Index Design

Do you have a specific need for an index or benchmark to define a particular risk premia? MSR Indices specializes in converting “active” trading styles into “passive” indices. We create a fixed set of rules (expressed as an algorithm) that will engage in the active trading style in a manner that is easy to implement so that users can create “passive” exposure to the desired risk premia. We are also experts in designing indices that use futures contracts as their constituents. We can design indices for current index publishers (for example we recently collaborated in the development of the S&P family of Risk Parity Indices), institutional investors, or asset/wealth managers. If you have a difficult challenge in designing an index, we are here to help.

Index Administration

We are well versed in the IOSCO Principles and ESMA regulations and stand ready to act as your independent Index Administrator. Whether you are a European institution subject to these rules or a U.S. institution that sees the value in an independent administrator, we specialize in futures based indices and can provide full administrative services.

Index Calculation

Just looking for a calculation agent for your existing index? We are here to help. As already mentioned above, we specialize in indices that have futures contracts as constituents, but we stand ready to take on any potential project – especially the calculation of liquid alternative indices.

Index Implementation

MSR Investments, LLC, our sister company, is a registered Commodity Trading Advisor and stands ready to provide trade execution services for the implementation of any futures based index*. We believe we can provide particularly superior execution services for indices that we design ourselves – which includes the S&P family of Risk Parity Indices.

*In most cases we will not act as both calculation agent and execution agent.