Patent · US Active

Systems and methods to rebalance portfolios of securities

US8478675B1 · kind B1 · utility

19Cited by
1References
21Claims
0Family size

Assignee

Inventors

Key dates

Filing dateMay 4, 2012
Grant dateJul 2, 2013
Priority date
Expiry dateMay 4, 2032

Classification

  • Technology area (CPC G)Physics
  • CPC primaryG06Q40/06
  • WIPO fieldIT methods for management
  • WIPO sectorElectrical engineering

Abstract

A system and associated method if provided for rebalancing a client's portfolio of securities. A client device is provided with a client interface that is configured to receive a client's rebalance order which includes fraction shares. A host server is coupled to the client device and executes logic resources for carrying out transactions for a client. A pricing engine and an inventory account are included. A targets engine determines a target number of long and shorted shares of a security to be held by the inventory account. A trading engine that is configured to process a client's rebalance order of a client's portfolio. The client receives a list of current positions, selects a share-weighted portfolio, chooses an alternate weighting, and decides to: (i) add funds, (ii) remove funds or (iii) rebalance the share-weighted portfolio.

Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.