Patents by Inventor Paul W. Bouchey

Paul W. Bouchey has filed for patents to protect the following inventions. This listing includes patent applications that are pending as well as patents that have already been granted by the United States Patent and Trademark Office (USPTO).

  • System and method for generating cross-sectional volatility index
    Patent number: 8380605
    Abstract: A computer implemented system and method for generating a cross-sectional volatility index includes identifying a population of assets having predetermined characteristics to form an index, and capturing market capitalization data for each of the assets in the index. Each asset in the index is weighted according to its market capitalization, and returns are captured for each asset over a predetermined period. The weightings and the returns for each asset are used to calculate the weighted return dispersion for the index over the predetermined period, to form an XSV Index, in which the XSV Index is a measure of discrepancy in volatility among the assets in the index during the period.
    Type: Grant
    Filed: September 22, 2010
    Date of Patent: February 19, 2013
    Assignee: Parametric Portfolio Associates, LLC
    Inventors: Paul W. Bouchey, Hemambara Dasu Vadlamudi
  • System and Method for Generating Cross-Sectional Volatility Index
    Publication number: 20120072369
    Abstract: A computer implemented system and method for generating a cross-sectional volatility index includes identifying a population of assets having predetermined characteristics to form an index, and capturing market capitalization data for each of the assets in the index. Each asset in the index is weighted according to its market capitalization, and returns are captured for each asset over a predetermined period. The weightings and the returns for each asset are used to calculate the weighted return dispersion for the index over the predetermined period, to form an XSV Index, in which the XSV Index is a measure of discrepancy in volatility among the assets in the index during the period.
    Type: Application
    Filed: September 22, 2010
    Publication date: March 22, 2012
    Inventors: Paul W. Bouchey, Hemambara Dasu Vadlamudi