Momentum investment system, process and product

Details Momentum investment system, process and product Momentum investment system, process and product

2006-03-28

2006-03-28

Trammell, James P. (Department: 3621)

Data processing: financial, business practice, management, or co

Automated electrical financial or business practice or...

Finance

C705S035000, C705S037000, C705S044000

Reexamination Certificate

active

07020629

ABSTRACT:
The disclosed mutual fund systems, processes and products involve: selecting, from the universe of asset classes, a restricted number of asset classes that have demonstrated superior returns by maintaining momentum during an existing first period of time, say at least two years; selecting, from these asset classes, portfolios of assets that have demonstrated superior returns by maintaining momentum during an existing second period of time, say at most two years; establishing and optimizing a benchmark based upon these portfolios of assets to identify a moving portfolio having calculated momentum; and tracking and periodically updating investment decisions to monitor and maintain the calculated momentum of the moving portfolio.

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patent: 2004/0083158 (2004-04-01), Addison et al.
patent: 2356577 (2002-03-01), None
Multi-Talented System Opens windows for Trader's World; Landis, Kenneth M.; Wall Street Computer Review. New York: Apr. 1988.vol. 5, Iss 7; p. 86, 5 pgs.
A Virtual Stock Market; Volgelstein, Fred; U.S. News & World Report. Washington: Apr. 26, 1999.

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