Invention Grant
- Patent Title: Methods and systems for building and managing portfolios based on ordinal ranks of securities
- Patent Title (中): 基于有序证券的投资组合建立和管理的方法和系统
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Application No.: US13645697Application Date: 2012-10-05
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Publication No.: US08473398B1Publication Date: 2013-06-25
- Inventor: Ronan G. Heaney
- Applicant: Westpeak Global Advisors, LLC
- Applicant Address: US CO Boulder
- Assignee: Westpeak Global Advisors, LLC
- Current Assignee: Westpeak Global Advisors, LLC
- Current Assignee Address: US CO Boulder
- Agency: Ropes & Gray LLP
- Main IPC: G06Q40/06
- IPC: G06Q40/06 ; G06Q40/00 ; G06Q40/04 ; G06Q40/02
Abstract:
A system, method, and computer-readable medium are provided for managing a portfolio using financial instrument rankings. A processor determines portfolio weights for financial instruments based on a ranking associated with each instrument, a cutoff rank, and a risk multiplier.
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