Index Management
What We Offer
Our expertise in index development allows us to contribute in a data-driven fashion at all stages of index creation. We propose end-to-end coverage in a comprehensive service package based on our client’s input. You can propose a methodology or simply give us a sketch of an idea and we’ll turn it into reality. Discover more at https://indexit.dxfeed.com/.
Index Calculation
Wide variety of data sources
We have vast amounts of real-time and historical data available, covering stocks, bonds, derivatives, currencies, commodities, and crypto.
Flexible calculation schedules and frequencies
We designed our solutions to be highly adaptive to every client’s needs. We support non-standard dissemination schedules and custom frequencies for specific applications such as market making.
Additional calculations tailored to exchanges’ needs
We collaborate closely with SEC-regulated exchanges, which allows us to provide additional services. These include final settlement calculations and administrative dashboards for data control.
Index Administration
Taking care of corporate actions
Our tracking solutions for corporate actions aim at the timely discovery, classification, and application of all corporate action classes affecting index calculation. Our operations team takes care of corporate actions based on preferred treatment as stipulated in the index methodology.
Reweighting and rebalancing procedures
We ensure the correctness of all maintenance procedures while taking into consideration all inputs or rules our clients provide. In this regard, our index administration process incorporates scheduled and irregular revisions of the index composition.
Quality monitoring and control
Our index operations team is equipped with monitoring tools to detect any issues, and report and resolve them quickly. We focus on protecting our clients from incorrect calculations based on rare market events, data outages, or data degradation.
Index Research and Development
Methodology
We have a dedicated research unit specializing in creating and developing index methodologies tailored to specific needs and ideas yet transparent for end customers and regulators.
Backtesting
Running historical analysis is essential to understand how well the index would represent the idea behind it. Using our historical data storage and backtesting solutions, we help our clients see more data and simultaneously try many possible implementations.
Our own index products
We’re both the administrators and creators of indices. Our quantitative and data-driven approach to research allows us to create unique views on modern markets.
Our clients
Leading financial institutions trust dxFeed with provision of real-time index calculation and complex analytical services:
Some of the biggest exchanges and trading firms trust our solutions for index management and backtesting:
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