Optimizing investment strategies for long/short fund portfolios

A method for optimizing a portfolio having at least a long position portion and a short position portion, the method comprising:

• developing a portfolio optimization strategy for the portfolio including:
• adjusting at least one investment in the short position portion of the portfolio, wherein the adjusting includes adding at least one investment to the short position portion of the portfolio,
• executing an optimizer methodology on the long position portion of the portfolio in association with at least the adjusting of the investments in the short position portion of the portfolio;
• performing at least one transaction in accordance with the developed portfolio optimization strategy;
• generating a notional basket of investments including a plurality of investments selected from the short position portion of the portfolio;
• and,
• entering into at least one swap arrangement based on the generated basket of investments.

A method for arranging for optimizing a portfolio of a fund having at least a long position portion and a short position portion, the method comprising:

• developing a portfolio optimization strategy for the fund portfolio including:
• adjusting at least one investment in the long position portion of the portfolio, wherein the adjusting includes adding at least one investment to the long position portion of the portfolio,
• executing an optimizer methodology on the short position portion of the portfolio in association with at least the adjusting of the investments in the long position portion of the portfolio;
• arranging for performance of at least one transaction in accordance with the developed portfolio optimization strategy;
• structuring a notional basket of investments for the fund including a plurality of investments selected from the short position portion of the portfolio;
• and,
• arranging for the fund to enter into at least one swap arrangement based on the generated basket of investments.

A method for arranging for optimizing a portfolio of a fund having at least a long position portion and a short position portion, the method comprising:

• developing a portfolio optimization strategy for the fund portfolio including:
• adjusting at least one investment in the short position portion of the portfolio, wherein the adjusting includes adding at least one investment to the short position portion of the portfolio,
• executing an optimizer methodology on the long position portion of the portfolio in association with at least the adjusting of the investments in the short position portion of the portfolio;
• arranging for performance of at least one transaction in accordance with the developed portfolio optimization strategy;
• structuring a notional basket of investments for the fund including a plurality of investments selected from the short position portion of the portfolio;
• and,
• arranging for the fund to enter into at least one swap arrangement based on the generated basket of investments.