Invention Grant
US09098878B2 Stratified composite portfolios of investment securities 有权
投资证券的分层复合投资组合

  • Patent Title: Stratified composite portfolios of investment securities
  • Patent Title (中): 投资证券的分层复合投资组合
  • Application No.: US14604197
    Application Date: 2015-01-23
  • Publication No.: US09098878B2
    Publication Date: 2015-08-04
  • Inventor: Rory Riggs
  • Applicant: Locus LP
  • Applicant Address: BM Hamilton
  • Assignee: Locus, LP
  • Current Assignee: Locus, LP
  • Current Assignee Address: BM Hamilton
  • Main IPC: G06F17/30
  • IPC: G06F17/30 G06Q40/06
Stratified composite portfolios of investment securities
Abstract:
A stratified composite portfolio can be formed by selecting a group of investment securities, stratifying them according to attributes that correlate to a specific asset risk, and assigning relative portfolio weights to the components based on their stratified positions. The attributes are selected from a universe of possible values. Further positive and negative biases can be applied at any arbitrary point or stratified position, including to individual assets, groups of arbitrarily selected assets, or arbitrary stratification positions.
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