📪Rebalancing a basket index

Our system supports both systematically maintained indices, as well as "basket" indices which are maintained and rebalanced manually. This guide describes how you can schedule an index rebalance.

Step 1 - Navigate to "Team Indices"

The "Team Indices" page displays all current live and saved indices in your organization

From the Team Indices page, navigate to the index you want to rebalance, and click on "Index Events"

Step 2 - Click on "New Event"

The Index Tracker page allows you to see upcoming changes to the index, export data, and schedule new rebalance events for the index.

From the Index Tracker page, click on New Event to schedule a rebalance event for the index.

Step 3 - Configure Index Rebalance

The New Event page allows you to schedule a new index reconstitution or rebalance.

• The time selector allows you to select at which time the index event will be scheduled. In order to prevent any restatements of index values or overrides of existing events, ensure that the time you have selected is in the future.

• The time is based on the calculation timezone of the index, so if for example the calculation timezone of the index is US/Eastern, you can schedule an event at the US close at 16:00, which would be equivalent to 20:00 or 21:00 UTC.

• For a basket index, tick all of the following; "Reconstitution", "Rebalancing", "Override Constituents". This instructs the system to use the full weightings you have provided.

The index weightings can be inserted manually, or uploaded:

Upload Weighting File

You can upload a headless weighting file keyed by ticker symbols. Please refer to our documentation on symbol mapping to ensure the symbols match our system. Sample file format:

AAPL	0.25
MSFT	0.25
TSLA	0.5

• The file format must be .csv

• The file must not include any headers, the first row represents the first weighting record

• Tickers must match our symbol mapping

• Weights are provided in decimal format, i.e. 0.25 -> 25%

Manually Insert Weightings

Use the interface to search for symbols, and input the weights in decimal format.

Once the event is saved, it will automatically be triggered at the scheduled time. You can track the status of the index event on the "Index Tracker" page.