| Custom Index Tool | Activate Key Capabilities | Unlock Strategic Benefits |
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| Fixed Income |
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| Equities |
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ICE Custom Index Tool
A powerful way to prototype ideas and perform research.
The ICE Custom Index Tool offers robust, scalable, and integrated features for both equity and fixed income, empowering users to swiftly prototype, backtest, deploy, and operationally manage highly customized indices tailored to specific investment strategies.
Fixed Income & Data Services
Design and backtest ideas for fixed income and equity indices
Build Indices with varying degrees of complexity, from basic blends and filtering to custom segments, caps, target weights and currency blends.
With ICE Custom Index Tool, you can:
Build simple or complex indices - from basic blends and filtering to custom segments, caps, target weights and currency blends
Perform historical research, daily production tasks and overall index data tracking
Prototype and share custom indices for research
Custom Index Tool – Fixed Income
Build indices from basic blends and filters to highly custom segments, caps, targeted weights, and currency-adjusted strategies.
Custom Index Tool - Equities
Design proprietary equity indices—ranging from simple to complex—and blend them with fixed income, targeting both traditional benchmarks and tailored strategies.
Custom index tool — Fixed income
Full Spectrum Fixed Income Construction
- Build indices from basic blends and filters to highly custom segments, caps, targeted weights, and currency-adjusted strategies.
Cash Reinvestment & Absolute Flexibility
- Customizable cash handling from month-end reinvestment to daily rebalancing.
Holistic Backtesting & Production Tools
- Historical simulation, daily production runs, and ongoing index data tracking.
Robust Infrastructure for Complex Assets
- Handles large-scale bond datasets with automated quality checks and consistent daily calculations.
Fair Value Pricing Integration
- Uses ICE’s Fair Value pricing methodology to reduce tracking error.
ESG and Thematic Filtering
- Incorporates ESG/Climate criteria via third-party data to create sustainability or thematic bond indices.
Benefits
- Tailored Benchmarking for Portfolios Operational Efficiency
- Scalable Management of Complex Data- Reduced Tracking Error
- Integration of ESG Mandates
Custom index tool — Equities
Benefits
- Precision-Aligned Investment Strategies
- Enhanced R&D Efficiency
- Scalability & Self-Service
- Seamless Integration in Multi-Asset Strategies
Custom Index Building for Equities
- Users can design proprietary equity indices—ranging from simple to complex—and blend them with fixed income, targeting both traditional benchmarks and tailored strategies.
Extensive Customization Fields
- Access to thousands of data fields, empowering users to apply granular filters, thematic exposures (e.g., ESG, megatrend), and custom weighting rules.
Shared and Collaborative Prototyping
- Indices created can be shared across teams, facilitating collaboration and peer review
Rapid Equity Deployment
- Ability to stand up new custom equity indices within days—accelerating rollout from concept to execution
Comprehensive Analytics & Backtesting
- Includes tools for return, risk-return, duration, and other analytics, benchmarked against parent indices.
Custom Index Tool at a Glance
Custom Index Tool - On demand webinar
Learn about
- Index Construction: From basic blends and filters to advanced custom segments, caps, target weights, and currency blends.
- Backtesting Capabilities: Historical performance analysis of custom indices.
- Research & Production Support: Tools for both exploratory research and operational index management.
Related insights
Custom indexing: a powerful way to express unique investment ideas
The application of custom indices is expanding beyond research and analysis, allowing users to address specific investment goals.
Disrupting the index sector with a stronghold in customization
Varun Pawar outlines ICE’s approach as published in ETF Stream.