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ETF Indexing & Portfolio Construction…
We specialize in custom index design and ETF construction for issuers and advisors who want advanced, rules-based methodologies. Our research-driven process delivers transparent, durable indices and the ETFs built on them. We are the creators of the Expanded Portfolio Method, offering a broader, more flexible approach to portfolio construction.
Details Make Durable Portfolios
Great portfolios aren’t built on a single big idea—they’re built on hundreds of small, correct decisions. In portfolio construction, details aren’t decoration; they are risk management. The difference between a resilient index and a fragile one often comes down to how carefully you define, source, clean, and implement every step.
We take the time to sweat those details—because they compound.
How we focus on what matters:
Data integrity first. We scrub inputs for survivorship bias, stale prices, and corporate-action errors; we reconcile splits, spinoffs, mergers, and ticker changes so the history you rely on is actually trustworthy.
Transparent, rules-based methods. Eligibility, float adjustments, sector/industry mapping, and reconstitution logic are documented, version-controlled, and reproducible.
Investability & liquidity. We screen for depth, spreads, ADV, and market impact so portfolios are not only sound on paper but tradable in practice.
Rebalance discipline. Calendars, buffers, and turnover controls are tuned to reduce noise trading and slippage while honoring the strategy’s intent.
Cost and tax awareness. We model frictions realistically and design to minimize unnecessary churn.
Validation and monitoring. Out-of-sample checks, stress scenarios, factor exposure audits, and continuous oversight keep the portfolio aligned with its stated objective.
This meticulous approach underpins our research and our index design—including our Expanded Portfolio Method, which broadens traditional construction to capture more nuanced sources of risk and return while preserving clarity and control.
If you believe the small things aren’t small, you’re in the right place. Let’s build with precision.
Our WebSite(s): Built for Focus
We design our websites to get out of your way. Clean layouts, plain language, and straight-line navigation keep attention on what matters—the details. No clutter, no autoplay, no detours. Pages load fast, actions are obvious, and content is concise so you spend time deciding, not searching.
Principles we hold:
Simple: Minimal UI, predictable behavior.
Concise: Only the words and data you need.
Distraction-free: No visual noise, clear calls to action.
No Adds! Focusing on what Licensed Advisors need!
Fast & accessible: Lightweight code, high contrast, keyboard-friendly.
Top-anchored navigation: All menus live at the top, in one consistent place, so you always know where to go.
Embedded tools, when useful: Our software is integrated directly into the site where it adds value—so you can analyze, validate, and act without switching contexts.