Systems and methods for customizing a portfolio using visualization and control of factor exposure

A non-transitory computer-readable storage medium having embodied thereon computer-readable instructions executable by a processor to perform a method for interactive visualization of a blended portfolio of factor portfolios, the method comprising:

• electronically storing a plurality of data entities in a server database of a server, wherein each data entity comprises a weighted combination of assets selected to exhibit risk premia factors and represents a computerized representation of at least one of a constituent factor portfolio and a grouping of factor portfolios, the constituent factor portfolio comprises a mix of individual assets that are tradable financial securities;
• retrieving the data entities over a computer network from the server database using a server application of the server;
• executing instructions stored in memory, wherein execution of the instructions by a processor of the server generates a graphical user interface that displays at least part of the retrieved data entities;
• executing a construction and analysis tool that resides on the server that filters the data entities, wherein the construction and analysis tool is displayed within the graphical user interface;
• executing the server application to gather dynamic asset information from at least one financial source and to update the information in the data entities, wherein the dynamic asset information is gathered from at least one financial source over the computer network to represent a current market pricing of the data entities;
• displaying the filtered and updated data entities within the graphical user interface;
• receiving user input made using the graphical user interface for controlling proportions of constituent factor portfolios in a blended portfolio, wherein the user input is made through interactive manipulation of the construction and analysis tool displayed within the graphical user interface;
• generating, using the processor of the server, the blended portfolio as a weighted combination of the constituent data entities according to the user input by converting the user input into relative proportions;
• generating, using the processor of the server, a visual representation of the blended portfolio that shows the relative proportions of the data entities within the graphical user interface;
• generating, within the graphical user interface, a visual representation of performance metrics of the individual assets in the blended portfolio based on aggregating the performance metrics of the blended portfolio, wherein the graphic user interface includes a plurality of slider or dial controls, wherein the slider or dial controls allow a user to interactively adjust exposure to Quality, Low Volume, Momentum, and Value factors by moving a movable object within the slider or dial control from one position to another position;
• wherein the graphical user interface uses the interactive adjustment to transform the visual representation of the blended portfolio, wherein the shown proportions within the visual representation of the blended portfolio is changed based on the user's movement of the movable object;
• using the construction and analysis tool displayed within the graphical user interface to perform data analysis using the blended portfolio and a benchmark portfolio, wherein the data analysis includes comparing performance metrics of the blended portfolio with performance metrics of the benchmark portfolio;
• rebalancing the performance metrics of the blended portfolio based on the comparison, wherein rebalancing the performance metrics of the blended portfolio includes tweaking the visual representation in accordance with at least one performance metric within the graphical user interface;
• storing the modified blended portfolio into the server database;
• executing the blended portfolio by generating an electronic trading order as a listing of each individual asset and a corresponding relative proportion of each individual asset in the blended portfolio, and executing the trading order by transferring equities or money from one account to another account in a series of transactions in order to build the blended portfolio.

A computer-implemented method for interactive visualization of a selected portfolio of assets across a range of regimes, the method comprising:

• electronically storing a plurality of data entities in a server database of a server, wherein each data entity comprises a weighted combination of assets selected to exhibit risk premia factors and represents a computerized representation of at least one of a constituent factor portfolio and a grouping of factor portfolios, the constituent factor portfolio comprises a mix of individual assets that are tradable financial securities;
• retrieving the data entities over a computer network from the server database using a server application of the server;
• executing instructions stored in memory, wherein execution of the instructions by a processor of the server generates a graphical user interface that displays at least part of the retrieved set of historical data;
• dividing the retrieved set of historical data into a number of time-based intervals;
• calculating from the retrieved set of historical data for each interval an interval score representing a measure of a selected characteristic;
• categorizing the intervals into a number of regimes based on the interval scores;
• calculating for each regime a composite regime score for the selected portfolio by calculating an individual score for each asset in the portfolio for the selected characteristic during each of the time-based intervals and aggregating the individual scores across the intervals within each regime;
• and
• updating the graphical user interface in accordance with the calculated regime score for each regime.