Algorithmic Index

To price and benchmark indices in an accurate and transparent manner, Thomson Reuters provides financial institutions with its first-to-market independent proprietary index valuation services. 

Transparent and Accurate Index Valuation

Featured as high alpha and low beta strategies and smart algorithms, proprietary indices have become very popular for investors. Thomson Reuters’ index pricing engine computes and incorporates these sophisticated trading rules and programs into its calculation platform in order to provide an overview on your indices and guarantee the highest level of transparency and accuracy. Our index calculation services are intended for investment banks, asset managers as well as hedge funds and other financial institutions.
 
Interface Characteristics

  • Unique combination of both OTC derivatives and indices market practice
  • Valuation on Bespoke indices based on all asset classes (Bonds, Credit, Commodity, Equity, FX, Index, Interest Rates, Inflation, Hybrids)
  • Full market data process management
  • Pricing expertise on non-observable underlyings
  • Independent replication of the algorithmic investment strategies

Key Benefits

  • Accurate indices computation
  • Completely transparent and tracable pricing process
  • Tailor-made valuation report outputs and information display
  • Flexible service delivery via incumbent XML, established data vendors and our public website
  • Adjustment of index rules in case of market disruption event
  • Dedicated team of valuation experts

Independent Calculation Agent

In addition, if you are a proprietary index issuer, we are your independent calculation agent for your indices.

For more information, contact us here