How do I modify stock indexes?

That's the whole post. I want to make sure I don't get lumped into garbage companies, and I'd like to reduce exposure to some other companies and sectors. I especially don't want to be exit liquidity for some upcoming IPOs.

The market is feeling less rational and some companies seem waayyyy overvalued. And just like 99% of the reddit posts I see, I want to make sure I don't get forced to buy SpaceX.

What's an investing platform to do this? I know there are some ways to try to get around this with a bunch of other ETFs combined, but I'd rather have a single place where I can take an index/ETF and modify it myself.

Any advice?