The patent badge is an abbreviated version of the USPTO patent document. The patent badge does contain a link to the full patent document.
The patent badge is an abbreviated version of the USPTO patent document. The patent badge covers the following: Patent number, Date patent was issued, Date patent was filed, Title of the patent, Applicant, Inventor, Assignee, Attorney firm, Primary examiner, Assistant examiner, CPCs, and Abstract. The patent badge does contain a link to the full patent document (in Adobe Acrobat format, aka pdf). To download or print any patent click here.
Patent No.:
Date of Patent:
Nov. 09, 2010
Filed:
Aug. 15, 2001
Ronald E. Sloan, Toronto, CA;
Stephen B. Slutsky, Toronto, CA;
Ronald E. Sloan, Toronto, CA;
Stephen B. Slutsky, Toronto, CA;
Accenture Global Services GmbH, Schaffhausen, CH;
Abstract
The present invention relates to an Internet enabled, interactive financial portfolio risk modeling system. The system operates online, in a collaborative computing environment between the user and the portfolio development system. The portfolio generating system models the user's personal investment parameters into a user profile in terms of the user risk tolerance level, user investment style and user bull/bear attitude. The system further calculates Value At Risk (VAR) values for the user. The system filters various securities based on their VAR and Beta values and present two list of filtered securities, with opposing Beta values, matching the user profile. The present invention enables the user to swap securities in and out of his existing portfolio and receive an analysis of the effect of the swap on his portfolio. The model also generates an ideal portfolio based on the user profile. The present invention presents the user with an estimated value of his portfolio, based on a regression formula as well as a possible best and worst scenario based on statistical formulas particularly to computer implemented, Internet based financial modeling systems.