Invention Grant
- Patent Title: Investment methods and systems for use in association with a pairs trading strategy
- Patent Title (中): 与双向交易策略相关联的投资方法和系统
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Application No.: US10865046Application Date: 2004-06-10
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Publication No.: US07685040B2Publication Date: 2010-03-23
- Inventor: Joel C. Hodes , John A. Roberts
- Applicant: Joel C. Hodes , John A. Roberts
- Applicant Address: US NY New York
- Assignee: Morgan Stanley
- Current Assignee: Morgan Stanley
- Current Assignee Address: US NY New York
- Agency: K&L Gates LLP
- Main IPC: G06Q40/00
- IPC: G06Q40/00

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.
Public/Granted literature
- US20040254869A1 Investment methods and systems for use in association with a pairs trading strategy Public/Granted day:2004-12-16
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