Data processing: financial – business practice – management – or co – Automated electrical financial or business practice or... – Finance
Reexamination Certificate
2011-04-05
2011-04-05
Kazimi, Hani (Department: 3691)
Data processing: financial, business practice, management, or co
Automated electrical financial or business practice or...
Finance
C705S035000, C705S037000
Reexamination Certificate
active
07921050
ABSTRACT:
Providing computer-based systems and methods for analyzing historical performance of financial securities and identifying trades in those securities based on the securities' current position as compared to this historical performance. These computer-based systems and computer-implemented methods include identifying stock pairs to include in a trading portfolio, based on a measure of the pair's relative performance, such as a modified Sharpe Ratio. The value of the stocks in each stock pair in the portfolio is assessed and deviations determined. This assessment can occur daily or at a longer or shorter time step. Stocks are bought or sold based on the current price of the stock as compared to historical performance. The present invention preferably employs a large number of stock pairs in the trading portfolio. This use of a large number of pairs results in a plurality of stocks being in more than one stock pair.
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Credit Suisse Securities (USA) LLC
Kazimi Hani
King & Spalding LLP
Vyas Abhishek
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