Silicon Data, the independent data and transparency layer for the compute economy, and Syntax Data, an institutional index provider and financial data and technology company, announced that Syntax has been appointed index calculation agent for Silicon Data’s benchmark index family covering GPU and AI infrastructure markets.

The appointment brings independent, third-party calculation to a set of benchmarks that increasingly serve as reference rates for a new asset class. Compute – the processing power required to train and run AI models – has historically traded through bilateral, opaque, and highly fragmented arrangements, with pricing that varies materially across providers, regions, hardware generations, and contract structures. Silicon Data’s rental indices, benchmarks, and forward curve have become the reference points that allow that exposure to be measured, priced, and, increasingly, hedged.

Originally posted on Business Wire​ on September 8, 2026. Read the full article here.

Impact Communications, a full-service marketing and PR agency exclusively serving wealthtech, financial services, and independent financial advisory firms, today announced that it has been named a finalist in both the 2026 Wealth Management Industry Awards (the “Wealthies”) and the 2026 ThinkAdvisor Luminaries Awards – two of the most prominent and respected awards programs in the wealth management industry.

In the Wealthies competition, Impact was named a finalist for Digital Campaign of the Year, while 9 current and former clients also received finalist nods – totaling 19 in all. In the Luminaries program, Impact earned finalist recognition in the Educational Programs category, while 12 current clients were also named finalists across 34 total categories.

Originally posted on Business Wire​ on August 28, 2026. Read the full article here.

​In this article from Syntax Data, Jodie Gunzberg discusses how portfolio construction often requires balancing two objectives that can appear in tension: maintaining meaningful exposure to equity markets while managing the risks associated with large drawdowns. Using market data from Syntax Data, she shows how risk-managed equity strategies have emerged in response to this challenge, offering investors tools to modify the behavior of equity allocations across different market environments.

Ultimately, the role of risk-managed equity strategies depends on the broader context of the portfolio in which they are used. Investors with fixed spending horizons may prioritize clearly defined outcomes over a specific period. Investors with open-ended horizons may focus more on how allocations behave across multiple market cycles. Exposure-managed approaches are designed to address the latter objective by adjusting equity participation as market conditions evolve. Rather than defining outcomes over a predetermined window, they focus on managing drawdown behavior and recovery dynamics over time.

Originally published by Syntax Data on August 5, 2026. Read the full article here.

In the modern wealth management landscape, the term "platform" is frequently misapplied to any software interface or digital dashboard. However, from a strategic business perspective, a platform is not a mere utility; it is a foundational system for growth. While a "tool" helps an advisor perform a specific task, a robust platform creates an ecosystem that systematizes complex processes, turning manual tasks into scalable enterprise activity. Syntax Direct achieves this by unifying three Syntax Data pillars into a single, integrated ecosystem: FIS® Classification Technology, an Institutional Index Engine, and Scalable Technology Platform.

Syntax Direct leverages Syntax’s wealth of experience in creating institutional-caliber indices. Syntax operates a robust index development and calculation infrastructure capable of managing the entire lifecycle of a financial product, from conceptual design and backtesting to live production. This includes Index Design, Development, Production, and Distribution, as well as Post-Launch Support. This process is underpinned by a security master covering over 20,000 global stocks across 25 years of data.

Technology and investment advice have become so integrated into direct indexing that they are now functionally inseparable. The work of financial advisors is evolving from periodic meetings and portfolio reviews to a more technology-based solution driven by continuously increasing levels of  customization. Syntax Direct leverages the firm’s software development expertise to deliver a practical, accessible solution that empowers advisors to deliver high-touch, personalized results at scale. This provides financial advisors with capabilities that, not long ago, were limited to institutional quant managers.

Originally published by Syntax Data on July 28, 2026. Read the full article here.

This paper from Syntax Data shows that after more than a decade of large-cap dominance, many advisor portfolios have become increasingly concentrated in a handful of mega-cap names. Small-cap stocks offer a potential counterbalance, as they are often priced at a meaningful valuation discount to large caps and provide exposure to a more domestically oriented segment of the U.S. equity market. For advisors looking to diversify away from technology-heavy market leadership, small caps are an increasingly relevant place to look.

Each factor answers a different question, and the three are deliberately complementary. Value favors companies trading at reasonable prices relative to book value, sales, and earnings. Quality emphasizes stable, profitable companies with lower leverage and consistent earnings. Price momentum leans the index toward names the market is already rewarding, helping the strategy participate in small-cap rallies rather than relying only on companies that look inexpensive.

Originally published by Syntax Data on June 24, 2026. Read the full article here.

​The lifecycle of many private, high-growth companies has shifted from the more typical "hand-off" between private and public markets to a "private-for-longer" model where companies are increasingly capturing vast appreciation while they remain private. This shift has created a dual-sided pressure: while companies stay private longer, institutional investors are running into allocation limits. Combined with a significant slowdown in the return of cash (distributions) due to the lack of IPO and strategic exits, managers are now pivoting towards retail investors to tap into an estimated $80 trillion pool of individual investor assets that have historically been under-allocated to private markets.

In this paper from Syntax Data, it shows that advisors are largely supportive of this shift. An Adams Street 2026 Advisor Outlook report showed that 89% of financial advisors surveyed expect private markets to outperform public ones long term, with 70% planning to increase client exposure. For advisors, this transition requires moving beyond simple access to actively educating clients on the nuances and structural differences of private assets.

Originally published by Syntax Data on May 27, 2026. Read the full article here.

Managing equity risk has become a central issue in portfolio construction. Many investors want to remain invested in equity markets while reducing the impact of drawdowns. In recent years, defined-outcome and buffer strategies have become a prominent response to this challenge.

This paper from Syntax Data shows how these approaches reshape the payoff profile of equities by defining gains and losses over a fixed outcome period, most commonly one year. Within that period, the strategy provides a predefined buffer against initial losses while limiting upside participation through an options-based structure.

​Originally published by Syntax Data on May 11, 2026. Read the blog post here. Read the full research paper here.

When financial advisors first encounter direct indexing, the most common question is also the most practical: how do I build something that looks like the broad market, but does it better? Quality and growth are the natural starting point. Quality companies (those with stable earnings, low leverage, and high profitability) have historically produced more consistent returns through the cycle. Growth companies, with strong earnings trajectories and reinvestment opportunities, have driven a disproportionate share of long-term equity returns. Combining the two creates an index that is recognizable to clients (large- cap, US, well-known names) while pursuing the kind of fundamental edge that justifies a custom portfolio over a passive ETF.

This case study from Syntax Data walks through how an advisor can use Syntax Direct to construct a Quality + Growth tilted large-cap index, examines the resulting portfolio, and presents the backtest performance against the broad large-cap benchmark.

Originally published by Syntax Data on May 11, 2026. Read the full case study here.

​Syntax Data, a financial data and technology provider offering data-optimized index solutions, announced a partnership with MSCI Inc. (NYSE: MSCI) to offer a range of MSCI indexes on the Syntax Direct platform: a forward-looking index development tool that revolutionizes the rapidly growing direct-to-index investment process.

As part of this strategic collaboration, MSCI will help Syntax expand into the independent RIA channel by helping financial advisers gain access to an expanded set of ADR index universes while also providing distribution support for the wealth management community. American Depositary Receipts (ADRs) allow advisers to gain exposure to a broad range of international equities using indexes designed to deliver diversification benefits using U.S.-listed securities – without leaving U.S. exchanges.​

Originally posted on Business Wire on March 31, 2026. Read the full article here.

​Approaches to managing equity risk have become an important consideration for many long-term investors. The growth of defined-outcome and buffer strategies reflects a straightforward objective of staying invested in equity markets while reducing the impact of drawdowns. Over time, these approaches have moved from niche tools to widely used allocations. As a result, discussions of equity risk management increasingly focus on buffers, even though they represent only one way to manage risk within equities.

This paper from Syntax Data provides a framework for evaluating defined-outcome and buffer strategies. The framework focuses on how different approaches to managing equity risk are structured, the types of risks they are designed to address, and how they tend to behave across market environments. Defined-outcome strategies approach risk management through changes in exposure across market conditions, emphasizing drawdown recovery and full-cycle behavior rather than outcome certainty at a single point in time. Buffer strategies focus on defining outcomes over a specified period, offering horizon-specific loss protection in exchange for capped upside.

Originally published by Syntax Data on March 25, 2026. Read the full article here.