Event Risk Indices
Bespoke indices derived from market-implied probabilities around real-world events.
Designed for institutional research and portfolio analysis.
Sample Index Visualization
Source: Belief Systems Index Data
What Is an Event Risk Index?
01
Raw Event Data
Event markets express implied probabilities around discrete outcomes.
02
Belief Methodology
We curate and weight markets to represent a specific event risk theme.
03
Index Data
The output is a transparent, interpretable time series for analysis.
Why Event Risk Matters
Structural Gap: Traditional portfolios lack direct exposure to political, regulatory, and policy outcomes.
Uncorrelated: Event-derived probabilities exhibit low correlation to equities, rates, and credit.
Continuously Updated: Expectations evolve as information changes, not on reporting cycles.
Institutional by Design
Belief Indices are constructed using documented, research-driven criteria. Each index is bespoke, with market selection and weighting determined to reflect a specific event risk theme.
- Bespoke index construction by theme
- Documented market selection and weighting approach
- Periodic re-evaluation and updates
- Governance and change-control framework
Institutional Access
Belief Indices are currently available as index data for institutional research and evaluation.
- Index data access
- Research and evaluation use cases
- Future institutional structures (TBD)