Signal testing methodology for long-only portfolios

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United States of America Patent

PATENT NO 7672890
APP PUB NO 20060149649A1
SERIAL NO

11028497

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Abstract

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Described are methods and apparatus, including computerized methods and computer program products, for signal testing for a long-only portfolio. The methodology can be used for assessing the efficacy of a strategy for selecting securities in a long-only portfolio, and the strategy can be implemented to construct a revised long-only portfolio. The signal testing methodology can take into account the position and/or return of securities that do not have either a positive or negative attribute as well.

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Patent Owner(s)

Patent OwnerAddress
FMR LLC245 SUMMER STREET BOSTON MA 02210

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Inventor(s)

Inventor Name Address # of filed Patents Total Citations
Hernandez, Cesar Boston, US 5 113

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