Built for index providers & the asset managers of tomorrow

A technology you can place at the core of your activity

Index providers and asset managers can use MCFT Folio ® in three complementary modes:

• Index design studio for research & product development: rapid prototyping, backtesting, and methodology iteration at scale.
• White-label self-service indexing for clients: a branded environment where clients can explore universes, build baskets, and configure indices, while you retain control over validation and launch.
• Live calculation engine, optional: production-grade index calculation workflows, aligned with your data conventions and operational policies (regarding corporate actions, discretionary intervention, etc.).

A truly integrated index factory

Everything needed to design, validate, and scale index methodologies

• Data exploration & advanced screening. Explore eligible universes, run institutional-grade filters, build and manage baskets / lists, and iterate quickly, without fragmented tooling.
• Methodology configuration at any level of sophistication. Design indices ranging from core building blocks to advanced rule sets (constraints, buffers, optimized constructions, multi-sleeve structures, long/short variants where relevant). Start from templates or build from scratch.
• Fast backtesting with professional analytics. Run robust backtests and compare variants with deep diagnostics, including performance and volatility analytics and regression-style insights across factors, sectors, geographies, and thematics.
• Index-grade outputs. Generate consistent, benchmark-ready deliverables: constituents and weights history, live-ready configuration, and documentation-ready methodology artifacts.

Anything rule-based

An open, ultra-flexible framework designed to be truly exhaustive

• One ambition: to express and implement virtually any index methodology, from the most straightforward building blocks to highly sophisticated rule sets with complex constraints: core, thematic, factor-based, smart beta, with optimization, with overlays, long/short, etc.
• In Folio’s modular architecture, methodologies are assembled, like a Lego, from clear, composable components : universe definitions, screens, ranks, buffers, weighting schemes, constraints, schedules, overlays.
• Exotic filters or methodology components can quickly be added on-demand if a client idea requires something beyond our near-comprehensive library.

AI assistance that accelerates

Without hiding the rules

MCFT Folio ®’s AI copilot is designed to speed up the workflow, not to replace governance.

It helps teams:

• Translate a concept into explicit, reviewable methodology components.
• Propose variants and constraints to explore trade-offs.
• Discover new thematic, map them to listed equities, and uncover novel relationships across geographies, sectors, and style factors
• Accelerate documentation and explanation, while keeping the underlying rules transparent.

MCFT proprietary datasets and building blocks included

In addition to integrating your internal datasets, Folio ships with MCFT proprietary data

• MCFT thematic classifications. A next-generation thematic mapping of 130+ themes and 850+ sub-themes, built with modern AI methods covering 45,000+ companies, and maintained with regular updates to reflect evolving narratives and market realities.
• MCFT proprietary fundamental & market ratios. A library of 200+ proprietary metrics and ratios derived from accounting and market data, designed with a practitioner’s factor-investing mindset, with robust treatment of outliers and optional normalizations.
• Pre-configured MCFT indices. Hundreds of ready-to-use, daily-calculated configurations across the whole strategy spectrum. Use any of them as a baseline template to customize infinitely or leverage the broader library for market monitoring and benchmarking.

Enterprise deployment & data integration

Dedicated environments, strict segregation, and seamless connectivity

MCFT Folio ® can be deployed in a dedicated single-tenant environment, either:

• Hosted by MCFT on a segregated server.
• Deployed on-prem / in your own infrastructure.

MCFT Folio is open by design: your internal datasets can be plugged in seamlessly, including reference data, identifiers, prices, corporate actions, fundamentals, proprietary universes, and internal scores or signals.

This enables MCFT Folio to operate as if native to your ecosystem.