Table of contents
Index Products • Product Framework • Core Index • Overview • Variants • Summary • Sector Index • Overview • Library • TTA Related Indices • Strategy Index • Low-Volatility Index • Custom Strategy Index • Asset Eligibility • Selection Criteria • Eligibility Framework • Product Comparison Matrix • Benchmarks • Benchmark Construction • Benchmark Index Comparison
• Index Methodology Rulebook • Methodology Overview • Methodology Construction • Prospectus Framework • Asset Selection Filters • General Exclusion Criteria • Discretionary Exclusion • TTI Exclusion Criteria • Free-Float & Liquidity Filters • Special Screens • Index Maintenance & Weighting • Weighting & Cap Rules • Rebalancing Schedule • Annual Reconstitution • Adaptive Rebalancing • Rule-Based Criteria • Quantitative Drivers • Reference Methodologies
Risk Management Framework • Risk Overview
• Execution & Pricing Risk • Market Risk • Liquidity Risk • Slippage Modeling • Settlement Risk
• Infrastructure Risk • Smart-Contract Risk • Stablecoin Risk (USDC) • Index Construction Risk
• Quantitative Risk • Market Risk Metrics • Value at Risk (VaR) • Analytics Calculation
• Governance & Overshight • Governance Risk • Regulatory & Compliance Risk • Audit & Oversight Structure • Reputational Risk
• Crisis Management • Stress Testing Framework • Communication Playbook • Fund Closure & Emergency Protocols
DEVELOPERS
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