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
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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: formulating a portfolio of a plurality of contract positions; determining hedge roll dates for each contract position in the portfolio; determining a first expiring financial instrument on a first hedge roll date; determining a first plurality of parameters for a first new financial instrument; rolling the first expiring financial instrument to the first new financial instrument associated with the determined first plurality of rollover parameters on the first hedge roll date; determining a second expiring financial instrument on a second hedge roll date; determining a second plurality of parameters for a second new financial instrument; and rolling the second expiring financial instrument to the second new financial instrument associated with the determined second plurality of rollover parameters on the second hedge roll date.
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