Replicurve — Replicate funds & offset exposure via API

Hedge sectors and factors by name

When the exposure to offset is a well-known sector or style factor, send a canonical name instead of loading return series yourself. The server resolves the name to a US-listed ETF proxy, fetches aligned daily returns, and runs offset mode against a fixed S&P 500 basket.

Same ReplicationResponse as /v1/offset — weights, portfolio vs. target series, and tracking metrics. Invalid names return 422. See the hedge request reference for the full allowlist.

Hedge sector

`POST /v1/hedge-sector`

Eleven GICS sector names map to SPDR sector ETFs. The basket is always S&P 500; optional exclude_tickers removes names from the basket.

{
  "sector": "technology",
  "config": {
    "rebalance_freq": "weekly",
    "max_allocation": 10
  }
}

Illustration: offset XLK co-movement with an S&P 500 basket — no target or basket payload required.

technology · financials · energy · healthcare · consumer_discretionary · …

Hedge factor

`POST /v1/hedge-factor`

Five style factor names map to US-listed factor ETFs. Same server-side data loading and offset logic as hedge-sector.

{
  "factor": "momentum",
  "config": {
    "rebalance_freq": "weekly",
    "max_allocation": 10
  }
}

Illustration: offset MTUM co-movement with an S&P 500 basket — illustration only.

momentum · quality · value · low_volatility · size

When to use hedge shortcuts

Use hedge-sector / hedge-factor

Exposure matches a preset GICS sector or style factor
You want the server to load ETF and S&P 500 data
A single name in the JSON body is enough

Use /v1/offset instead

Custom target return series (stock, fund, synthetic)
Non–S&P 500 basket (Nasdaq-100, UCITS, etc.)
You already have aligned returns in your pipeline

Where research teams apply it

Portfolio construction, risk analysis, and execution research — anywhere a liquid proxy or hedge for a return series is needed.

Replication

US ETF returns via UCITS instruments

Target a US-domiciled ETF return series and replicate it from a curated UCITS basket — matching the return profile with instruments that may carry different withholding treatment.

Illustration: SPY or a US sector ETF as target, basket from the ucits_etfs universe.

Replication

High-fee fund proxies

Approximate an expensive or gated fund's return profile with liquid stocks and ETFs. Every run includes correlation and tracking-error metrics.

Illustration: emerging-markets ETF target with an S&P 500 subset basket, or a macro ETF basket against a multi-asset fund series.

Offset

Restricted holdings

When a concentrated position cannot be sold — employer stock, a lock-up, or a restricted lot — offset mode builds a long/short basket designed to neutralize that exposure.

Illustration: single-name or sector ETF exposure held without a sale.

Replication

Thin or illiquid markets

Funds with wide spreads, lagged NAV, or low volume can be approximated with liquid instruments from your candidate basket.

Illustration: niche factor ETF or alternative strategy series with a broad equity or US-listed-ETF universe.

Replication

Multi-asset and macro funds

Replicate managed-futures, risk-parity, or other multi-asset return series with a basket of US-listed ETFs across equities, bonds, commodities, and currencies.

Illustration: trend-following fund series with SPY, TLT, GLD, and FX ETFs from the us_listed_etfs universe.

What the API returns

Server-side optimization from aligned return inputs. You source the data; the API runs the loop and ships structured outputs.

Replication mode

Weights designed to track a target ETF, fund, or synthetic return series — with portfolio vs. target metrics on every run.

Offset mode

Weights designed to neutralize target exposure — concentrated stock, restricted holdings, and sector overlays.

Hedge shortcuts

/v1/hedge-sector and /v1/hedge-factor — pass a sector or factor name; the server resolves to an ETF, loads S&P 500 returns, and runs offset. Same response shape as replication and offset. Details in the hedge request reference.

Input validation

/v1/validate checks calendars and window sizes before a full run — free and unlimited on all plans.

Preset universes

S&P 500, Nasdaq 100, FTSE 100, US-listed ETFs, or UCITS ETFs — pass a name instead of return series on Starter plans.

Flexible rebalancing

Daily or weekly rebalance schedules, position limits via max_allocation, and long/short constraints.

Four steps to your first response

From API key to weights in a single POST.

1

Request a key

Email us with your integration plan. Testing credits are free — no credit card required.

2

Validate inputs

Call /v1/validate to confirm calendars and window sizes before spending a replication call.

3

POST your request

Send aligned returns to /v1/replication or /v1/offset, or pass a sector or factor name to /v1/hedge-sector or /v1/hedge-factor.

4

Use the outputs

Rebalance weights, tracking metrics, and portfolio vs. target return series — ready for your pipeline.

Proof on real data

Sector and factor hedges, single-name offsets, and ETF replication on live market data — each chart compares cumulative target vs. portfolio returns with tracking slippage.

Browse all examples

Replication, offset & hedge methodology

How weights are estimated, with tracking statistics and charts from all site examples — including sector and factor hedges.

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Ready to integrate?

Explore live charts first, then request free testing credits. Typical API key response within one business day.

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