How to Replicate a Dow 30 Index?

The model that I built, what it does is it can work as both a index replication model and an active portfolio management tool. It can allocate certain weights within the 30 companies within the Dow 30. But we can customize the risk factors or the risk sensitivities that we want. So for example, if I want to replicate the Dow 30, what I want my portfolio to be more exposed to the market factor or less exposed to the size factor, I can tweak the assumptions of the model in this way.