Platform for customizing a derivative portfolio trading strategy
AssigneeMichael Anthony Noel
InventorMichael Anthony Noel
Life of this patent
Estimating the term…
Abstract
The inventor discovered a method for exploiting asymmetrical market return patterns that involves the steps of identifying seasons during which equities have historically done poorly, entering a short sell position on a portfolio of call options at or near the beginning of that season, and closing out the short sell position at or before the end of the season. The inventor has also developed an options trading strategy platform to help potential subscribers or clients to implement this options trading strategy.
Claims9
A server-client based options portfolio trading strategy platform available to internet users for facilitating the generation of a filtered portfolio of options in which a user may invest, based on user-designated filtering criteria, said platform comprising:
- a server configured to generate a filtered portfolio of options;
- at least one non-transitory computer readable medium;
- a how-deep-out-of-the-money filter configured to identify options on underlying shares of various equities, said options having strike prices that are at least a designated percentage above respective spot prices of the underlying equity shares;
- an option portfolio price filter configured to identify options that are priced at least as high, or no higher than, a designated threshold amount;
- a client-based user interface configured to accept a user-designated percentage for use by the how-deep-out-of-the-money filter and a user-designated threshold amount for use by the option portfolio price filter;
- the client-based user interface being also configured to communicate the user-designated percentage and user-designated threshold amount to a server-based portfolio module;
- the server-based portfolio-generating module being configured to generate the filtered portfolio of options by applying the how-deep-out-of-the-money and option portfolio price filters, together with the user-designated filtering criteria, on a larger, previously identified group of options;
- the client-based user interface being configured to present a list of the filtered portfolio of options to the user
- an underlying-share-price filter configured to identify options whose underlying shares are priced at least as high, or no higher than, a designated threshold amount;
- wherein the client -based user interface being configured to accept a user-designated threshold amount for use by the underlying-share-price filter;
- and the server-based portfolio-generating module being configured to generate the filtered portfolio of options by also applying the underlying-share-price filter on the larger previously identified group of options.
Dependencies are inferred from the claim text.