摘要 |
A computer implemented method for maintaining a leveraged or reverse exchange traded product is provided which includes electronically monitoring, with a computer, a change in value of a product sold on an exchange, Electronic Communication Network (ECN), or Alternative Trading System (ATS); calculating, with a computer, a target number of options in the product required to provide a target return that is one of a multiple of a return of the product, a negative of the return of the product, or a negative multiple of the return of the product, and buying or selling options in the product to obtain the target number of options.
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