WO2006022677A3 - Highly automated system for managing hedge funds - Google Patents

Highly automated system for managing hedge funds Download PDF

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Publication number
WO2006022677A3
WO2006022677A3 PCT/US2004/024994 US2004024994W WO2006022677A3 WO 2006022677 A3 WO2006022677 A3 WO 2006022677A3 US 2004024994 W US2004024994 W US 2004024994W WO 2006022677 A3 WO2006022677 A3 WO 2006022677A3
Authority
WO
WIPO (PCT)
Prior art keywords
hedge
automated system
highly automated
managing
hedge funds
Prior art date
Application number
PCT/US2004/024994
Other languages
French (fr)
Other versions
WO2006022677A2 (en
Inventor
Ng Canaan
Rolf Dr Fischer
Original Assignee
Consistent Capital Llc
Ng Canaan
Rolf Dr Fischer
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 Consistent Capital Llc, Ng Canaan, Rolf Dr Fischer filed Critical Consistent Capital Llc
Priority to PCT/US2004/024994 priority Critical patent/WO2006022677A2/en
Publication of WO2006022677A2 publication Critical patent/WO2006022677A2/en
Publication of WO2006022677A3 publication Critical patent/WO2006022677A3/en

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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
    • G06Q40/04—Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange

Abstract

A system and method for managing hedge funds is disclosed. The method comprises conducting market analysis to identify and filter a pool of financial instruments for the construction of a hedge portfolio database, conducting computerized quantitative analysis on combinations of the financial instruments in the hedge portfolio database to identify potential hedge positions, filtering at least one of the combinations based on filtering parameters to form a clearance combination, placing a trade order to open a hedge position based on the clearance combination, monitoring the hedge position to determine whether trading parameters have been met, and placing a trade order to close the hedge position. Other embodiments are disclosed and claimed herein.
PCT/US2004/024994 2004-08-02 2004-08-02 Highly automated system for managing hedge funds WO2006022677A2 (en)

Priority Applications (1)

Application Number Priority Date Filing Date Title
PCT/US2004/024994 WO2006022677A2 (en) 2004-08-02 2004-08-02 Highly automated system for managing hedge funds

Applications Claiming Priority (1)

Application Number Priority Date Filing Date Title
PCT/US2004/024994 WO2006022677A2 (en) 2004-08-02 2004-08-02 Highly automated system for managing hedge funds

Publications (2)

Publication Number Publication Date
WO2006022677A2 WO2006022677A2 (en) 2006-03-02
WO2006022677A3 true WO2006022677A3 (en) 2007-04-19

Family

ID=35967949

Family Applications (1)

Application Number Title Priority Date Filing Date
PCT/US2004/024994 WO2006022677A2 (en) 2004-08-02 2004-08-02 Highly automated system for managing hedge funds

Country Status (1)

Country Link
WO (1) WO2006022677A2 (en)

Families Citing this family (1)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US20080183639A1 (en) * 2005-04-14 2008-07-31 Disalvo Dean F System and Method for Securities Liquidity Flow Tracking, Display and Trading

Citations (1)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US20050027638A1 (en) * 2003-07-30 2005-02-03 Cannan Ng Highly automated system for managing hedge funds

Patent Citations (1)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US20050027638A1 (en) * 2003-07-30 2005-02-03 Cannan Ng Highly automated system for managing hedge funds

Also Published As

Publication number Publication date
WO2006022677A2 (en) 2006-03-02

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