Processing

Please wait...

Settings

Settings

Goto Application

1. WO2022094312 - SYSTEM AND METHOD FOR NEAR-INSTANTANEOUS PORTFOLIO PROTECTION

Publication Number WO/2022/094312
Publication Date 05.05.2022
International Application No. PCT/US2021/057402
International Filing Date 29.10.2021
IPC
G06Q 40/06 2012.1
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 30/0201
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
30Commerce, e.g. shopping or e-commerce
02Marketing, e.g. market research and analysis, surveying, promotions, advertising, buyer profiling, customer management or rewards; Price estimation or determination
0201Market data gathering, market analysis or market modelling
G06Q 40/04
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
04Exchange, e.g. stocks, commodities, derivatives or currency exchange
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
  • ADAPTIVE INVESTMENT SOLUTIONS, LLC [US]/[US]
Inventors
  • SUN, Dazhen
  • WICE, Nathaniel
  • WELLS, Jonathan
Agents
  • GABATHULER, Henry
Priority Data
63/107,22129.10.2020US
Publication Language English (en)
Filing Language English (EN)
Designated States
Title
(EN) SYSTEM AND METHOD FOR NEAR-INSTANTANEOUS PORTFOLIO PROTECTION
(FR) SYSTÈME ET PROCÉDÉ DE PROTECTION DE PORTEFEUILLE QUASI-INSTANTANÉE
Abstract
(EN) A system and method for near-instantaneous portfolio protection is provided. The portfolio protection tool is configured to be activated/deactivated nearly instantaneously with minimal customer inputs and efficiently provides customizable risk-management solutions for individual investors and advisors alike. The system includes a Market Data Server that receives market data from electronic intra-day financial market data sources, processes and selectively compiles salient market data points. A Risk Pricer Server computes, based on user-defined protection period and protection level settings, a risk level and a price for the protection on the user's portfolio. A Book Manager identifies specific trades required to provide the portfolio protection as a function of an aggregate risk to multiple customers. A Trader is configured to execute the specific trades. The system can throttle asynchronous input data to construct synchronized data sets resolving technical challenges of unsynchronized electronic financial market data.
(FR) L'invention concerne un système et un procédé de protection de portefeuille quasi-instantanée. L'outil de protection de portefeuille est configuré pour être activé/désactivé quasi-instantanément avec des entrées de client minimales et fournit efficacement des solutions de gestion de risque personnalisables pour des investisseurs individuels et des conseillers similaires. Le système comprend un serveur de données de marché qui reçoit des données de marché en provenance de sources de données de marché financier intra-journalier électronique, qui traite et qui compile sélectivement des points de données de marché saillants. Un serveur d'évaluation de risque calcule, sur la base d'une période de protection définie par l'utilisateur et de paramètres de niveau de protection, un niveau de risque et un prix pour la protection du portefeuille de l'utilisateur. Un gestionnaire de livres identifie des transactions spécifiques requises pour fournir la protection de portefeuille en fonction d'un risque agrégé à de multiples clients. Un négociateur est configuré pour exécuter les transactions spécifiques. Le système peut étrangler des données d'entrée asynchrones pour construire des ensembles de données synchronisés résolvant des défis techniques de données de marché financier électronique non synchronisées.
Latest bibliographic data on file with the International Bureau