Reconstructed product catalogue
The full list of reconstructed products and their start dates.
The full list of products with reconstructed history, showing where each series starts and which method was used to extend it.
How to read the catalogue
Each row gives the product, the start date of the reconstructed series and the reconstruction technique. Methods are documented by category:
- Reconstructed equity ETFs: factor replication, industry portfolios, geographic and country indices
- Reconstructed bond ETFs: yield curve, duration and convexity
- Reconstructed commodity ETFs: monthly spot series
- Reconstructed defensive put: Black–Scholes model on a put-write strategy
- Reconstructed Efficient Core ETFs: composites with a negative Lombard leg
In the backtester these products carry the simfactor: prefix. The series shows the synthetic
track before listing and real prices after, with no overlap.
No saved composite series with a synthetic ISIN are currently available.
If a product isn't there
The catalogue covers products for which a reliable reconstruction method exists. If the instrument you want isn't listed, you have two options:
- Report it through the in-app form. Reports help us work out which data is worth buying; they don't guarantee any individual product will be added.
- Upload it yourself. If you have the historical series, go to Portfolios → Your ETFs/bonds/stocks → Your custom ETFs/bonds/stocks and import it as CSV or Excel. Monthly prices are required, one value per month. Once uploaded, the instrument is searchable like any other, marked with a star.