Governance and controls

Methodology ownership and sign-off

The E&R™ methodology and all strategy specifications are the intellectual property of AlphaBlock Technologies Inc. Accountability for the methodology and each specification rests with the Founder & CEO as methodology owner; accountability for its implementation in code rests with the CTO. No specification changes without the methodology owner’s sign-off, no code change reaches production without the CTO’s, and no strategy is released to a licensee until both have signed the specification and the implementation has reproduced it.

Specifications state the universe, eligibility screens, the state classification (Rich · Rest · Poor, or Rich · Poor), the probability-weighting rule, constraints, the rebalance calendar and the benchmark. A specification is a controlled document with a version number and date.

Rulebook

Each published E&R Index has a rulebook: constituent eligibility, weighting, rebalance timing, corporate-action treatment, and the procedure for extraordinary events (suspensions, delistings, market closures). Licensed implementations inherit the rulebook of their parent index and record any mandate-specific deviation in an addendum.

Rulebooks are supplied to licensees and to any calculation agent. The Nasdaq RMIVG 20 (2014–2021) was calculated and published by Nasdaq under such a rulebook.

Rebalancing calendar

Published E&R Indexes rebalance once a year. Licensed implementations rebalance quarterly, on staggered dates set in each mandate’s specification. There is no intra-period discretionary trading by AlphaBlock; between rebalances weights drift with price.

Rebalance files are generated from a versioned build, delivered to the licensee ahead of the effective date, and retained with the build identifier so any rebalance can be reproduced.

Change control

A change to a methodology rule, a data source or an implementation is logged with its date, author, rationale and the strategies affected. Material changes carry a new specification version and are communicated to affected licensees before the next rebalance. Historical rebalances are never restated; a change applies from its effective date forward.

Changes that would alter a published figure on this site are recorded in the Disclosures change log.

Data sources and vendors

Equity prices and fundamentals are taken from licensed market-data vendors. Index values for the Nasdaq record are Nasdaq’s own. Live fund returns are those published by the regulated manager; India PMS figures are additionally tracked by PMS Bazaar. Daily fund NAVs for the allocation service come from the fund administrators’ published values.

Vendor data is checked at ingestion for gaps, stale prices and corporate-action consistency before any rebalance is generated. Vendor names and contract terms are disclosed to licensees under NDA.

Error correction

If an error is found in a rebalance file before its effective date, a corrected file is issued and the original withdrawn. If an error is found after the effective date, the licensee is notified in writing, the error and its effect are documented, and the correction is applied at the next scheduled rebalance unless the licensee requests otherwise. Errors are not corrected by restating history.

Errors affecting a figure published on this site are disclosed in the change log with the corrected figure.

Delivery, access and execution

Strategies are delivered as rebalance files and analytics over APIs. Access is read-only by default. Where execution is connected (Alpaca, Interactive Brokers), orders are released only after a person at the licensee approves; the AI layer has no path to a broker. AlphaBlock does not hold client assets or make investment decisions for any investor.

Audit and reproducibility

Every rebalance is reproducible from its versioned build and the vendor data of that date. A licensee may re-run any historical rebalance and obtain the same weights. Build identifiers, specifications, rebalance files and change logs are retained for the life of the licence and seven years thereafter.

Available under NDA

Strategy specifications and rulebooks · simulation and stress-test reports · vendor list · change log in full · partner records behind each live figure · architecture and security review material. Request through the Sandbox form or contact@alphablock.org.