Techniques for dynamic indexing are provided. In one embodiment, first instruments to be included in an index are identified at a first time. The index includes one or more first weights each of which is associated with a different instrument in the first instruments. One or more first time series for the first instruments are determined. Based on the one or more first time series and the one or more first weights, a collective value of the index is tracked as a function of time at least from the first time. At least one of a) the first weights and the first time, and b) the collective value as the function of the time is stored, in a physical storage device.
申请公布号
WO2010030949(A3)
申请公布日期
2010.06.10
申请号
WO2009US56742
申请日期
2009.09.11
申请人
PALANTIR TECHNOLOGIES, INC.;RAKHAMIMOV, DENNIS;POIRIER, ERIC