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Portfolio Rebalancing API for ETF Applications

Turn current ETF holdings and target weights into transparent buy and sell recommendations with a portfolio rebalancing API.

By Data Captain Research Team8 min read
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Inputs a rebalancing API needs

Provide each current holding as a symbol plus shares or market value, then provide target weights whose sum equals 100%. A drift threshold prevents tiny recommendations that would be consumed by transaction costs or rounding.

Make recommendations explainable

The response should show current value, current weight, target weight, drift, and proposed trade for every symbol. It should also report total portfolio value and any unallocated cash. Explain whether the engine permits selling or uses contributions only.

  • Validate symbols before calculation
  • Reject negative values and invalid target totals
  • Specify how fractional shares are handled
  • Separate calculations from brokerage execution

Rebalancing is not trade execution

An analytics API should produce recommendations, not imply that orders were placed. Keep brokerage integration, suitability checks, taxes, and user confirmation in a separate execution layer.

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