Index Research

Jun 6, 2023

Seeing through the size ‘mirage’ in US Equities

We examine two distinct methods of size segmentation in the US market: a count-based approach (applying a rigid stock count such as 1000 and 2000 stocks) and an adaptive cumulative market approach based on percentage allocation.
FT Wilshire 5000
Mar 31, 2023

Sector Taxonomies For Digital Assets: Correlation Structures, Diversification Benefits and Quality Assessment

It is not uncommon to see homogeneous groups of assets in traditional finance used for portfolio risk management, relative valuation and risk attribution, amongst other applications.
Digital Assets
Mar 28, 2023

Did traditional style indexes create a false narrative for factor analysis in 2022?

Was the rotation from Growth to Value in 2022 as significant as it seemed? Not if viewed through the prism of ‘Pure Factors’
Pure Factors
Feb 6, 2023

Accessing Global Markets with precision: Introduction to the FT Wilshire Global Equity Market Series

A global equity index can serve as the benchmark for ETFs, index funds or structured products, and also supplies reference points for global asset allocation and rich information for measuring the global economy.
FT Wilshire GEMS
Aug 31, 2022

Case Study: The origins of the Digital Asset Taxonomy System (DATS)

Doug Schwenk, CEO of DAR, discusses why there was (and still is) a pressing need for a Digital Asset Taxonomy System and the approach that was taken to ensure that it was robust enough for institutional investors and the investment industry
Digital Assets
Aug 26, 2022

Capture Value and Growth Styles with precision

Value and Growth are important style segments that investors use to navigate the US market. The new FT Wilshire US Growth and Value Index Series addresses the robustness and transparency issues of legacy indexes.
Aug 24, 2022

Case Study: A comprehensive, well-structured sector taxonomy for digital assets

In this case study Kyle Downey, CEO of Cloudwall, explains why he required a digital asset taxonomy system and why he chose to implement DATS into Serenity.
Digital Assets