Invention Grant
US07685040B2 Investment methods and systems for use in association with a pairs trading strategy 有权
与双向交易策略相关联的投资方法和系统

Investment methods and systems for use in association with a pairs trading strategy
Abstract:
Investment methods for use by institutional investors are provided. The method may include the steps of selling a call associated with a first group of securities of the investor to a first broker/dealer; entering into a short swap arrangement with an equity swap entity, the short swap arrangement being associated with the call and the first group of securities; entering into a capped swap arrangement with a second broker/dealer based on a second group of securities; and, entering into a long swap arrangement with the equity swap entity based on the second group of securities. Methods for arranging an investment strategy for an institutional investor are also provided.
Information query
Patent Agency Ranking
0/0