System and method for calculating a financial market index
US8165942B1 · kind B1 · utility
26Cited by
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20Claims
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Key dates
| Filing date | Jun 9, 2009 |
| Grant date | Apr 24, 2012 |
| Priority date | — |
| Expiry date | Jul 24, 2030 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06Q40/06
- WIPO fieldIT methods for management
- WIPO sectorElectrical engineering
Abstract
Systems and methods of generating a financial market index are disclosed. According to various embodiments, the index may use a fundamental economic indicator to determine a leverage factor. In various embodiments, the leverage factor is increased if the 3M USD LIBOR increases by at least ten basis points during a determined time period, otherwise the leverage factor is decreased. The leverage factor may have upper and lower bounds. The index level may be calculated daily, with the rebalancing occurring on a monthly cycle.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.