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:
Mar. 29, 2011
Filed:
Oct. 11, 2010
Clifford J. Weber, Basking Ridge, NJ (US);
Carol Alexander, Purley, GB;
Charles A. Baker, Wayne, PA (US);
Jason J Macqueen, New York, NY (US);
Gary L. Gastineau, Short Hills, NJ (US);
Terry Norman, Barling Magna, GB;
Clifford J. Weber, Basking Ridge, NJ (US);
Carol Alexander, Purley, GB;
Charles A. Baker, Wayne, PA (US);
Jason J MacQueen, New York, NY (US);
Gary L. Gastineau, Short Hills, NJ (US);
Terry Norman, Barling Magna, GB;
NYSE AMEX LLC, New York, NY (US);
Abstract
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 includes a computer storage medium storing a computer program product. The product determines a basket of hedging instruments by applying statistical or economic based factor analysis to estimate the NAV or provide a hedging basket to rack actual NAV of an actively managed traded fund.