Abstract: A method for enabling a user to interactively create and modify a model of an investment strategy to be applied to data pertaining to a set of possible investment entities. A graphical representation of a sequence of statements which describe data manipulations corresponding to the investment strategy is provided; the result of the sequence of statements, when applied to the data, is a selection of a subset of entities from the set of possible entities. The user is enabled to interactively enter and manipulate the statements and the sequence of statements via the graphical interface to alter the investment strategy. The user may "run" the strategy via the graphical interface, using the data to derive the subset of entities.
September 19, 1989
Date of Patent:
June 15, 1993
Batterymarch Investment System
Andrew V. Baird, William E. Boyer, Shakunthala S. Pithavadian