Real-time portfolio balancing and/or optimization system and method
US8065217B2 · kind B2 · utility
Assignee
Inventor
Key dates
| Filing date | Feb 12, 2009 |
| Grant date | Nov 22, 2011 |
| Priority date | — |
| Expiry date | Dec 25, 2029 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06Q40/04
- WIPO fieldIT methods for management
- WIPO sectorElectrical engineering
Abstract
A computer-implemented system and method are described for real-time portfolio balancing and/or optimization of portfolio holdings, preferably in Alternative Trading Systems (ATSs), that reduces execution risk and legging risk. The computer-implemented system and method also incorporate cash constraints to assist in reducing execution risks. A computer-implemented system and method include advantages such as exposure to broad market liquidity throughout the trading day, being dynamic so that a strategy can be adjusted depending on market conditions, the reduction of execution and legging risks, optimal fills, and limited market impact.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.