CA2974701A1 - Segmentation et stratification de portefeuilles composites de titres de placement - Google Patents

Segmentation et stratification de portefeuilles composites de titres de placement Download PDF

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Publication number
CA2974701A1
CA2974701A1 CA2974701A CA2974701A CA2974701A1 CA 2974701 A1 CA2974701 A1 CA 2974701A1 CA 2974701 A CA2974701 A CA 2974701A CA 2974701 A CA2974701 A CA 2974701A CA 2974701 A1 CA2974701 A1 CA 2974701A1
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CA
Canada
Prior art keywords
groups
portfolio
attributes
functional
group
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Legal status (The legal status is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the status listed.)
Pending
Application number
CA2974701A
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English (en)
Inventor
Harmon Remmel
Daniel Goldman
Christopher Silkworth
Jonathan Chandler
James Fifield
Adelaide Fuller
Sean Sandys
Gabriel Marius
Mark Finn
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Individual
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Individual
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Publication date
Priority claimed from PCT/US2015/012762 external-priority patent/WO2015112906A1/fr
Priority claimed from US14/604,197 external-priority patent/US9098878B2/en
Priority claimed from US14/801,775 external-priority patent/US9245299B2/en
Application filed by Individual filed Critical Individual
Publication of CA2974701A1 publication Critical patent/CA2974701A1/fr
Pending legal-status Critical Current

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Classifications

    • G—PHYSICS
    • G06—COMPUTING OR CALCULATING; COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/06—Asset management; Financial planning or analysis

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  • Engineering & Computer Science (AREA)
  • Business, Economics & Management (AREA)
  • Finance (AREA)
  • Accounting & Taxation (AREA)
  • Development Economics (AREA)
  • Operations Research (AREA)
  • Game Theory and Decision Science (AREA)
  • Human Resources & Organizations (AREA)
  • Entrepreneurship & Innovation (AREA)
  • Economics (AREA)
  • Marketing (AREA)
  • Strategic Management (AREA)
  • Technology Law (AREA)
  • Physics & Mathematics (AREA)
  • General Business, Economics & Management (AREA)
  • General Physics & Mathematics (AREA)
  • Theoretical Computer Science (AREA)
  • Financial Or Insurance-Related Operations Such As Payment And Settlement (AREA)

Abstract

La présente invention concerne un procédé selon lequel un portefeuille composite segmenté ou stratifié peut être formé par la sélection d'un groupe de titres de placement, entraînant leur stratification ou leur segmentation conformément à des attributs qui sont en corrélation avec un risque d'actifs spécifiques, et l'attribution de pondérations de portefeuille relatives aux composants sur la base de leurs positions stratifiées ou segmentées. Les attributs sont sélectionnés parmi un domaine de valeurs possibles. En outre, des écarts systématiques positifs et négatifs peuvent être appliqués à n'importe quel point ou position arbitraire, y compris à des actifs individuels, des groupes d'actifs sélectionnés de manière arbitraire, ou des positions arbitraires.
CA2974701A 2015-01-23 2016-01-23 Segmentation et stratification de portefeuilles composites de titres de placement Pending CA2974701A1 (fr)

Applications Claiming Priority (7)

Application Number Priority Date Filing Date Title
USPCT/US2015/012762 2015-01-23
US14/604,197 2015-01-23
PCT/US2015/012762 WO2015112906A1 (fr) 2014-01-23 2015-01-23 Portefeuilles composites stratifiés de titres d'investissement
US14/604,197 US9098878B2 (en) 2013-03-15 2015-01-23 Stratified composite portfolios of investment securities
US14/801,775 US9245299B2 (en) 2013-03-15 2015-07-16 Segmentation and stratification of composite portfolios of investment securities
US14/801,775 2015-07-16
PCT/US2016/014642 WO2016118939A1 (fr) 2015-01-23 2016-01-23 Segmentation et stratification de portefeuilles composites de titres de placement

Publications (1)

Publication Number Publication Date
CA2974701A1 true CA2974701A1 (fr) 2016-07-28

Family

ID=56417855

Family Applications (1)

Application Number Title Priority Date Filing Date
CA2974701A Pending CA2974701A1 (fr) 2015-01-23 2016-01-23 Segmentation et stratification de portefeuilles composites de titres de placement

Country Status (10)

Country Link
EP (1) EP3248166A1 (fr)
JP (1) JP2018503927A (fr)
CN (1) CN107851283A (fr)
AU (2) AU2016102483A4 (fr)
CA (1) CA2974701A1 (fr)
DE (1) DE202016009077U1 (fr)
HK (1) HK1251337A1 (fr)
MX (1) MX2017009546A (fr)
SG (1) SG11201705946VA (fr)
WO (2) WO2016118938A1 (fr)

Cited By (1)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US20230419227A1 (en) * 2020-11-24 2023-12-28 Howard W. Buffett System for quantiative caluculation of the impact rate of return of a financial allocation

Families Citing this family (6)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
CN108805709A (zh) * 2018-05-23 2018-11-13 陈旭 一种基于底层资产发行区块链数字通证的方法
KR102335015B1 (ko) * 2020-01-30 2021-12-02 아주대학교산학협력단 부채관리 역량 평가 시스템 및 이를 이용한 부채관리 역량 정보 분석 방법
JP7419126B2 (ja) * 2020-03-19 2024-01-22 野村證券株式会社 情報処理装置、情報処理方法、及びプログラム
WO2022066187A1 (fr) * 2020-09-28 2022-03-31 Td Ameritrade Ip Company, Inc. Système de génération de recommandation efficace sur le plan informatique
CN112434216B (zh) * 2020-11-13 2024-04-26 海创汇科技创业发展股份有限公司 一种投资项目的智能推介方法、装置、存储介质和计算机设备
US11741547B1 (en) * 2021-03-17 2023-08-29 Interactive Brokers Llc Systems and methods for data normalization for use in scoring and balancing a portfolio

Family Cites Families (11)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
AU781699B2 (en) * 2001-10-08 2005-06-09 Constellation Capital Management Limited Methods and apparatus for developing investments
US7747502B2 (en) * 2002-06-03 2010-06-29 Research Affiliates, Llc Using accounting data based indexing to create a portfolio of assets
US7792719B2 (en) * 2004-02-04 2010-09-07 Research Affiliates, Llc Valuation indifferent non-capitalization weighted index and portfolio
US8005740B2 (en) 2002-06-03 2011-08-23 Research Affiliates, Llc Using accounting data based indexing to create a portfolio of financial objects
JP4004882B2 (ja) * 2002-07-19 2007-11-07 財団法人日本産業技術振興協会 研究開発投資証券販売方法、研究開発投資証券販売システム、研究開発投資証券販売プログラム及びそのプログラムを記憶した記録媒体
US8131620B1 (en) 2004-12-01 2012-03-06 Wisdomtree Investments, Inc. Financial instrument selection and weighting system and method
CN101438313A (zh) * 2006-03-13 2009-05-20 Ocean益友有限公司 生成有价证券指数的方法和系统
US8306892B1 (en) 2007-11-15 2012-11-06 Pacific Investment Management Company LLC Fixed income securities index
CN102339452A (zh) * 2011-11-09 2012-02-01 曾祥洪 金融衍生品量化交易方法和量化交易系统
US20130198015A1 (en) * 2012-01-30 2013-08-01 Hardeep Singh Walia Systems and methods for hedging of market exposure or harvesting of tax losses
EP2973049A4 (fr) * 2013-03-15 2016-11-09 Locus Analytics Llc Taggage de la syntaxe spécifique à un domaine dans un système d'informations fonctionnelles

Cited By (1)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US20230419227A1 (en) * 2020-11-24 2023-12-28 Howard W. Buffett System for quantiative caluculation of the impact rate of return of a financial allocation

Also Published As

Publication number Publication date
WO2016118938A1 (fr) 2016-07-28
EP3248166A1 (fr) 2017-11-29
AU2016209034A1 (en) 2017-08-10
MX2017009546A (es) 2018-11-09
CN107851283A (zh) 2018-03-27
DE202016009077U1 (de) 2021-12-14
JP2018503927A (ja) 2018-02-08
SG11201705946VA (en) 2017-08-30
AU2016102483A4 (en) 2021-12-23
HK1251337A1 (zh) 2019-01-25
WO2016118939A1 (fr) 2016-07-28

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