The Indexing Studio

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

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90 / 90

Engine tests passing

< 5 ms

Backtest (10 stocks, 3yr)

0.00 bps

Calculation drift

WHT jurisdictions

0.9959

S&P 100 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.

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

47 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

Analytics

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

What-if & Export

Live weight sliders with instant recalculation · 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

90 / 90 tests pass

0.00 bps drift across 19 live indices

< 5 ms per backtest

10-stock 3-year NTR · 50-stock 5-year in 20 ms · pure in-memory engine

47 WHT jurisdictions

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

STOXX 50 replication

198 bps tracking error · 0.9938 correlation

S&P 100 replication

175 bps tracking error · 0.9959 correlation · 99 / 100 constituents

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.

Ready to see it?

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