发明名称 |
SYSTEM AND METHOD FOR ANALYSING AND SELECTING OPTIMUM PORTFOLIOS |
摘要 |
A method and system for creating optimum portfolios of financial securities is disclosed. The system creates an optimum portfolio of "Top Performing" funds/securities from a database of funds/securities and indices based on a user's inputted preferences. The program employs an asset allocation methodology, modern portfolio theory, probability functions, calculus, Boolean logic and statistical search algorithms to sele ct the portfolio with the highest ratio of excess return to volatility subject to a user's preferences and constraints.
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申请公布号 |
CA2328782(A1) |
申请公布日期 |
2002.06.18 |
申请号 |
CA20002328782 |
申请日期 |
2000.12.18 |
申请人 |
BLACKSTONE TECHNOLOGIES INC. |
发明人 |
HEAGY, WILLIAM;LINDSAY, GARY |
分类号 |
G06Q40/06;(IPC1-7):G06F17/60 |
主分类号 |
G06Q40/06 |
代理机构 |
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代理人 |
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主权项 |
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地址 |
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