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US20110145165 Synthetic Spread Trading  
Synthetic spread trading strategies are represented and managed as homogeneous tradeable objects. Relationships between a synthetic spread and its constituent parts are defined and states for a...
US20110137825 HEDGING EXCHANGE TRADED MUTUAL FUND OR OTHER PORTFOLIO BASKET PRODUCTS  
A system for pricing and/or determining a basket of financial instruments for hedging investment risk in actively managed traded funds is described. The system uses a trusted computer system and...
US20110029455 HEDGING EXCHANGE TRADED MUTUAL FUND OR OTHER PORTFOLIO BASKET PRODUCTS  
A system for pricing and/or determining a basket of financial instruments for hedging investment risk in actively managed traded funds is described. The system uses a trusted computer system and...
US20130054488 SYNTHETIC FUNDS HAVING STRUCTURED NOTES  
The present invention relates to synthetic funds for purchase by investors. A structured note is structured to provide customized equity returns/exposure. Terms of each structured note may be...
US20120278255 METHOD AND SYSTEM FOR BUILDING AND MAINTENANCE WATCH LISTS  
A method and apparatus for monitoring a items such as stocks and other securities, suitable for use in portable devices, such as personal organizers, wherein instead of separate watch lists, a pool...
US20120239592 CODE GENERATION BASED ON SPREADSHEET DATA MODELS  
Disclosed herein are processor-executable methods, computing systems, and related technology for the generation of software code based on spreadsheet data models. A spreadsheet data model may be...
US20120290500 CONFIGURATION PRICING STRATEGIES FOR MULTI-COMMODITY REQUEST-FOR-QUOTES  
Win probability estimation model that statistically computes the probability of winning a bid at a given price, and profit optimization models that compute the optimal price for a bid balancing the...
US20110264602 Computer-Implemented Systems And Methods For Implementing Dynamic Trading Strategies In Risk Computations  
Systems and methods are provided for simulating a portfolio risk of a portfolio managed according to one or more portfolio management rules. An initial holding amount of an investment instrument is...
US20120041898 SYSTEM AND METHOD FOR DETERMINING THE MARKET RISK MARGIN REQUIREMENTS ASSOCIATED WITH A CREDIT DEFAULT SWAP  
A system and computer-implemented method for determining a margin requirement associated with a plurality of financial instruments within a portfolio is disclosed. The system and method implement...
US20120054121 Method and System for Building an Investment Portfolio  
Methods and systems are disclosed that enable the leveraging of financial instrument research at an individual financial instrument level but across multiple classifications of financial...
US20130066805 Method and System for Providing Synthetic Exposure to an Actively Managed Portfolio  
An investment vehicle tracks the positive returns of actively managed investments without realizing investment return from the actively managed assets directly. This tracking is provided through...
US20130066801 OPTION SPREAD MIDRANGE PROCESSING  
Midrange values, which may be, for example, midpoint values, may be derived and provided for use in identifying spread opportunities. A first midrange value disposed between a bid price and a ask...
US20130124431 System Providing Commodity Price-Move Protection for Small Risk Holders  
A system for providing small to medium sized entities commodity price move protection is disclosed. The system may have the steps of receiving information from a client, selecting an appropriate...
US20120101959 EXCHANGE TRADING OF MUTUAL FUNDS OR OTHER PORTFOLIO BASKET PRODUCTS  
A system for determining a basket of financial instruments for hedging investment risk in actively managed exchange traded funds is described. The system uses a trusted computer system and includes...
US20130024399 SYSTEM FOR DYNAMICALLY ALLOCATING NATURAL RESOURCES  
Systems and methods for creating a dynamic resource trust can receive and distribute physical quantities of a resource at a future date. These systems and methods can be implemented in a computer...
US20110078090 Security Futures Contract with Selectable Expiration and Method and System for the Creation, Listing, Purchase and Sale, and Trading of the Same  
The embodiments of the invention provide a novel financial instrument and system and method for creating, listing, purchase and sale, and trading said financial instrument wherein the instrument...
US20090198633 INVESTMENT CLASSIFICATION AND TRACKING SYSTEM USING DIAMOND RATINGS  
The present invention is directed to an asset classification system based on investment strategy. The system determines a diamond rating for peers within a selected investment strategy. The diamond...
US20120173453 System and method for establishing a structured investment  
A structured investment product provides a return that substantially tracks returns from at least two different financial instruments. To establish the structured investment product a forward...
US20110055112 STRUCTURED FUTURES PRODUCTS  
Systems and methods for creating and trading structured futures and various vehicles to allow nearly equivalent financial instruments to be created and traded on exchanges are described, including...
US20120179627 UPSIDE INVESTING METHOD AND SYSTEM  
An economic security, saving, spending, and investing financial planning method and system are disclosed, to calculate the smoothest possible living standard floor for a household, which does not...
US20080183637 Asset analysis system and method for doing the same  
A computer system for performing asset analysis on remote assets. More particularly, the computer system uses a methodology whereby an asset operating entity is able to electronically view the...
US20130073479 SYSTEM AND METHOD FOR MULTI-FACTOR MODELING, ANALYSIS AND MARGINING OF CREDIT DEFAULT SWAPS FOR RISK OFFSET  
A method for determining a margin requirement associated with a plurality of financial instruments within a portfolio is disclosed. The method includes receiving a plurality of data associated with...
US20110178952 SYSTEM, METHOD, AND PRODUCT FOR PROTECTING A REAL ESTATE VALUE  
A computer program product, saved on a memory connected to a computer, to protect a purchase price of real estate to minimize liability risk associated with a loss of value of the real estate. The...
US20130080355 System and Method of Margining Fixed Payoff Products  
A system and method is disclosed for determining performance bonds for fixed payoff products, i.e. contracts which payoff a fixed amount based on the outcome of an underlying event regardless of...
US20120072373 System and Method of Margining Fixed Payoff Products  
A system and method is disclosed for determining performance bonds for fixed payoff products, i.e. contracts which payoff a fixed amount based on the outcome of an underlying event regardless of...
US20110184885 Methods and Systems for Comparing Stocks  
An instrument and system for consistent and objective comparison of stock exchange listed stocks, regardless of geographical market, business activity and trading currency is provided. The...
US20110313948 SYSTEM AND METHOD FOR SEARCHING UNDERLYING HOLDINGS IN INVESTMENT FUNDS  
A system and method associated with investment funds provide institutional and individual investors with comprehensive on-line analysis, account management, on-line money market trading...
US20130066806 SYSTEM AND METHOD FOR DETERMINING THE MARKET RISK MARGIN REQUIREMENTS ASSOCIATED WITH A CREDIT DEFAULT SWAP  
A system and computer-implemented method for determining a margin requirement associated with a plurality of financial instruments within a portfolio is disclosed. The system and method implement...
US20120130923 System and Method for Determining the Market Risk Margin Requirements Associated with a Credit Default swap  
A system and computer-implemented method for determining a margin requirement associated with a plurality of financial instruments within a portfolio is disclosed. The system and method implement...
US20110106727 Weather Risk Management System  
This disclosure relates to a system for managing financial risk associated with weather-based service contracts, and more specifically, to a system based on the purchase of weather derivatives to...
US20130036072 Method and System for Structuring The Ownership of an Investment  
A method of structuring ownership of an invention including the steps of receiving an investment commitment and a capital contribution from at least one investor, investing the capital contribution...
US20110125673 SYSTEMS AND METHODS FOR COMPOUND RISK FACTOR SAMPLING WITH INTEGRATED MARKET AND CREDIT RISK  
Systems and methods for generating an integrated market and credit loss distribution for the purpose of calculating one or more risk measures associated with a portfolio of instruments are...
US20110119204 SYSTEMS AND METHODS FOR COMPOUND RISK FACTOR SAMPLING WITH INTEGRATED MARKET AND CREDIT RISK  
Systems and methods for generating an integrated market and credit loss distribution for the purpose of calculating one or more risk measures associated with a portfolio of instruments are...
US20120066151 Factor Risk Model Based System, Method, And Computer Program Product For Generating Risk Forecasts  
A computerized method for generating risk forecasts is provided. A set of securities is selected. A set of risk factors is selected. The risk factor returns a determined. A risk factor covariance...
US20110004567 FACTOR RISK MODEL BASED SYSTEM, METHOD, AND COMPUTER PROGRAM PRODUCT FOR GENERATING RISK FORECASTS  
A computerized method for generating risk forecasts is provided. A set of securities is selected. A set of risk factors is selected. The risk factor returns a determined. A risk factor covariance...
US20110161102 SYSTEMS FOR PROVISION OF REMOTE SERVICES  
A computer system for providing a remote service including among other steps, the steps of selecting a reference item, wherein the reference item comprises at least one of a reference service and a...
US20130103615 PROJECT ECONOMICS ANALYSIS TOOL  
The present invention is applicable in the field of corporate finance, corporate capital investments, economics, math, risk analysis, simulation, decision analysis, and business statistics, and...
US20120041890 SYSTEMS AND METHODS FOR ENABLING CONTRIBUTORS TO CREATE AND SHARE FINANCIAL ANALYSIS  
A system for enabling contributors to create and share financial analysis, the system includes a server configured to receive financial analysis contributions from contributors, the financial...
US20130080352 METHOD OF CREATING AND MAINTAINING MULTI-MANAGER EXCHANGE TRADED FUNDS  
Systems and methods for creating and maintaining multi-manager exchange traded funds. An embodiment of a method includes receiving a plurality of model portfolios, each created by a different...
US20120179629 CONTROLLING AN ORDER SLICER FOR TRADING A FINANCIAL INSTRUMENT  
In one aspect, the present invention provides an order slicer that receives an order that to trade a financial instrument. The order associates a trading strategy with said order. The trading...
US20120072372 Methods, Systems and Computer Program Products for Providing Low Risk Portable Alpha Investment Instruments  
Provided are methods of providing a portable alpha investment instrument. Some embodiments of such methods include allocating a first portion of a financial asset to a first asset class, allocating...
US20130024396 Systems and Methods for Determining Cost of Capital for an Entity in a Bottom-Up, Fully Risk-Based Manner  
The present invention relates generally to determining cost-of-capital in a bottom-up, fully risk based manner. In particular, the present invention relates to methods, systems, and software tools...
US20110178953 METHODS AND SYSTEMS FOR COMPUTING TRADING STRATEGIES FOR USE IN PORTFOLIO MANAGEMENT AND COMPUTING ASSOCIATED PROBABILITY DISTRIBUTIONS FOR USE IN OPTION PRICING  
Exemplary methods and systems for creating uncorrelated trading strategies and deriving associated implied probability distributions of the price of an underlying financial instrument at future...
US20120317054 COMMERCIAL INVESTMENT ANALYSIS  
A technique for performing commercial venture analysis involves establishing an empirically-derived structure and evaluating companies using analytical techniques within that structure. The...
US20110196810 COMPUTER SYSTEM METHOD FOR DETERMINING AN EARTHQUAKE IMPACT  
For determining an impact index which indicates the image or damage caused by an earthquake to a portfolio, an equation is stored for calculating a local earthquake intensity for a geographical...
US20120254069 SYSTEM FOR IMPLEMENTING A SECURITY ISSUER RIGHTS MANAGEMENT PROCESS OVER A DISTRIBUTED COMMUNICATIONS NETWORK DEPLOYED IN A FINANCIAL MARKETPLACE  
A computer-network implemented system recognizes that (i) the security issuer retains (i.e. withholds) the right to lend a debt or equity security prior to security issuance, and (ii) the system...
US20100299283 SYSTEMS AND METHODS FOR DELIVERING PARAMETERS TO AUTOMATED SECURITY ORDER EXECUTION SYSTEMS  
In one aspect, the present invention permits users of trading algorithms to jointly achieve the objectives described above, namely: (a) permit access to trading algorithms of (arbitrary) complexity...
US20130117197 Determination of a Size of a Credit Default Swap Guaranty Fund  
A system for determining an amount of a guaranty fund to cover mutual systemic risk of loss among a plurality of entities trading credit default swap (“CDS”) instruments using a central cou...
US20110178956 SYSTEM AND METHOD FOR EFFICIENTLY USING COLLATERAL FOR RISK OFFSET  
A system and method for analyzing correlation between the assets given by the trader for collateral and that trader's open positions is disclosed. Thus, if the collateral is correlated to the...
US20120095936 Electronic Centralized Margin Management System  
An electronic, centralized margin management system and method are disclosed herein. The margin management system for method managing communications among authorized users representing...