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AR029498A1 - Sistema de computacion para determinar una canasta de valores para cobertura de riesgo de inversiones - Google Patents

Sistema de computacion para determinar una canasta de valores para cobertura de riesgo de inversiones

Info

Publication number
AR029498A1
AR029498A1 ARP010101413A ARP010101413A AR029498A1 AR 029498 A1 AR029498 A1 AR 029498A1 AR P010101413 A ARP010101413 A AR P010101413A AR P010101413 A ARP010101413 A AR P010101413A AR 029498 A1 AR029498 A1 AR 029498A1
Authority
AR
Argentina
Prior art keywords
traded
basket
fund
portfolio
computer system
Prior art date
Application number
ARP010101413A
Other languages
English (en)
Original Assignee
American Stock Exchange Llc
Priority date (The priority date is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the date listed.)
Filing date
Publication date
Application filed by American Stock Exchange Llc filed Critical American Stock Exchange Llc
Publication of AR029498A1 publication Critical patent/AR029498A1/es

Links

Classifications

    • G—PHYSICS
    • G06—COMPUTING OR CALCULATING; COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q30/00—Commerce
    • G06Q30/06—Buying, selling or leasing transactions
    • G06Q30/08—Auctions
    • G—PHYSICS
    • G06—COMPUTING OR CALCULATING; COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G—PHYSICS
    • G06—COMPUTING OR CALCULATING; COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/04—Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange
    • G—PHYSICS
    • G06—COMPUTING OR CALCULATING; COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/06—Asset management; Financial planning or analysis
    • Y—GENERAL TAGGING OF NEW TECHNOLOGICAL DEVELOPMENTS; GENERAL TAGGING OF CROSS-SECTIONAL TECHNOLOGIES SPANNING OVER SEVERAL SECTIONS OF THE IPC; TECHNICAL SUBJECTS COVERED BY FORMER USPC CROSS-REFERENCE ART COLLECTIONS [XRACs] AND DIGESTS
    • Y10—TECHNICAL SUBJECTS COVERED BY FORMER USPC
    • Y10S—TECHNICAL SUBJECTS COVERED BY FORMER USPC CROSS-REFERENCE ART COLLECTIONS [XRACs] AND DIGESTS
    • Y10S707/00—Data processing: database and file management or data structures
    • Y10S707/99931—Database or file accessing
    • Y10S707/99932—Access augmentation or optimizing
    • Y—GENERAL TAGGING OF NEW TECHNOLOGICAL DEVELOPMENTS; GENERAL TAGGING OF CROSS-SECTIONAL TECHNOLOGIES SPANNING OVER SEVERAL SECTIONS OF THE IPC; TECHNICAL SUBJECTS COVERED BY FORMER USPC CROSS-REFERENCE ART COLLECTIONS [XRACs] AND DIGESTS
    • Y10—TECHNICAL SUBJECTS COVERED BY FORMER USPC
    • Y10S—TECHNICAL SUBJECTS COVERED BY FORMER USPC CROSS-REFERENCE ART COLLECTIONS [XRACs] AND DIGESTS
    • Y10S707/00—Data processing: database and file management or data structures
    • Y10S707/99931—Database or file accessing
    • Y10S707/99933—Query processing, i.e. searching

Landscapes

  • Business, Economics & Management (AREA)
  • Engineering & Computer Science (AREA)
  • Finance (AREA)
  • Accounting & Taxation (AREA)
  • Development Economics (AREA)
  • Theoretical Computer Science (AREA)
  • Marketing (AREA)
  • Strategic Management (AREA)
  • Physics & Mathematics (AREA)
  • General Business, Economics & Management (AREA)
  • General Physics & Mathematics (AREA)
  • Economics (AREA)
  • Technology Law (AREA)
  • Entrepreneurship & Innovation (AREA)
  • Game Theory and Decision Science (AREA)
  • Human Resources & Organizations (AREA)
  • Operations Research (AREA)
  • Financial Or Insurance-Related Operations Such As Payment And Settlement (AREA)

Abstract

Se describe un sistema para determinar una canasta de instrumentos financieros para cubirir riesgos de inversion en fondos que se negocian en bolsa administrados activamente. El sistema utiliza un sistema de computacion confiable e incluye un medio de almacenamiento en computadora que almacena un producto de programa de computacion. El producto determina la canasta de instrumentos de cobertura extrayendo informacion de factores de una cartera del fondo que se negocia en bolsa administrando activamente y determinando factores que afectan el precio del fondo que se negocia en bolsa. El programa puede seleccionar una cartera de instrumentos con comportamiento similar respecto de los factores determinados para producir una cartera de cobertura que sigue el precio del fondo que se negocia en bolsa.
ARP010101413A 2000-03-27 2001-03-26 Sistema de computacion para determinar una canasta de valores para cobertura de riesgo de inversiones AR029498A1 (es)

Applications Claiming Priority (1)

Application Number Priority Date Filing Date Title
US09/536,258 US7099838B1 (en) 2000-03-27 2000-03-27 Hedging exchange traded mutual funds or other portfolio basket products

Publications (1)

Publication Number Publication Date
AR029498A1 true AR029498A1 (es) 2003-07-02

Family

ID=24137786

Family Applications (1)

Application Number Title Priority Date Filing Date
ARP010101413A AR029498A1 (es) 2000-03-27 2001-03-26 Sistema de computacion para determinar una canasta de valores para cobertura de riesgo de inversiones

Country Status (16)

Country Link
US (5) US7099838B1 (es)
EP (1) EP1281148A1 (es)
JP (1) JP2003532176A (es)
KR (1) KR20030020871A (es)
CN (1) CN1662912A (es)
AR (1) AR029498A1 (es)
AU (3) AU5581001A (es)
BR (1) BR0109767A (es)
CA (1) CA2403922C (es)
EA (1) EA004949B1 (es)
IL (1) IL151962A0 (es)
MX (1) MXPA02009580A (es)
NZ (1) NZ521933A (es)
TW (1) TWI223172B (es)
WO (1) WO2001073647A2 (es)
ZA (1) ZA200208088B (es)

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