Systems and methods for evaluating the integrity of a model portfolio of a financial instrument

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United States of America Patent

PATENT NO 8170935
SERIAL NO

12255518

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Abstract

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System and methods for checking portfolios used to model the behavior of actively managed funds to facilitate intra-day trading of actively managed exchange traded funds (AMETFs) without revealing the fund assets. Exchange traded notes based on an underlying actively managed fund without revealing the fund assets. Computer means are used to perform a statistical comparison between a model portfolio and the AMETF, and a statistical comparison compares the periodic values, returns, or risk characteristics of the model portfolio and the financial instrument over some period of time, periodically sending or publishing the results of the statistical comparison. The model portfolio does not reveal the assets of the financial instrument.

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Patent Owner(s)

Patent OwnerAddress
NYSE AMERICAN LLC11 WALL STREET NEW YORK NY 10005

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Inventor(s)

Inventor Name Address # of filed Patents Total Citations
Arculli, Bonnie Mincola, US 4 22
Baker, Charles A Wayne, US 38 378
Ebner, Scott New York, US 4 22
Weber, Clifford J Basking Ridge, US 37 297

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