摘要 |
A system comprises a memory operable to store a master index that is based at least in part on a separately managed account (SMA) index, a market index, a first weight associated with the SMA index, and a second weight associated with the market index. The system further comprises a processor communicatively coupled to the memory and operable to update the first weight based at least in part on the market index. The processor is further operable to update the second weight based at least in part on the SMA index. The processor is further operable to update the master index based at least in part on the SMA index, the market index, the updated first weight, and the updated second weight. The processor is further operable to store the updated master index in a memory.
|