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1. US20150317736 - METHODS AND TOOLS FOR GURANTEEING PORTFOLIO EXPECTED RETURN WHILE MINIMIZING RISKS

Office
United States of America
Application Number 14373645
Application Date 24.05.2012
Publication Number 20150317736
Publication Date 05.11.2015
Publication Kind A1
IPC
G06Q 40/06
GPHYSICS
06COMPUTING; CALCULATING OR COUNTING
QDATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
40Finance; Insurance; Tax strategies; Processing of corporate or income taxes
06Investment, e.g. financial instruments, portfolio management or fund management
CPC
G06Q 40/06
GPHYSICS
06COMPUTING; CALCULATING; COUNTING
QDATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
40Finance; Insurance; Tax strategies; Processing of corporate or income taxes
06Investment, e.g. financial instruments, portfolio management or fund management
Applicants Disi Lian
Inventors Disi Lian
Priority Data 201210126669.6 27.04.2012 CN
Title
(EN) METHODS AND TOOLS FOR GURANTEEING PORTFOLIO EXPECTED RETURN WHILE MINIMIZING RISKS
Abstract
(EN)

Methods and tools for guaranteeing portfolio expected return while minimizing risks are disclosed, Firstly, extracting the user's investment portfolio, the expected return data, the user's position in upper and lower limits of the various investment and the long and short positions in investment requirements and the user's investment orientation, and quantitatively calculating portfolios of financial risks in all positions; Secondly, according to the result of user's data and system risk quantitative calculation and the profit and loss optimization value, dynamically adjusting the actual effective boundary; within the multi-dimensional actual effective boundary calculating the optimum portfolio weights ratio to meet the user's expectation of investment returns and position limits, while minimizing investment risks; Then, listing the corresponding increase or decrease in trading, profit and loss and cash flow when transforming the current portfolio into the optimized portfolio, thus improving the user's investment performance while reducing investment risks.


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