Invention Grant
- Patent Title: Stratified composite portfolios of investment securities
- Patent Title (中): 投资证券的分层复合投资组合
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Application No.: US14604197Application Date: 2015-01-23
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Publication No.: US09098878B2Publication 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

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.
Public/Granted literature
- US20150134568A1 STRATIFIED COMPOSITE PORTFOLIOS OF INVESTMENT SECURITIES Public/Granted day:2015-05-14
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