Systems and methods for a user interface and application for simulating construction and optimization of an investment portfolio
US12094005B1 · kind B1 · utility
Assignee
Inventors
Key dates
| Filing date | Jul 11, 2022 |
| Grant date | Sep 17, 2024 |
| Priority date | — |
| Expiry date | Jul 11, 2042 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06F3/04847
- WIPO fieldComputer technology
- WIPO sectorElectrical engineering
Abstract
Embodiments directed to simulating a portfolio of alternative investments. Cash flow templates are generated from cash flow parameters. Cash flows for various asset classes of alternative investments are generated from the cash flow templates. A Markowitz optimization generates investment allocations into the asset classes using cash flows and a risk parameter, such that the investment allocations maximize a cash flow of the portfolio for a corresponding value of the risk parameter. The investment allocations into the asset classes as a function of risk are displayed on a first user interface and a cash flow corresponding to the investment allocations is displayed on a second user interface. The first and second interface are inter-related, such that a movement of a computer-generated marker along a risk axis in the first user interface that causes changes to the investment allocations also causes changes to the cash flow displayed on the second user interface.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.