme using embedding similarity and LLM judgment, with BICS-based revenue exposure as an additional signal once sector classification data is connected. One Basket Purity number tells you if your index is doing what it says.

Weight OptimizerNEW

Auto-suggest constituent weights in the Designer or against a live index in What-If. Minimum volatility, minimum tracking error to a benchmark, or inverse-volatility risk parity — a real projected-gradient solver, not a heuristic.

BackcastNEW

Recompute what a Market Cap-weighted index’s constituent weights actually would have been on any past date — using the real share count reported as of that date (SEC EDGAR filings) and the real trading price that day, not today’s numbers applied retroactively.

New — Thematic Intelligence

Signal

Your index is only as good as its thematic alignment. Signal scores every constituent against your theme description — and gives you one number that tells you if your basket is actually doing what it says.

Basket Purity

Weighted-average thematic alignment across all live constituents. Monitor it over time — drift alerts flag names to review before the next reconstitution.

Embedding Similarity

Semantic vector cosine between theme description and company profile — catches thematic relevance that BICS codes miss

BICS Revenue Exposure

ICE Reference Data – Sector Classifications scores per company — what % of revenue comes from thematically-relevant segments. Requires an ICE data connection (not yet live); scoring runs on embedding + LLM judgment alone until then.

LLM Judgment

An LLM scores each company against the theme description for nuanced relevance that embeddings alone can miss

Purity Tiers

Once revenue exposure data is connected, every candidate classifies as Pure-Play, Diversified, Minor, or Unclassified — know how concentrated your thematic bet really is

Liquidity Screening

Minimum market cap and average daily volume thresholds enforced automatically — institutional investability, not just relevance

Score History

Every candidate's Signal score tracked across its last 20 runs — see the trend, not just today's snapshot

Drift Detection

Automatic alerting when a constituent's Signal score drops between scoring runs — surfaces names to remove before reconstitution

From methodology to market

The full lifecycle, handled.

Design

Define universe, weighting scheme, rebalancing frequency, and return type. The AI-assisted designer asks the right methodology questions before you backtest.

Backtest

Run full historical simulation — NTR, PR, or GTR. See performance, attribution, drawdown, and constituent history across any date range.

Publish

Flip the index live. From this point, levels are official. The calculation engine runs every market close, applying corporate actions automatically.

Operate

Data quality firewall, CA inbox with acknowledge/exception workflow, publication SLA tracking. Every check logged; operations team has one view for everything.

Everything an index needs to go to market.

Built for the full lifecycle — not just the calculation.

Return types

Net Total Return (NTR), Price Return (PR), Gross Total Return (GTR)

Methodology

Chain-linked Laspeyres with divisor continuity across rebalancings

Corporate actions

Splits, reverse splits, special dividends, rights issues, spin-offs

Withholding tax

48 jurisdictions using MSCI statutory rates, per-dividend application

FX normalisation

ECB reference rates via Frankfurter API, 30+ currency pairs, cross-rates derived

UCITS compliance

Art. 52 diversification and Art. 53 concentration checks — live and at design time

Rebalancing

Set the schedule once — engine fires automatically. Pro-forma preview, Art.53 check, turnover tracking, divisor continuity guaranteed

Index Designer

AI-assisted agent — fetches missing price data automatically, backtest runs in seconds

Signal

AI thematic screener — embedding similarity, LLM scoring, liquidity screening, score history, Basket Purity monitoring, drift alerts; BICS revenue exposure & Purity Tiers activate once sector classification data is connected

Analytics

Correlation matrix, drawdown decomposition, attribution, benchmark TE/IR/alpha/beta

What-if & Export

Live weight sliders with instant recalculation · Weight Optimizer suggestions (min-vol, min-tracking-error, risk parity) · Excel export on every analytics tab

Roles

Admin · Editor · Viewer — invite your team and your index committee

Calculation engine you can stake your name on.

Built to MSCI and STOXX methodology standards. Every figure independently verifiable.

Chain-linked Laspeyres

Divisor-based NTR · PR · GTR with forward-fill

163 / 163 tests pass

Continuously validated against official benchmark indices

520 ms per backtest

466-stock S&P 500, 4.5-year, 6,554 dividend events · 5-ticker multi-currency in 22 ms · pure in-memory engine

48 WHT jurisdictions

MSCI statutory rates — US 30% · DE 26.375% · CH 35%

STOXX 50 replication

126 bps tracking error · 0.9974 correlation · free-float + 10% cap methodology

S&P 100 replication

92 bps tracking error · 0.9989 correlation · 99 / 100 constituents

S&P 500 replication

82 bps tracking error · 0.9991 correlation · 467 / 485 constituents

NTR + WHT + FX benchmark

106 bps tracking error · 0.9983 correlation vs official ^SP500TR · WHT drag + FX round-trip validated

Nasdaq-100 replication

163 bps tracking error · 0.9978 correlation · real two-stage capping methodology

Asset managers

Structuring ETF indices that need a credible, auditable calculation agent.

Index committees

Reviewing live methodology and constituent data in real time, from any device.

Operations teams

Running daily EOD, monitoring data quality, and managing corporate actions.

Invite only.

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