Applications
Replication and offset endpoints support portfolio construction, risk analysis, and execution research — wherever a liquid proxy for a return series is needed.
US ETF exposure through UCITS
Non-US investors holding US-domiciled ETFs often face US dividend withholding on distributions. Replication mode can target a US ETF return series and build the basket from a curated UCITS ETF universe — matching the strategy's return profile with instruments that may carry different withholding treatment.
Illustration: SPY or a US sector ETF as
target, with CSPX, VUSA, and related LSE-listed UCITS
funds from the ucits_etfs universe.
High-fee target replication
Replication mode builds a dynamic basket of liquid stocks and ETFs that tracks a target's return profile — with correlation and tracking-error metrics on every run.
Illustration: an emerging-markets ETF target with an S&P 500 subset basket, or a macro ETF basket proxying a multi-asset fund return series.
Offset for restricted holdings
When a concentrated position cannot be sold — employer stock, a locked-up stake, or a restricted lot — offset mode builds a basket designed to neutralize that exposure using long/short positions across the candidate universe.
Illustration: a single stock or sector ETF held without a sale.
Liquid proxies for thin markets
Some funds trade at wide spreads, report NAV with a lag, or simply don't have enough volume to size a position. Replicurve approximates the return stream with liquid instruments in the candidate basket.
Illustration: a niche factor ETF or alternative strategy return series approximated with a broad equity or US-listed-ETF universe.
Sector and factor overlays
Offset mode can target sector concentration, factor loads, or exposure to a specific industry ETF — without unwinding the underlying positions.
Illustration: tech-sector return stream offset in a diversified book while individual holdings remain in place.
Multi-asset and macro strategies
Replicate managed-futures, risk-parity, or other multi-asset funds using a curated basket of US listed ETFs spanning equities, bonds, commodities, and currencies.
Illustration: a trend-following fund return series proxied with SPY, TLT, GLD, and FX ETFs from the US-listed-ETF universe.
Core capabilities
Everything runs server-side from aligned return inputs. You own data sourcing; the API handles the optimization loop.
Replication mode
Approximate a target ETF, fund, or synthetic series. The portfolio is designed to move with the target return stream.
Offset mode
Build a basket designed to cancel out target exposure. Commonly applied to concentrated stock, restricted holdings, and sector overlays.
Input validation
The /v1/validate endpoint confirms calendars
and window sizes before a full replication run.
Preset universes
S&P 500, Nasdaq 100, FTSE 100, US listed ETFs, or a curated UCITS ETF basket — preset universes for common candidate sets.
Flexible rebalancing
Daily or weekly schedules with configurable position
limits via max_allocation.
How it works
A typical path from API key to first response.
Request access
Email us with a brief integration description and expected volume.
Get your key
We provision credentials and share onboarding details.
Send your target
POST the fund, stock, or sector you want to replicate or offset, plus your candidate basket.
Receive outputs
Responses include rebalance weights, tracking metrics, and portfolio vs. target return series.
Examples
Replication and offset scenarios run on real market data — each chart shows cumulative target vs. portfolio returns and tracking slippage.
Example charts are generated at deploy time.
Replication & offset methodology whitepaper
Overview of what the API computes, with live tracking statistics and charts from all ten site examples.
Explore the API
Request an API key to call replication and offset endpoints, or read the reference documentation.