SG10201903568TA - Stratified composite portfolios of investment securities - Google Patents

Stratified composite portfolios of investment securities

Info

Publication number
SG10201903568TA
SG10201903568TA SG10201903568TA SG10201903568TA SG10201903568TA SG 10201903568T A SG10201903568T A SG 10201903568TA SG 10201903568T A SG10201903568T A SG 10201903568TA SG 10201903568T A SG10201903568T A SG 10201903568TA SG 10201903568T A SG10201903568T A SG 10201903568TA
Authority
SG
Singapore
Prior art keywords
stratified
investment securities
stratified composite
attributes
positions
Prior art date
Application number
SG10201903568TA
Inventor
Rory Riggs
Original Assignee
Locus Lp
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 Locus Lp filed Critical Locus Lp
Publication of SG10201903568TA publication Critical patent/SG10201903568TA/en

Links

Classifications

    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION 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
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/06—Asset management; Financial planning or analysis
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06F—ELECTRIC DIGITAL DATA PROCESSING
    • G06F16/00—Information retrieval; Database structures therefor; File system structures therefor
    • G06F16/20—Information retrieval; Database structures therefor; File system structures therefor of structured data, e.g. relational data
    • G06F16/21—Design, administration or maintenance of databases
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06F—ELECTRIC DIGITAL DATA PROCESSING
    • G06F16/00—Information retrieval; Database structures therefor; File system structures therefor
    • G06F16/20—Information retrieval; Database structures therefor; File system structures therefor of structured data, e.g. relational data
    • G06F16/28—Databases characterised by their database models, e.g. relational or object models
    • G06F16/284—Relational databases
    • G06F16/285—Clustering or classification
    • G06F16/287—Visualization; Browsing
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION 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
    • G06Q10/00—Administration; Management
    • G06Q10/06—Resources, workflows, human or project management; Enterprise or organisation planning; Enterprise or organisation modelling
    • G06Q10/063—Operations research, analysis or management
    • G06Q10/0637—Strategic management or analysis, e.g. setting a goal or target of an organisation; Planning actions based on goals; Analysis or evaluation of effectiveness of goals
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION 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
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/04—Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange

Landscapes

  • Engineering & Computer Science (AREA)
  • Business, Economics & Management (AREA)
  • Theoretical Computer Science (AREA)
  • Human Resources & Organizations (AREA)
  • General Physics & Mathematics (AREA)
  • Accounting & Taxation (AREA)
  • Development Economics (AREA)
  • Physics & Mathematics (AREA)
  • Finance (AREA)
  • Economics (AREA)
  • Strategic Management (AREA)
  • Databases & Information Systems (AREA)
  • Marketing (AREA)
  • Entrepreneurship & Innovation (AREA)
  • General Business, Economics & Management (AREA)
  • Technology Law (AREA)
  • Operations Research (AREA)
  • Game Theory and Decision Science (AREA)
  • Educational Administration (AREA)
  • Data Mining & Analysis (AREA)
  • General Engineering & Computer Science (AREA)
  • Quality & Reliability (AREA)
  • Tourism & Hospitality (AREA)
  • Financial Or Insurance-Related Operations Such As Payment And Settlement (AREA)

Abstract

STRATIFIED COMPOSITE PORTFOLIOS OF INVESTMENT SECURITIES 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. [FIG. 1]
SG10201903568TA 2014-01-23 2015-01-23 Stratified composite portfolios of investment securities SG10201903568TA (en)

Applications Claiming Priority (1)

Application Number Priority Date Filing Date Title
US201461930807P 2014-01-23 2014-01-23

Publications (1)

Publication Number Publication Date
SG10201903568TA true SG10201903568TA (en) 2019-05-30

Family

ID=53682000

Family Applications (2)

Application Number Title Priority Date Filing Date
SG10201903568TA SG10201903568TA (en) 2014-01-23 2015-01-23 Stratified composite portfolios of investment securities
SG11201605968VA SG11201605968VA (en) 2014-01-23 2015-01-23 Stratified composite portfolios of investment securities

Family Applications After (1)

Application Number Title Priority Date Filing Date
SG11201605968VA SG11201605968VA (en) 2014-01-23 2015-01-23 Stratified composite portfolios of investment securities

Country Status (9)

Country Link
EP (1) EP3097532A4 (en)
JP (1) JP2017504126A (en)
KR (1) KR101993038B1 (en)
CN (1) CN106462898A (en)
AU (3) AU2015209151A1 (en)
CA (1) CA2937313A1 (en)
MX (1) MX2016009632A (en)
SG (2) SG10201903568TA (en)
WO (1) WO2015112906A1 (en)

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CN108510392A (en) * 2017-10-26 2018-09-07 深圳壹账通智能科技有限公司 A kind of selection method, device and the computer-readable medium of investment target
KR102474071B1 (en) * 2020-07-16 2022-12-05 (주)더모우스트 Calculation method of asset allocation using hierarchical clustering in robo advisor
KR102475294B1 (en) * 2020-07-17 2022-12-08 주식회사 아이티언 Calculation method of asset allocation for enhancing interactive service and user participating function in robo advisor
KR102504880B1 (en) * 2021-09-10 2023-02-28 주식회사 타인에이아이 System and method for producing customized investment portfolio
KR102591331B1 (en) * 2022-05-26 2023-10-20 주식회사 프랙탈에프엔 System and method for ordering to effective rebalancing fund
WO2024038311A1 (en) * 2022-08-19 2024-02-22 Partha Sen System and method for generating and optimizing a decentralized autonomous group of assets for investment
KR102532357B1 (en) * 2022-08-26 2023-05-15 주식회사 에이젠글로벌 Method for configuration of data economy for financial service and apparatus for performing the method
KR102587475B1 (en) * 2022-09-01 2023-10-12 주식회사 에이젠글로벌 Method for configuration of financial service matrix and apparatus for performing the method
KR102587476B1 (en) * 2022-09-06 2023-10-12 주식회사 에이젠글로벌 Method for adjustment of financial service matrix and apparatus for performing the method
KR102587477B1 (en) * 2022-09-13 2023-10-12 주식회사 에이젠글로벌 Method for providing financial service based on data economy and apparatus for performing the method
JP7231296B1 (en) * 2022-09-14 2023-03-01 株式会社お金のデザイン Information processing device, information processing method and program

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WO1997022075A1 (en) * 1995-12-15 1997-06-19 Enhanced Investment Technologies, Inc. Apparatus and accompanying methods for automatically modifying a financial portfolio through dynamic re-weighting based on a non-constant function of current capitalization weights
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JP2002073968A (en) * 2000-09-01 2002-03-12 Capital Asset Planning Inc Asset operation planning system
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AU781699B2 (en) 2001-10-08 2005-06-09 Constellation Capital Management Limited Methods and apparatus for developing investments
US20030093352A1 (en) * 2001-10-15 2003-05-15 Muralidhar Sanjay P. Method, apparatus and program for evaluating financial trading strategies and portfolios
US7792719B2 (en) * 2004-02-04 2010-09-07 Research Affiliates, Llc Valuation indifferent non-capitalization weighted index and portfolio
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Also Published As

Publication number Publication date
KR20160111500A (en) 2016-09-26
AU2019202967A2 (en) 2020-11-05
CN106462898A (en) 2017-02-22
JP2017504126A (en) 2017-02-02
SG11201605968VA (en) 2016-08-30
KR101993038B1 (en) 2019-06-25
AU2015209151A1 (en) 2016-08-04
AU2019202967A1 (en) 2019-05-16
EP3097532A1 (en) 2016-11-30
AU2019101760A4 (en) 2020-11-26
WO2015112906A1 (en) 2015-07-30
EP3097532A4 (en) 2017-07-05
CA2937313A1 (en) 2015-07-30
MX2016009632A (en) 2017-05-09

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