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:
May. 21, 2013
Filed:
Nov. 05, 2009
Richard B. Spurgin, Amherst, MA (US);
Thomas R. Schneeweis, Amherst, MA (US);
Hossein B. Kazemi, Florence, MA (US);
George A. Martin, Florence, MA (US);
Richard B. Spurgin, Amherst, MA (US);
Thomas R. Schneeweis, Amherst, MA (US);
Hossein B. Kazemi, Florence, MA (US);
George A. Martin, Florence, MA (US);
Altenative Investment Analytics LLC, Amherst, MA (US);
Abstract
This invention relates to methods and systems for reducing transaction costs and minimizes turnover in the trading of futures contracts. The invention further describes an algorithm whose output is a unique method of investing in futures contracts that reduces the rate of turnover, and thus the cost of trading, of certain common trading strategies. The primary application of this method is to a class of strategies referred to as indexing strategies that incorporate a dynamic asset allocation approach using futures contracts.