| 摘要 |
An embodiment of a computer-implemented method of generating a financial index includes storing in a computer memory a regional weight for each of one or more regions, and, for each of the regions, a category weight for each of one or more categories of financial instruments issued from the region. At least one of the regional weights does not reflect a market capitalization of the respective region and may be based on, e.g., a gross domestic product for the region. The method also includes programmatically selecting one or more constituent financial instruments for the categories of financial instruments issued from the regions. In some implementations, the constituents do not include equity instruments. The method also includes programmatically calculating, for the categories and regions, subindices based at least in part on the constituent financial instruments, and determining the financial index based at least in part on the subindices, the category weights, and the regional weights. |
