Investment methods and systems for use in association with a pairs trading strategy
US7685040B2 · kind B2 · utility
Assignee
Inventors
Key dates
| Filing date | Jun 10, 2004 |
| Grant date | Mar 23, 2010 |
| Priority date | — |
| Expiry date | Jul 21, 2027 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06Q40/06
- WIPO fieldIT methods for management
- WIPO sectorElectrical engineering
Abstract
Investment methods for use by institutional investors are provided. The method may include the steps of selling a call associated with a first group of securities of the investor to a first broker/dealer; entering into a short swap arrangement with an equity swap entity, the short swap arrangement being associated with the call and the first group of securities; entering into a capped swap arrangement with a second broker/dealer based on a second group of securities; and, entering into a long swap arrangement with the equity swap entity based on the second group of securities. Methods for arranging an investment strategy for an institutional investor are also provided.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.