Indexing the Unindexable.
We translate complex investment theses into audited, market-ready indices in a single day. Real-time data, daily intelligence, and systematic execution built for the ETF era.
Powering indices for
Unlike others, we actually care about your portfolio.
We track what moves your holdings in real time across indices and their underlying constituents.
View all eventsOperational Advantage
Built for index engineering at speed.
A mission-critical stack for asset managers who need differentiated exposure with full operational control.
Outcome-Aligned Partnerships
Proven delivery for Korea's leading asset managers. We align incentives with measurable fund outcomes, not just index publication.
Intelligence-First Engineering
LLM-powered index construction turns investment theses into auditable, operational strategies with transparent decision trails.
Pure Market Exposure
No style drift and no unintended bets. We isolate the exposure you want and automate the precision you need.
Launch Velocity
Concept to feasibility in a single day. Full index suites ready in weeks with automated compliance workflows.
Technology Stack
Scalable systems for index excellence.
One platform for research, compliance, documentation, and real-time tracking. Built to operate at the speed of the ETF market.
Theme: U.S. Aerospace Tech Index
Client-defined rules encode pure-play exposure, hierarchy, and tie-break logic the way ETF issuers actually think.
The LLM interprets the hierarchy and tie-break rules to rank pure exposure across the value chain.
- 01Rocket LabUpstream
- 02FireflyUpstream
- 03AST MobileMidstream
- …—…
- 10HoneywellDownstream
- 01Joby AviationFAA Certified
- 02Archer AviationFAA Certified
- 03BETA TechnologiesIn Review
- …—…
- 10HEICOLegacy
- 11GE AerospaceLegacy
Methodology Examples
Complex ideas, productized and sale-ready.
We turn any index concept into a marketable product—engineered, explained, and positioned for sales. Every strategy is refined through 10+ rounds of tuning to maximize real-world launch success.
Protective Asset Allocation
Systematic downside control through dynamic allocation between risk assets and risk-free exposure.
Key Rules
- Volatility-based hedge ratio shifts between risk asset and T-bill exposure.
- Protection level resets on monthly reference dates.
- Allocations rounded to 5% steps, bounded 5-95%.
- Buffer rule triggers rebalancing only after threshold moves.
Protective Asset Allocation
Systematic downside control through dynamic allocation between risk assets and risk-free exposure.
Key Rules
- Volatility-based hedge ratio shifts between risk asset and T-bill exposure.
- Protection level resets on monthly reference dates.
- Allocations rounded to 5% steps, bounded 5-95%.
- Buffer rule triggers rebalancing only after threshold moves.
Shareholder Return High Dividend
Korea equity selection focused on shareholder return and financial quality screens.
Key Rules
- Liquidity and profitability screens with 3-year dividend consistency.
- Ranks by shareholder return yield (expected dividend + buyback rate).
- Excludes bottom-decile ROE and FCF-to-debt names.
- 8% weight cap and buffer rule to reduce turnover.
Weekly Covered Call Treasury Blend
Income-focused equity + rates mix using systematic call writing on Tesla.
Key Rules
- Weekly TSLA call overwrite with nearest expiry above spot.
- 50% coverage ratio on the equity sleeve.
- Daily 30/70 blend with Treasury total return index.
- KRW base with USD/KRW FX adjustment.
CTA (Managed Futures)
Systematic alternative beta from multi-asset futures with long/short signals and risk-targeted construction.
Key Rules
- Trend, carry, and spread trading signals (e.g., crack spread).
- Cross-asset futures coverage for diversified return sources.
- Target volatility and CVaR constraints for portfolio optimization.
- Rules-based allocation for consistent alternative beta exposure.
Field Operators
Special forces for your product.
Quants, engineers, and financial experts aligned on one mission: index excellence at scale.
Justin Gim
BACKGROUND
- •Former hedge fund manager
- •CMO of Qraft Technologies
EDUCATION
- •BBA, Yonsei University
Request a Build
From thesis to index in 24 hours.
Share your investment idea and receive a detailed feasibility analysis, prototype index, and operational roadmap within one day.
Direct line: akros@index.engineering
- Thesis intake and scope alignment
- Feasibility analysis within 24 hours
- Prototype index delivery and review
- Ongoing monitoring and daily ops