System and method for rebalancing portfolios
AssigneeOrdex Systems, Inc.
InventorBijan Monassebian
Life of this patent
Estimating the term…
Abstract
A method, computer program product, and computer system for identifying, by a computing device, one or more portfolio assets in a portfolio. One or more asset characteristics are associated with at least a portion of the one or more portfolio assets. A group that includes at least the portion of the one or more portfolio assets and one or more corresponding model components is generated based upon, at least in part, the one or more asset characteristics. The group is rebalanced based upon, at least in part, one or more values of at least the portion of the one or more portfolio assets and one or more values of the one or more corresponding model components.
Claims21
A computer-implemented method comprising:
- identifying, by a computing device, one or more portfolio assets in a portfolio;
- associating, by the computing device, one or more asset characteristics with at least a portion of the one or more portfolio assets;
- generating, by the computing device, a group that includes at least the portion of the one or more portfolio assets and one or more corresponding model components based upon, at least in part, the one or more asset characteristics, wherein each portfolio asset in the group has the one or more asset characteristics and wherein the group is generated as a portfolio synthetic asset of the one or more portfolio assets in the portfolio;
- and
- rebalancing, by the computing device, the group based upon, at least in part, comparing one or more values of at least the portion of the one or more portfolio assets in the group and one or more values of the one or more corresponding model components.
A computing system including a processor and a memory configured to perform operations comprising:
- identifying, by a computing device, one or more portfolio assets in a portfolio;
- associating one or more asset characteristics with at least a portion of the one or more portfolio assets;
- generating a group that includes at least the portion of the one or more portfolio assets and one or more corresponding model components based upon, at least in part, the one or more asset characteristics, wherein each portfolio asset in the group has the one or more asset characteristics and wherein the group is generated as a portfolio synthetic asset of the one or more portfolio assets in the portfolio;
- and
- rebalancing, by the computing device, the group based upon, at least in part, comparing one or more values of at least the portion of the one or more portfolio assets in the group and one or more values of the one or more corresponding model components.
A computer program product residing on a computer readable storage medium having a plurality of instructions stored thereon which, when executed by a processor, cause the processor to perform operations comprising:
- identifying, by a computing device, one or more portfolio assets in a portfolio;
- associating one or more asset characteristics with at least a portion of the one or more portfolio assets;
- generating a group that includes at least the portion of the one or more portfolio assets and one or more corresponding model components based upon, at least in part, the one or more asset characteristics, wherein each portfolio asset in the group has the one or more asset characteristics and wherein the group is generated as a portfolio synthetic asset of the one or more portfolio assets in the portfolio;
- and
- rebalancing, by the computing device, the group based upon, at least in part, comparing one or more values of at least the portion of the one or more portfolio assets in the group and one or more values of the one or more corresponding model components.
Dependencies are inferred from the claim text.