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System and method for assigning ratings to mutual funds and other investment funds based on the value of various future and option securities

机译:基于各种期货和期权证券的价值为共同基金和其他投资基金分配评级的系统和方法

摘要

The present invention is a system and method for assigning ratings on mutual funds and other investment funds based on values of financial futures for sectors corresponding to the funds. The method combines information on the historical rates of return and variability in the rates of return of the funds with the expected range of future returns for various asset classes as determined by the pricing of futures. The rating for the funds incorporates the range of expected future returns, the variability of past returns, and the level of risk.
机译:本发明是一种用于基于与基金相对应的部门的金融期货价值来分配共同基金和其他投资基金的评级的系统和方法。该方法将有关历史收益率和基金收益率变异性的信息与期货定价确定的各种资产类别的预期未来收益率范围相结合。基金的评级包括预期的未来收益范围,过去收益的可变性和风险水平。

著录项

  • 公开/公告号US7818234B1

    专利类型

  • 公开/公告日2010-10-19

    原文格式PDF

  • 申请/专利权人 SEAN J. EGAN;

    申请/专利号US20010010102

  • 发明设计人 SEAN J. EGAN;

    申请日2001-11-08

  • 分类号G06Q40/00;H04L12/18;

  • 国家 US

  • 入库时间 2022-08-21 18:51:30

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