Apparatuses, methods and systems for a risk-adjusted return maximizing investment structure
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United States of America Patent
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Feb 26, 2013
Grant Date -
N/A
app pub date -
Jul 28, 2011
filing date -
Jul 30, 2010
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Abstract
The APPARATUSES, METHODS AND SYSTEMS FOR A RISK-ADJUSTED RETURN MAXIMIZING INVESTMENT STRUCTURE (“RAR-MAX”) transform market data, client's investment request inputs, and/or the like via RAR-MAX components into transaction record, investment return outputs, and/or the like). A method is disclosed, comprising: retrieving information of an investment portfolio of financial instruments; receiving market data of a list of eligible financial instrument positions; determining the instant trading time is within an initial time period of a trading period; calculating implied roll costs associated with each of the one or more eligible financial instrument positions; determining a financial instrument position with the lowest implied roll cost based on the calculation; and generating a transaction order purchasing a portion of the financial instrument with the lowest implied roll cost.
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