Invention Grant
US08447694B2 Commodity Futures Index and methods and systems of trading in futures contracts that minimize turnover and transactions costs
有权
商品期货指数及期货合约交易方式及制度，以最小化营业额及交易成本
- Patent Title: Commodity Futures Index and methods and systems of trading in futures contracts that minimize turnover and transactions costs
- Patent Title (中): 商品期货指数及期货合约交易方式及制度，以最小化营业额及交易成本
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Application No.: US12613356Application Date: 2009-11-05
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Publication No.: US08447694B2Publication Date: 2013-05-21
- Inventor: Richard B. Spurgin , Thomas R. Schneeweis , Hossein B. Kazemi , George A. Martin
- Applicant: Richard B. Spurgin , Thomas R. Schneeweis , Hossein B. Kazemi , George A. Martin
- Applicant Address: US MA Amherst
- Assignee: Altenative Investment Analytics LLC
- Current Assignee: Altenative Investment Analytics LLC
- Current Assignee Address: US MA Amherst
- Agency: Kilpatrick Townsend & Stockton LLP
- Main IPC: G06Q40/00
- IPC: G06Q40/00
Abstract:
This invention relates to methods and systems for reducing transaction costs and minimizes turnover in the trading of futures contracts. The invention further describes an algorithm whose output is a unique method of investing in futures contracts that reduces the rate of turnover, and thus the cost of trading, of certain common trading strategies. The primary application of this method is to a class of strategies referred to as indexing strategies that incorporate a dynamic asset allocation approach using futures contracts.
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