Abstract: An automatic system and method which creates an alternative Financial Risk Cover configurations using an unpredictable optimization process, simulates and models the alternative configuration against potential or expected transient market events; and outputs the alternative configuration if certain objective conditions are met during the modeling, wherein each configuration represents a plurality of investment instruments, each investment instrument being associated with an initial cash position.
Type:
Grant
Filed:
October 19, 2012
Date of Patent:
January 7, 2014
Assignee:
Bastgone, LLC
Inventors:
Jonathan Barsade, John A Conlon, Theodore Gutierrez, Mel J Meinhardt
Abstract: An automatic system and method which creates an alternative Financial Risk Cover configurations using an unpredictable optimization process, simulates and models the alternative configuration against potential or expected transient market events; and outputs the alternative configuration if certain objective conditions are met during the modeling, wherein each configuration represents a plurality of investment instruments, each investment instrument being associated with an initial cash position.
Abstract: An automatic Financial Risk Cover configuration which receives returns behaviors connecting statistical behavior of each potential allocation of a submanager to a resultant statistical behavior of a Financial Risk Cover associated with a client portfolio, creates a total set of Financial Risk Cover configurations using genetic optimization processes to produce unpredictable variations of configurations, simulates and models each configuration in the total set against a set of potential or expected transient market events representative of a plurality of combinations of transient events, removes from the total set each configuration which fails to meet performance objectives during the modelling from the total set of configurations; and outputs each remaining configuration in the total set, wherein each configuration represents a plurality of investment instruments, each investment instrument being associated with an initial cash position.
Type:
Grant
Filed:
June 25, 2012
Date of Patent:
December 4, 2012
Assignee:
Bastgone, LLC
Inventors:
Jonathan Barsade, John A. Conlon, Theodore J. Guttierez, Mel J. Meinhardt
Abstract: An automatic Financial Risk Cover configuration which receives returns behaviors connecting statistical behavior of each potential allocation of a submanager to a resultant statistical behavior of a Financial Risk Cover associated with a client portfolio, creates a total set of Financial Risk Cover configurations using genetic optimization processes to produce unpredictable variations of configurations, simulates and models each configuration in the total set against a set of potential or expected transient market events representative of a plurality of combinations of transient events, removes from the total set each configuration which fails to meet performance objectives during the modelling from the total set of configurations; and outputs each remaining configuration in the total set, wherein each configuration represents a plurality of investment instruments, each investement instrument being associated with an initial cash position.
Type:
Application
Filed:
June 25, 2012
Publication date:
October 18, 2012
Applicant:
BASTGONE, LLC
Inventors:
Jonathan Barsade, John A. Conlon, Theodore J. Gutierrez, Mel J. Meinhardt
Abstract: An automatic Financial Risk Cover configuration which receives returns behaviors connecting statistical behavior of each potential allocation of a submanager to a resultant statistical behavior of a Financial Risk Cover associated with a client portfolio, creates a total set of Financial Risk Cover configurations using genetic optimization processes to produce unpredictable variations of configurations, simulates and models each configuration in the total set against a set of potential or expected transient market events representative of a plurality of combinations of transient events, removes from the total set each configuration which fails to meet performance objectives during the modelling from said total set of configurations; and outputs each remaining configuration in the total set, wherein each configuration represents a plurality of investment instruments, each investment instrument being associated with an initial cash position.
Type:
Grant
Filed:
March 7, 2009
Date of Patent:
July 17, 2012
Assignee:
Bastgone, LLC
Inventors:
Jonathan Barsade, John A. Conlon, Theodore Gutierrez, Mel J. Meinhardt