Using accounting data based indexing to create a portfolio of financial objects

  • US 8,005,740 B2
  • Filed: 10/31/2007
  • Issued: 08/23/2011
  • Est. Priority Date: 06/03/2002
  • Status: Expired
First Claim
Patent Images

1. A computer-implemented method for constructing data indicative of a financial object index, the method comprising:

  • constructing, by at least one computer processor, data indicative of the financial object index comprising;

    selecting, by the at least one computer processor, data indicative of constituent financial objects of the financial object index based upon at least one accounting data rather than price of said financial objects, said at least one accounting data regarding at least one entity relating to each of said financial objects, the at least one entity comprising at least one of a region, a country, a company, or a sovereign associated with said each of said financial objects; and

    weighting, by the at least one computer processor, data indicative of said constituent financial objects based upon at least one accounting data rather than price of said financial objects, said at least one accounting data regarding the at least one entity, to obtain data indicative of constituent weightings for each of said constituent financial objects, andstoring, by the at least one computer processor, said data indicative of said constituent financial objects and said constituent weightings on at least one computer storage device,wherein each of said financial objects comprises at least one instrument,wherein each of said financial objects comprises at least one of;

    a bond;

    a fixed income debt instrument;

    a debt instrument;

    an emerging market debt instrument;

    a high yield debt instrument;

    a corporate debt instrument;

    an investment grade debt instrument;

    a debenture;

    a bank loan;

    a convertible bond;

    a senior debt;

    a subordinated debt;

    a term loan;

    a government debt instrument;

    a government bond;

    a corporate bond;

    a high yield bond;

    an emerging market bond;

    a municipal bond debt instrument;

    a treasury bond debt instrument;

    a treasury bill debt instrument;

    a mortgage based debt instrument;

    a securitized debt instrument;

    a security;

    a stock;

    a commodity;

    a futures contract;

    a mutual fund;

    a hedge fund;

    a fund of funds;

    an exchange traded fund (ETF);

    a derivative;

    a negative weighting on any asset;

    an asset account;

    a separate account;

    a pooled trust;

    ora limited partnership; and

    wherein said at least one accounting data comprises at least one of;

    at least one financial metric of the at least one entity associated with each of said constituent financial objects;

    orat least one metric, level, rate, or expenditure amount from information disclosures of the at least one entity.

View all claims
    ×
    ×

    Thank you for your feedback

    ×
    ×