| Custom Index Tool | Activate Key Capabilities | Unlock Strategic Benefits |
|---|---|---|
| Fixed Income |
|
|
| Equities |
|
|
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 indices and fixed income indices, empowering users to swiftly prototype, backtest, deploy and operationally manager highly customized indices for their specific investment strategies.
Fixed Income & Data Services
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
Benefits for equities
- Precision-Aligned Investment Strategies
- Enhanced R&D Efficiency
- Scalability & Self-Service
- Seamless Integration for Prototyping Multi-Asset Strategies
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
- 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
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.