Over the coming weeks, we will start publishing a series of posts about what we are building, why we are building it, and what we have learned along the way.
Some posts will focus on the deeper technological and conceptual questions behind index technology and self-service indexing: what it means to turn an investment idea into a governed methodology, how far no-code platforms can go, where AI can help, and why flexibility and transparency matter as much as speed.
Others will look at the methodology of strategy construction (and its many caveats): universe definition, filtering, selection, weighting, optimization, constraints, factor design, thematic exposure, rebalancing rules, corporate actions, and the many paths one can take when turning a research idea into an investable rulebook.
We will also publish shorter posts commenting on market moves, thematic or factor rotations, and examples of what can be built, compared, stress-tested or benchmarked with Folio in a few minutes.
These posts will reflect the practical lessons learned while building Folio and interacting with our clients: index providers, exchanges and asset managers.
Our goal is to contribute to a broader conversation: how the frontiers between passive and active investing are changing, and what the next generation of indexing infrastructure should look like.
We look forward to sharing more.