| Custom Index Tool | Activate Key Capabilities | Unlock Strategic Benefits |
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| Fixed Income |
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| Equities |
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Design and backtest ideas for fixed income and equity indices
Prototype 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:
Prototype 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 backtesting
Prototype and request activation of custom indices
Custom Index Tool – Fixed Income
Prototype indices from basic blends and filters to highly custom segments, caps, targeted weights, and currency-adjusted strategies.
Custom Index Tool - Equities
Design equity indices — ranging from simple to complex — and blend them with fixed income, to prototype a multi-asset strategy.
Custom index tool — Fixed income
Full spectrum fixed income construction
Prototype 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 availability.
Robust infrastructure for complex assets
Handles large-scale bond datasets with programmed quality checks and consistent daily calculations.
Fair value pricing integration
Uses ICE’s Fair Value pricing methodology to help reduce tracking error.
ESG and thematic filtering
Incorporates ESG/Climate criteria via third-party data to create sustainability and thematic bond indices.
Benefits for fixed income
- Benchmarking for portfolios
- Operational efficiency
- Scalable management of complex data
- Climate-related benchmarks
Custom index tool — Equities
Custom index building for equities
Users can prototype equity indices—ranging from simple to complex—and blend them with fixed income, to prototype a multi-asset strategy.
Extensive customization fields
Access to thousands of data fields, enabling users to apply granular filters, thematic exposures (e.g., ESG, megatrend), and custom weighting rules.Shared and collaborative prototyping
Shared and collaborative prototyping
Indices requested to be externally activated can be accessed on third-party platforms
Rapid equity deployment
Ability to prototype new custom equity indices with an easy-to-use web-based solution
Comprehensive analytics & backtesting
Includes tools for return, risk-return and other analytics
Benefits for equities
- Precision-Aligned Investment Strategies
- Enhanced R&D Efficiency
- Scalability & Self-Service
- Seamless Integration for Prototyping Multi-Asset Strategies
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.