Minimizing security holdings risk during portfolio trading
US7904365B2 · kind B2 · utility
1Cited by
6References
20Claims
0Family size
Assignee
Inventors
Key dates
| Filing date | Mar 3, 2003 |
| Grant date | Mar 8, 2011 |
| Priority date | — |
| Expiry date | Dec 10, 2028 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06Q40/08
- WIPO fieldIT methods for management
- WIPO sectorElectrical engineering
Abstract
A method and computer program product for minimizing short-term risk to a portfolio of securities holdings during implementation of executing an outstanding trade list of securities to be traded, takes into account covariances between securities in the outstanding trade list and between securities in the outstanding trade list and securities in the portfolio of holdings so as to minimize risk to the portfolio of holdings as well as to a residual trade list of unexecuted orders during said implementation.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.