METHOD OF COMPUTERIZED MONITORING OF INVESTMENT TRADING AND ASSOCIATED SYSTEM

摘要

A method of computerized monitoring of investment trading includes providing historic trading data for a specific trader, selecting a plurality of trading parameters for the specific trader and obtaining current information regarding the selected parameters, and/or providing historic trading data and applying rules to the current information and/or historic trading data to determine if a rules violation has occurred. The system may be employed to monitor whether market timing of mutual fund investments has occurred. A corresponding computerized system is disclosed.

主权项

1. A computerized system for monitoring investment trading of shares of at least one mutual fund comprising:
at least one computer having a computer tangible readable medium having stored thereon software instructions executable by a processor of the computer, comprising: code to provide at least one rule of the at least one mutual fund to monitor at least one trading activity of at least one specific trader associated with at least one trading transaction in at least one omnibus account, involving the shares of the at least one mutual fund, to determine at least one trading violation of the at least one rule of the at least one mutual fund, wherein the at least one trading violation is capable of having at least one negative effect on at least one aspect of managing the at least one mutual fund and wherein the at least one specific trader is at least one of: i) at least one holder of at least one account associated with the at least one trading transaction involving the shares of the at least one mutual fund, ii) at least one broker associated with the at least one trading transaction involving the shares of the at least one mutual fund, iii) at least one account representative associated with the at least one account associated with the at least one trading transaction involving the shares of the at least one mutual fund, or iv) at least one account manager associated with the at least one account associated with the at least one trading transaction involving the shares of the at least one mutual fund; code to obtain, for the at least one omnibus account, current trading data of the shares of the at least one mutual fund; code to process, for the at least one omnibus account, the obtained current trading data of the shares of the at least one mutual fund to identify current trading data for the at least one first specific trader, wherein the identified current trading data for the at least one first specific trader comprising at least one first current trading transaction in the at least one omnibus account, wherein the at least one first current trading transaction is associated with the at least one specific trader and involves the shares of the at least one mutual fund; code to obtain historic trading data for at least one first specific trader, wherein the obtained historic trading data for the at least one first specific trader comprising at least one first past trading transaction which is associated with the at least one first specific trader and involves the shares of the at least one mutual fund; code to determine, in the at least one omnibus account, at least one first trading violation in at least one trading activity of the at least one first specific trader, wherein the determination is based at least in part on: comparing at least first portion of the identified current trading data for the at least one first specific trader, at least second portion of the obtained historic trading data for the at least one first specific trader, or any combination thereof, with the at least one rule of the at least one mutual fund to detect, in the at least one omnibus account, at least one event of interest in the at least one trading activity of the at least one first specific trader, wherein the at least one rule of the at least one mutual fund comprises at least one standard defined by the at least one mutual fund, and wherein the least one of the standard comprises at least one market timing condition that allows to determine, in the at least one omnibus account, based at least in part on the at least one event of interest in the at least one trading activity of the at least one first specific trader, whether the at least one first specific trader has violated at least one market timing rule of the at least one mutual fund, by being associated with (1) at least one purchase transaction, which involves at least one purchase of shares of the at least one mutual fund, and (2) at least one sale transaction, which involves at least one sale of at least a portion of the purchased shares before a period of time specified by the at least one market timing condition has expired; and code to output, for the at least one omnibus account, the determined at least one first trading violation of the at least one rule of the at least one mutual fund by the at least one specific trader.