Systems and methods for evaluating the integrity of a model portfolio of a financial instrument
US8170935B2 · kind B2 · utility
Assignee
Inventors
Key dates
| Filing date | Oct 21, 2008 |
| Grant date | May 1, 2012 |
| Priority date | — |
| Expiry date | Oct 21, 2028 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06Q40/00
- WIPO fieldIT methods for management
- WIPO sectorElectrical engineering
Abstract
System and methods for checking portfolios used to model the behavior of actively managed funds to facilitate intra-day trading of actively managed exchange traded funds (AMETFs) without revealing the fund assets. Exchange traded notes based on an underlying actively managed fund without revealing the fund assets. Computer means are used to perform a statistical comparison between a model portfolio and the AMETF, and a statistical comparison compares the periodic values, returns, or risk characteristics of the model portfolio and the financial instrument over some period of time, periodically sending or publishing the results of the statistical comparison. The model portfolio does not reveal the assets of the financial instrument.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.