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US 10,592,987 B2Granted
Sector-based portfolio construction platform apparatuses, methods and systems
AssigneeFmr LLC
InventorsKeith E. Dennelly, Mihir S. Shah, Madhusudana R. Chalamani, Vineet Vasant Nene
Life of this patent
Estimating the term…
Abstract
The SECTOR-BASED PORTFOLIO CONSTRUCTION PLATFORM APPARATUSES, METHODS AND SYSTEMS (“SPC”) transform user data request via SPC components into sector-based portfolio investment transaction records. In one implementation, the SPC may provide an electronic user interface (UI) (e.g., web-based, mobile, etc.) for a user to construct a sector-based investment portfolio, to obtain performance prediction for the portfolio's allocation strategies by performance back-testing of selected sector funds and indices.
Claims37
A sector-based portfolio management user interface compositing apparatus, comprising:
- a computing processor;
- and
- a memory disposed in communication with the computing processor, and storing computing processor-executable instructions, said processor-executable instructions executable by the computing processor to:
- obtain index data updates from a data provider;
- determine a type of the obtained index data updates;
- determine target sector investment allocation weights associated with a plurality of sectors based on the obtained index data updates;
- provide the determined target sector investment allocation weights to a user via a user interface;
- receive user configured sector-based portfolio construction parameters including a target-actual allocation weight deviation tolerance level;
- generate backtesting performance data based on the user configured sector-based portfolio construction parameters;
- composite the generated backtesting performance data into a backtesting user interface, the composited backtesting user interface incorporating the generated backtesting performance data and including event overlays with backtesting and historical data, and wherein the event overlays include any of:
- benchmarks, sectors, fundamentals, what if, macro indicators;
- and wherein the macro indicators include any of:
- US GDP, unemployment, inflation, recovery, and recession;
- provide the backtesting user interface to a user;
- obtain backtesting augmentation inputs from the backtesting user interface;
- construct a sector-based portfolio based on the user configured sector-based portfolio construction parameters upon user approving the generated backtesting augmentation inputs from the generated backtesting performance data;
- establish a portfolio performance monitor based on the user configured sector-based portfolio construction parameters;
- provide portfolio performance data for display to the user via a user interface;
- receive a 1-click rebalancing request via a rebalancing user interface;
- and
- rebalance the sector-based portfolio based on the 1-click rebalancing request and the target sector investment allocation weights.
18 more elements
A sector-based portfolio management user interface compositing processor-readable storage non-transitory medium storing processor-executable instructions issuable by a processor to:
- obtain index data updates from a data provider;
- determine a type of the obtained index data updates;
- generate target sector investment allocation weights associated with a plurality of sectors based on the obtained index data updates;
- provide the generated target sector investment allocation weights to a user via a user interface;
- receive user configured sector-based portfolio construction parameters including a target-actual allocation weight deviation tolerance level;
- generate backtesting performance data based on the user configured sector-based portfolio construction parameters;
- composite the generated backtesting performance data into a backtesting user interface, the composited backtesting user interface incorporating the generated backtesting performance data and including event overlays with backtesting and historical data, and wherein the event overlays include any of:
- benchmarks, sectors, fundamentals, what if, macro indicators;
- and wherein the macro indicators include any of:
- US GDP, unemployment, inflation, recovery, and recession;
- provide the backtesting user interface to a user;
- obtain backtesting augmentation inputs from the backtesting user interface;
- construct a sector-based portfolio based on the user configured sector-based portfolio construction parameters upon user approving the generated backtesting augmentation inputs from the generated backtesting performance data;
- establish a portfolio performance monitor based on the user configured sector-based portfolio construction parameters;
- provide portfolio performance data for display to the user via a user interface;
- receive a 1-click rebalancing request via a rebalancing user interface;
- and
- rebalance the sector-based portfolio based on the 1-click rebalancing request and the target sector investment allocation weights.
15 more elements
A sector-based portfolio management user interface compositing apparatus, comprising:
- a memory;
- a component collection in the memory, including:
- an SPC component, the SPC component comprising:
- an index data collector component;
- a portfolio construction component;
- a performance backtesting component;
- a portfolio execution component;
- a monitor and rebalance component;
- a section allocation modeler component;
- and
- a market data analysis component;
- a processor disposed in communication with the memory, and configured to issue a plurality of processing instructions from the component collection stored in the memory,
- wherein the processor issues instructions from the component collection, stored in the memory, to:
- obtain index data updates from a data provider;
- determine a type of the obtained index data updates;
- determine target sector investment allocation weights associated with a plurality of sectors based on the obtained index data updates;
- provide the determined target sector investment allocation weights to a user via a user interface;
- receive user configured sector-based portfolio construction parameters including a target-actual allocation weight deviation tolerance level;
- generate backtesting performance data based on the user configured sector-based portfolio construction parameters;
- composite the generated backtesting performance data into a backtesting user interface, the composited backtesting user interface incorporating the generated backtesting performance data and including event overlays with backtesting and historical data, and wherein the event overlays include any of:
- benchmarks, sectors, fundamentals, what if, macro indicators;
- and wherein the macro indicators include any of:
- US GDP, unemployment, inflation, recovery, and recession;
- provide the backtesting user interface to a user;
- obtain backtesting augmentation inputs from the backtesting user interface;
- construct a sector-based portfolio based on the user configured sector-based portfolio construction parameters upon user approving the generated backtesting augmentation inputs from the generated backtesting performance data;
- establish a portfolio performance monitor based on the user configured sector-based portfolio construction parameters;
- provide portfolio performance data for display to the user via a user interface;
- receive a 1-click rebalancing request via a rebalancing user interface;
- rebalance the sector-based portfolio based on the 1-click rebalancing request and the target sector investment allocation weights;
- and
- update and instantiate the rebalanced sector-based portfolio in a sector-balancing account database configured for periodic system rebalance and assessment.
29 more elements
Dependencies are inferred from the claim text.