SG10201703871XA - Method and system for calculating an intraday indicative value of leveraged bullish and bearish exchange traded funds - Google Patents

Method and system for calculating an intraday indicative value of leveraged bullish and bearish exchange traded funds

Info

Publication number
SG10201703871XA
SG10201703871XA SG10201703871XA SG10201703871XA SG10201703871XA SG 10201703871X A SG10201703871X A SG 10201703871XA SG 10201703871X A SG10201703871X A SG 10201703871XA SG 10201703871X A SG10201703871X A SG 10201703871XA SG 10201703871X A SG10201703871X A SG 10201703871XA
Authority
SG
Singapore
Prior art keywords
calculating
exchange traded
indicative value
traded funds
intraday indicative
Prior art date
Application number
SG10201703871XA
Other languages
English (en)
Inventor
William E Seale
Taeyong Lee
Original Assignee
Profund Advisors Llc
Priority date (The priority date is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the date listed.)
Filing date
Publication date
Application filed by Profund Advisors Llc filed Critical Profund Advisors Llc
Publication of SG10201703871XA publication Critical patent/SG10201703871XA/en

Links

Classifications

    • GPHYSICS
    • G06COMPUTING; CALCULATING OR COUNTING
    • G06QINFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/04Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange
    • GPHYSICS
    • G06COMPUTING; CALCULATING OR COUNTING
    • G06QINFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q30/00Commerce
    • G06Q30/02Marketing; Price estimation or determination; Fundraising
    • GPHYSICS
    • G06COMPUTING; CALCULATING OR COUNTING
    • G06QINFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q30/00Commerce
    • G06Q30/02Marketing; Price estimation or determination; Fundraising
    • G06Q30/0201Market modelling; Market analysis; Collecting market data
    • GPHYSICS
    • G06COMPUTING; CALCULATING OR COUNTING
    • G06QINFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00Finance; Insurance; Tax strategies; Processing of corporate or income taxes

Landscapes

  • Business, Economics & Management (AREA)
  • Engineering & Computer Science (AREA)
  • Accounting & Taxation (AREA)
  • Finance (AREA)
  • Strategic Management (AREA)
  • Development Economics (AREA)
  • Theoretical Computer Science (AREA)
  • Marketing (AREA)
  • Physics & Mathematics (AREA)
  • General Business, Economics & Management (AREA)
  • General Physics & Mathematics (AREA)
  • Economics (AREA)
  • Entrepreneurship & Innovation (AREA)
  • Technology Law (AREA)
  • Game Theory and Decision Science (AREA)
  • Data Mining & Analysis (AREA)
  • Financial Or Insurance-Related Operations Such As Payment And Settlement (AREA)
SG10201703871XA 2005-04-06 2006-04-06 Method and system for calculating an intraday indicative value of leveraged bullish and bearish exchange traded funds SG10201703871XA (en)

Applications Claiming Priority (3)

Application Number Priority Date Filing Date Title
US66860105P 2005-04-06 2005-04-06
US71998505P 2005-09-26 2005-09-26
US11/397,902 US8041625B2 (en) 2005-04-06 2006-04-05 Method and system for calculating an intraday indicative value of leveraged bullish and bearish exchange traded funds

Publications (1)

Publication Number Publication Date
SG10201703871XA true SG10201703871XA (en) 2017-06-29

Family

ID=37074072

Family Applications (6)

Application Number Title Priority Date Filing Date
SG2014014765A SG2014014765A (en) 2005-04-06 2006-04-06 Method and system for calculating an intraday indicative value of leveraged bullish and bearish exchange traded funds
SG2013073374A SG194391A1 (en) 2005-04-06 2006-04-06 Method and system for calculating an intraday indicative value of leveraged bullish and bearish exchange traded funds
SG2013073358A SG194389A1 (en) 2005-04-06 2006-04-06 Method and system for calculating an intraday indicative value of leveraged bullish and bearish exchange traded funds
SG10201703871XA SG10201703871XA (en) 2005-04-06 2006-04-06 Method and system for calculating an intraday indicative value of leveraged bullish and bearish exchange traded funds
SG2013073366A SG194390A1 (en) 2005-04-06 2006-04-06 Method and system for calculating an intraday indicative value of leveraged bullish and bearish exchange traded funds
SG201002304-2A SG161225A1 (en) 2005-04-06 2006-04-06 Method and system for calculating an intraday indicative value of leveraged bullish and bearish exchange traded funds

Family Applications Before (3)

Application Number Title Priority Date Filing Date
SG2014014765A SG2014014765A (en) 2005-04-06 2006-04-06 Method and system for calculating an intraday indicative value of leveraged bullish and bearish exchange traded funds
SG2013073374A SG194391A1 (en) 2005-04-06 2006-04-06 Method and system for calculating an intraday indicative value of leveraged bullish and bearish exchange traded funds
SG2013073358A SG194389A1 (en) 2005-04-06 2006-04-06 Method and system for calculating an intraday indicative value of leveraged bullish and bearish exchange traded funds

Family Applications After (2)

Application Number Title Priority Date Filing Date
SG2013073366A SG194390A1 (en) 2005-04-06 2006-04-06 Method and system for calculating an intraday indicative value of leveraged bullish and bearish exchange traded funds
SG201002304-2A SG161225A1 (en) 2005-04-06 2006-04-06 Method and system for calculating an intraday indicative value of leveraged bullish and bearish exchange traded funds

Country Status (7)

Country Link
US (6) US8041625B2 (ja)
EP (1) EP1877974A4 (ja)
JP (1) JP5389437B2 (ja)
CA (1) CA2604181C (ja)
IL (1) IL186416A0 (ja)
SG (6) SG2014014765A (ja)
WO (1) WO2006108062A2 (ja)

Families Citing this family (49)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
WO1995027945A1 (en) * 1994-04-06 1995-10-19 Morgan Stanley Group Inc. Data processing system and method for financial debt instruments
US8374937B2 (en) 2002-04-10 2013-02-12 Research Affiliates, Llc Non-capitalization weighted indexing system, method and computer program product
US8374951B2 (en) 2002-04-10 2013-02-12 Research Affiliates, Llc System, method, and computer program product for managing a virtual portfolio of financial objects
US7747502B2 (en) 2002-06-03 2010-06-29 Research Affiliates, Llc Using accounting data based indexing to create a portfolio of assets
US8005740B2 (en) 2002-06-03 2011-08-23 Research Affiliates, Llc Using accounting data based indexing to create a portfolio of financial objects
US7530490B1 (en) * 2003-11-12 2009-05-12 Goldman Sachs & Co Systems and methods to perform credit valuation adjustment analyses
US11893636B1 (en) * 2013-01-15 2024-02-06 Fmr Llc Multichannel master feeder exchange mechanism apparatuses, methods and systems
US8131620B1 (en) 2004-12-01 2012-03-06 Wisdomtree Investments, Inc. Financial instrument selection and weighting system and method
US8306901B1 (en) * 2005-05-31 2012-11-06 Navigate Fund Solutions LLC Methods, systems, and computer program products for obtaining best execution of orders to buy or sell a financial instrument for which a net asset value is periodically calculated
US8688671B2 (en) 2005-09-14 2014-04-01 Millennial Media Managing sponsored content based on geographic region
US20110313853A1 (en) 2005-09-14 2011-12-22 Jorey Ramer System for targeting advertising content to a plurality of mobile communication facilities
US10592930B2 (en) 2005-09-14 2020-03-17 Millenial Media, LLC Syndication of a behavioral profile using a monetization platform
US8433297B2 (en) 2005-11-05 2013-04-30 Jumptag, Inc. System for targeting advertising content to a plurality of mobile communication facilities
US9703892B2 (en) 2005-09-14 2017-07-11 Millennial Media Llc Predictive text completion for a mobile communication facility
US10038756B2 (en) 2005-09-14 2018-07-31 Millenial Media LLC Managing sponsored content based on device characteristics
US10911894B2 (en) 2005-09-14 2021-02-02 Verizon Media Inc. Use of dynamic content generation parameters based on previous performance of those parameters
US7548915B2 (en) * 2005-09-14 2009-06-16 Jorey Ramer Contextual mobile content placement on a mobile communication facility
US7676394B2 (en) 2005-09-14 2010-03-09 Jumptap, Inc. Dynamic bidding and expected value
US20070198389A1 (en) * 2005-11-07 2007-08-23 U.S. Capital & Trust, Inc. Locality based index
US20070106587A1 (en) * 2005-11-07 2007-05-10 Orloske Brian S Exchange traded fund formed from at least two underlying indexes
US7769674B2 (en) * 2006-04-24 2010-08-03 The Nasdaq Omx Group, Inc. Upside participation / downside protection index participation notes
US7792737B2 (en) * 2006-04-24 2010-09-07 The Nasdaq Omx Group, Inc. Index participation notes securitized by futures contracts
US7778917B2 (en) * 2006-04-24 2010-08-17 The Nasdaq Omx Group, Inc. Magnified bull and/or bear index participation notes
US7827094B2 (en) * 2006-04-24 2010-11-02 The Nasdaq Omx Group, Inc. Trading of derivative secured index participation notes
US8046291B2 (en) * 2006-04-24 2011-10-25 The Nasdaq Omx Group, Inc. Redemption of derivative secured index participation notes
US7747514B2 (en) * 2006-04-24 2010-06-29 The Nasdaq Omx Group, Inc. Index participation notes securitized by options contracts
US7848996B2 (en) * 2006-04-24 2010-12-07 The Nasdaq Omx Group, Inc. Derivative securitized index participation notes
US8341064B2 (en) * 2006-09-12 2012-12-25 Chicago Mercantile Exchange, Inc. Standardization and management of over-the-counter financial instruments
US8527383B2 (en) * 2007-01-30 2013-09-03 Chicago Mercantile Exchange, Inc. Standardization and management of over-the-counter financial instruments
US8285624B2 (en) 2007-06-05 2012-10-09 D12 Ventures, Llc System, method, and program product for managing a collective investment vehicle including a true-up operation
US7813987B1 (en) * 2007-06-05 2010-10-12 D12 Ventures, Llc Actively managed exchange traded fund using AP representatives for creation and redemption
US7925562B2 (en) * 2007-08-14 2011-04-12 Diz Ventures NAV and IIV pricing for actively managed exchange traded funds
US20090271328A1 (en) * 2008-04-24 2009-10-29 The Nasdaq Omx Group, Inc. Securitized Commodity Participation Certifices Securitized by Physically Settled Option Contracts
US20090271298A1 (en) * 2008-04-24 2009-10-29 The Nasdaq Omx Group, Inc. Securitized Commodity Participation Certificates Securitized by Physically Settled Contracts
US20100017321A1 (en) * 2008-07-18 2010-01-21 Chicago Mercantile Exchange, Inc. Adaptive Implied Spread Matching
US8751352B2 (en) * 2009-10-08 2014-06-10 Ameriprise Financial, Inc. Rules-based risk management
US10572937B2 (en) 2010-06-17 2020-02-25 Chicago Mercantile Exchange Inc. Generating implied orders based on electronic requests for quotes
US8756138B2 (en) 2010-08-05 2014-06-17 Proshare Advisors Llc Method and system for rebalancing investment vehicles
US8630935B1 (en) 2011-06-26 2014-01-14 Jack Fonss System and method for the creation and rebalancing of beneficial interests in tracking investment vehicles over multiple market
CA2845257A1 (en) * 2011-08-15 2013-02-21 Edgeshares Llc Securitization system and process ii
AU2012101980A4 (en) 2011-08-23 2019-05-16 Research Affiliates, Llc Using accounting data based indexing to create a portfolio of financial objects
US8538860B1 (en) * 2011-09-16 2013-09-17 Accushares Holdings LLC System and method for the creation and rebalancing of beneficial interests in index tracking and other investment vehicles over multiple market periods using fixed or regularly resetting prices to calibrate outstanding interest counts with liquidation entitlements
US20130080352A1 (en) 2011-09-22 2013-03-28 Frank Russell Company Method of creating and maintaining multi-manager exchange traded funds
US8296214B1 (en) * 2011-09-26 2012-10-23 Stollman Jeff Methods and apparatus related to billing and accounting for assets that require more than two factors to establish asset value
US8732070B2 (en) 2012-03-15 2014-05-20 Accushares Holdings LLC System and process for creating, monitoring, and transforming multiple interests of one or more issuer entities at system determined intervals based on a variable or index
US10102573B1 (en) * 2012-05-08 2018-10-16 Eaton Vance Management System and method for enabling arbitrage between market price and underlying value of exchange-traded fund shares in the absence of full portfolio disclosure using intraday net asset value swaps
US11055779B1 (en) * 2012-05-08 2021-07-06 Eaton Vance Management System and method for enabling arbitrage between market price and underlying value of exchange-traded fund shares
US20170372422A1 (en) * 2016-06-23 2017-12-28 Emerald Development Group Inc. Systems and methods for improved execution, tracking, share revaluing and allocation of leveraged exchange traded funds
CN112862526B (zh) * 2021-02-04 2024-01-12 深圳迅策科技有限公司 一种大数据金融资产实时估值方法、装置及可读介质

Family Cites Families (18)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US20030009404A2 (en) 1995-10-12 2003-01-09 Mopex, Inc. Open end mutual fund securitization process
US7249037B2 (en) 1996-09-09 2007-07-24 Bancorp Services L.L.P. System for managing a stable value protected investment plan
US8577778B2 (en) * 1999-07-21 2013-11-05 Longitude Llc Derivatives having demand-based, adjustable returns, and trading exchange therefor
US8170935B2 (en) 2000-03-27 2012-05-01 Nyse Amex Llc Systems and methods for evaluating the integrity of a model portfolio of a financial instrument
WO2002006921A2 (en) * 2000-07-18 2002-01-24 Lerner Julie A System and method for physicals commodity trading
JP2002342567A (ja) 2001-05-17 2002-11-29 Mizuho Trust & Banking Co Ltd 投信基準価額の妥当性検証の支援システム
US6854517B2 (en) * 2002-02-20 2005-02-15 Baker Hughes Incorporated Electric submersible pump with specialized geometry for pumping viscous crude oil
US8005740B2 (en) 2002-06-03 2011-08-23 Research Affiliates, Llc Using accounting data based indexing to create a portfolio of financial objects
US20060100949A1 (en) 2003-01-10 2006-05-11 Whaley Robert E Financial indexes and instruments based thereon
US20050119962A1 (en) * 2002-07-03 2005-06-02 Bowen Christopher K. Method and system for securitizing contracts valued on an index
WO2004019167A2 (en) 2002-08-20 2004-03-04 Foliofn, Inc. Method and apparatus for portfolio trading using margin
US7571134B1 (en) 2002-11-13 2009-08-04 Trading Technologies International, Inc. Trading interface for facilitating trading of multiple tradeable objects in an electronic trading environment
US8812388B2 (en) 2003-02-25 2014-08-19 Fiserv Investment Solutions, Inc. Systems and methods for multi-style portfolio (MSP) cash flow enhancement
US7319984B2 (en) * 2004-04-20 2008-01-15 Goldman Sachs & Co. Method and apparatus for creating and administering a publicly traded interest in a commodity pool
US20060184438A1 (en) 2004-11-08 2006-08-17 Mcdow Ronald A Fund management system and method
US8131621B1 (en) * 2005-05-31 2012-03-06 Navigate Fund Solutions LLC Methods, systems, and computer program products for providing risk management information and tools to traders in fund shares
US20070055609A1 (en) 2005-09-06 2007-03-08 Whitehurst Philip H Methods and systems for commoditizing interest rate swap risk transfers
US7831497B2 (en) 2007-03-01 2010-11-09 Rafferty Asset Management, Llc Beta adjustment for leveraged index products

Also Published As

Publication number Publication date
SG2014014765A (en) 2014-09-26
WO2006108062A3 (en) 2007-11-15
US20060253376A1 (en) 2006-11-09
US8595129B2 (en) 2013-11-26
IL186416A0 (en) 2008-04-13
US8326740B2 (en) 2012-12-04
CA2604181C (en) 2018-02-06
US8452692B2 (en) 2013-05-28
US20120078774A1 (en) 2012-03-29
EP1877974A2 (en) 2008-01-16
US20130246249A1 (en) 2013-09-19
SG161225A1 (en) 2010-05-27
SG194389A1 (en) 2013-11-29
JP2008536222A (ja) 2008-09-04
CA2604181A1 (en) 2006-10-12
US20140201053A1 (en) 2014-07-17
SG194391A1 (en) 2013-11-29
EP1877974A4 (en) 2009-11-11
JP5389437B2 (ja) 2014-01-15
US20120078773A1 (en) 2012-03-29
US20140289095A1 (en) 2014-09-25
WO2006108062A2 (en) 2006-10-12
SG194390A1 (en) 2013-11-29
US8041625B2 (en) 2011-10-18
US8788403B1 (en) 2014-07-22

Similar Documents

Publication Publication Date Title
IL186416A0 (en) Method and system for calculating an intraday indicative value of leveraged bullish and bearish exchange traded funds
EP1943622A4 (en) MODELING FINANCIAL INSTRUMENTS USING OFFER AND DEMAND PRICES
EP1869617A4 (en) METHOD AND SYSTEM FOR ESTABLISHING THE PRICE OF FINANCIAL INSTRUMENTS
EP1932110A4 (en) SYSTEM AND METHOD FOR TRANSFERRING COMMERCIAL ORDERS IN AN ELECTRONIC TRADING SYSTEM WITH TRADING LISTS
GB2429094B (en) Online transaction systems and methods
EP1897053A4 (en) SYSTEM AND METHOD FOR CALCULATING AND DISPLAYING A VOLUME FOR IDENTIFYING PURCHASES AND SALES IN AN ELECTRONIC TRADING ENVIRONMENT
EP1812900A4 (en) SYSTEM AND METHOD FOR PROCESSING CONCURRENT TRANSACTIONS
EP1958121A4 (en) SYSTEMS AND METHOD FOR NONTRADITIONAL PAYMENT
EP1747522A4 (en) METHODS AND SYSTEMS FOR ENSURING GUARANTEED COMMERCIAL TRANSACTIONS
HK1132805A1 (en) Hvac & r system control utilizing on-line weather forecasts
EP1952328A4 (en) METHOD AND SYSTEM FOR COLLECTING, TRACKING AND TRANSFERRING CONSUMER DATA FOR IMPROVING MARKETING PRACTICES FOR SELLERS AND BANKS
EP1913547A4 (en) ESTIMATING THE RISK OF A PORTFOLIO OF FINANCIAL INVESTMENTS
EP1875427A4 (en) SYSTEM AND METHOD FOR MANAGING TRADE BETWEEN TWO UNIT-ASSOCIATED UNITS
EP1851710A4 (en) METHOD AND SYSTEM FOR PORTFOLIO OPTIMIZATION VIA ORDER INFORMATION
EP1747530A4 (en) COMPETITION SYSTEM AND METHODS BASED ON THE MOVEMENT OF FINANCIAL MARKETS
EP1952327A4 (en) SYSTEM AND METHOD FOR AUTOMATING TRANSACTIONS
WO2009015391A3 (en) Block trading system and method providing price improvement to aggressive orders
EP1755754A4 (en) BID SYSTEM AND METHOD BASED ON FINANCIAL MARKET INDICATORS
IL175182A0 (en) Method and system for performing multi-objective predictive modeling, monitoring, and update for an asset
EP1889136A4 (en) SYSTEM AND METHOD FOR COMMERCIALIZING MULTIPLE MARKETING OBJECTS USING A SINGLE MARKETING INTERFACE
WO2006119250A8 (en) System and method for processing electronic payments
EP1877920A4 (en) SYSTEM AND METHOD FOR EVALUATING RESOURCES OF INFORMATION TECHNOLOGY
EP1960957A4 (en) SYSTEM FOR DISTRIBUTING COMMERCIAL ORDERS ACCORDING TO THE SIZE OF QUANTITIES DISPLAYED
EP2002588A4 (en) METHOD AND SYSTEMS FOR IMPROVED PAYMENT BY CONSUMERS
TWI366798B (en) Futures and options trading system based upon on-line networks