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    • 4. 发明申请
    • SYSTEM AND METHOD OF REBALANCING A PORTFOLIO OF SEPARATELY MANAGED ACCOUNTS
    • 独立管理账户组合的系统和方法
    • WO2007112085A3
    • 2007-11-29
    • PCT/US2007007420
    • 2007-03-26
    • ITG SOFTWARE SOLUTIONS INCINALA NEILDEMBSKY IANHILDEBRANDT ZACHARYMA PAUL
    • INALA NEILDEMBSKY IANHILDEBRANDT ZACHARYMA PAUL
    • G06Q40/00
    • G06Q40/06
    • A system and method for rebalancing separately managed accounts utilizing sub-models. Sub-models can be generated automatically by analyzing the restrictions that exist on the individual accounts, or created manually by identifying particular stocks that might fall within a particular industry, sector or other arbitrary classification. An account can be classified as belonging to one or more sub-models. These sub-models allow for a more efficient rebalancing process by allowing transaction decisions to be made according to a particular sub-model rather than at the level of each individual account. These sub-models also allow for more efficient monitoring of large numbers of accounts by allowing analysis of account drift according to both restrictions associated with the account as well as the account's master model portfolio, rather than solely relative to the account's master model portfolio without incorporating the account's restrictions.
    • 使用子模型重新平衡单独管理的帐户的系统和方法。 可以通过分析个人账户上存在的限制来自动生成子模型,或者通过识别可能属于特定行业,部门或其他任意分类的特定股票来手动创建子模型。 一个帐户可以分为属于一个或多个子模型。 这些子模型允许通过允许根据特定子模型进行事务决策而不是在每个单独帐户的级别进行更有效的重新平衡过程。 这些子模型还允许通过根据与帐户相关联的限制以及帐户的主模型组合来分析帐户漂移,而不仅仅是相对于账户的主模型组合而不需要并入,来更有效地监视大量账户 帐户的限制。