| 发明名称 |
SYSTEM AND METHODS FOR COMPLETING A PORTFOLIO ACCORDING TO A FACTOR BLEND ANALYSIS |
| 摘要 |
The system uploads an existing portfolio and provides a synthesize process to determine how the existing portfolio fares against the factors disclosed above. The existing portfolio is scored and ranked, and factor results are provided. The user then inputs a target factor portfolio using the factors disclosed above. The existing portfolio is then compared against the target portfolio. The result is a completion portfolio to complement the existing portfolio and derive an overall exposure in line with investor objectives. |
| 申请公布号 |
US2016343079(A1) |
申请公布日期 |
2016.11.24 |
| 申请号 |
US201514716843 |
申请日期 |
2015.05.19 |
| 申请人 |
Vaidyanathan Vijay;Monty Joshi Himanshu;Mantilla Garcia Daniel;Ang Andrew;Hissen Helmut |
发明人 |
Vaidyanathan Vijay;Monty Joshi Himanshu;Mantilla Garcia Daniel;Ang Andrew;Hissen Helmut |
| 分类号 |
G06Q40/06 |
主分类号 |
G06Q40/06 |
| 代理机构 |
|
代理人 |
|
| 主权项 |
1. A method for building a completion portfolio for an existing portfolio, the method of comprising:
estimating a factor allocation for the existing portfolio, wherein the factor allocation includes a set of factors; determining a target factor portfolio based on a selected factor blend of the set of factors; comparing the target portfolio to the factor allocation of the existing portfolio to determine a difference between the factor allocation and the selected factor blend; and building a completion portfolio according the difference. |
| 地址 |
Los Altos CA US |
