Abstract: A method of constructing a value index and a growth index is disclosed. The method includes, determining a value of each variable in a group of variables for each security in a group of securities, determining a standardized score of each variable for each security, and determining an overall value standardized score and an overall growth standardized score for each security. The method further includes positioning each security in a two-dimensional style space and allocating each security to at least one of the growth index and the value index based on each security's distance from an origin of the two-dimensional style space.

Abstract: Methods and systems for providing a user interface to a user may comprise finding a degree of similarity between each of a plurality of potential similar companies and a focal company. From the plurality of potential similar companies, at least one similar company may be selected having a degree of similarity with the focal company that is greater than a first threshold. An identifier of the focal company may be listed in a focal company field. Identifiers for the at least one similar company may be listed in a similar company field. Certain of the identifiers listed in the similar company field may include a hyperlink which, when activated by a user, causes a computer system to list the company corresponding to the activated hyperlink as a new focal company in the focal company field; determine at least one new similar company having a degree of similarity with the new focal company that is greater than the first threshold; and display the at least one new similar company at the similar company field.

Abstract: A system including a handheld mobile computing device and an external storage medium in communication with the mobile computing device, the storage medium having stored thereon preconfigured user information and security information.

Abstract: System and method of estimating a wallet share for one or more advisors for investment banking deals involving equity-related products that occurred during an evaluation time period. Method may comprising determining a fee estimate for the one or more advisors for the deals involving equity-related products during the evaluation time period, wherein the fee estimate for the one or more advisors for each deal is determined based on one or more look-up tables specific to the type of equity-related product and the geographic region for the deal, and wherein the one or more look-up tables indicate a fee estimate for the one or more advisors based on the deal size, the number of advisors, and the role of the one or more advisors. Method may also comprise determining a wallet share for the one or more advisors over the evaluation time period based on an aggregation of the fee estimates for the one or more advisors during the evaluation time period.

Abstract: Methods and systems for auctioning units of securities research resources from a supplier of securities research services to potential consumers of the supplier's securities research are disclosed. According to various embodiments, the method includes the steps of receiving from a plurality of the potential consumers at least one bid for at least one unit of the securities research resources services of the supplier in at least one bidding stage, and allocating units of securities research resources services of the supplier to certain of the potential consumers (i.e., winning bidders) based on the received bids of the potential consumers. The units may be, for example, research time units of a research team of the supplier of the securities research. Also, the units may be a preferred service access level to a member of a research team of the supplier of the securities research.

Abstract: A method for increasing an amount of a security available to an investor for borrow is disclosed. The method includes purchasing a first quantity of a security, and entering into a pre-paid forward purchase contract to subsequently deliver a second quantity of the security to a first entity. The method also includes lending a third quantity of the security to an investor.

Abstract: A computer assisted method of developing a hedge position for a mortgage-backed security. The method includes calculating a duration of the security based on price histories of the security and changes in yield of a benchmark security and expressing periodic changes in price of the security. The method also includes calculating a relative coupon of the security and calculating a current coupon yield of the mortgage sector. The method further includes calculating an empirical duration of the security, calculating a hedge ratio for the security, and outputting a hedge position for the security based on the hedge ratio.

Abstract: Embodiments of the present invention are directed to a financing structure for generating a source of contingent capital for a company. According to various embodiments, the company enters into a put option agreement with an entity, such as a trust. The put option agreement permits the company to put preferred stock of the company to the trust. The company also enters into a warrant agreement with the trust. The warrant agreement permits the trust to buy equity securities (such as common stock) of the company or a corporate entity related to the company (e.g., a holding company) from the company. The trust issues to investors bifurcated convertible instruments. The instruments include a fixed income instrument and a warrant to purchase equity securities of the related corporate entity (e.g., the holding company). With the proceeds from the offering, the trust purchases eligible assets, such as low risk government securities which pay fixed or floating periodic interest or dividend payments.

Abstract: A system, method, software, and portfolios for managing risk in markets relating to a commodity delivered over a network are described, in which a market participant constructs portfolios of preferably liquid price risk instruments in proportions that eliminate the Spatial Price Risk for the market participant's underlying position. Techniques are also disclosed for constructing and evaluating new price risk instruments and other sets of positions, as well as identifying arbitrage opportunities in those markets.

Abstract: Systems and methods for allocating limited resources of a securities research department to accounts of the department are disclosed. According to various embodiments, the system includes an account scoring module and a resource matching module. The account scoring module is for generating a score for each account, and the resource matching module is for matching the resources of the department to the accounts based on the scores for each account.

Abstract: A securitization structure for raising capital, where notes issued under the structure are backed by a plurality of real property assets. The structure includes one or more asset holders that hold a plurality of real property assets. The structure also includes one or more issuers that issue notes to noteholders, wherein the notes are supported by the real property assets including cash flows therefrom, but where the noteholders do not have the benefit of a material amount of security interests in the plurality of real property assets, wherein at least one title insurance policy exists for the benefit of noteholders with respect to one or more of the plurality of real property assets that are not subject to a security interest for the benefit of the noteholders, and wherein the noteholders have the benefit of a security interest in the equity interests of the one or more asset holders that are pledged as security for the notes.

Abstract: In one technique, the time spent by each analyst of the department servicing the client over a specified period of time may be estimated. This value may then be adjusted based on the compensation of the analysis provider (or providers) servicing the client. Then, the compensation-weighted time of each analyst provider that serviced the client may be summed to thereby arrive at an estimate of the time and cost to service the client. In another technique, the standard cost per unit of different types of client touch that the equity research department produces is estimated. Then, the number and type of client touches a particular client receives over a given period of time (e.g., three months, one year, etc.) can be determined and multiplied by the standard cost per touch for the different touch types of to arrive at the total cost of servicing the client over the time period.

Abstract: A method for performing a calculation that includes determining solutions for a plurality of problem modules. The problem modules are of differing complexities, and their solutions are combined to determine a solution to the calculation. The method may include directing each of the problem modules to at least one master server, estimating a complexity for each of the problem modules, determining a threshold complexity level, sending problem modules having a complexity exceeding the threshold complexity level to at least one slave server and obtaining solutions for the problem modules therefrom, determining solutions for problem modules having a complexity not exceeding the threshold complexity level in the master server(s), and combining the solutions for the problem modules to determine the solution for the calculation.

Abstract: Methods of providing a private placement document to a potential investor in a private placement. The methods may comprise the step of generating the private placement document in an encrypted electronic format. The private placement document may include a unique identifier. The methods may also comprise the steps of providing the private placement document to the potential investor, and recording the unique identifier.

Abstract: Systems and methods for facilitating trade idea utilization. In one embodiment, the method comprises creating a plurality of data grouping for new trade ideas, where each trade idea is associated with one or more financial products that are identified by an identifier in a financial product taxonomy. The trade idea is presented to an investor via a computer-based user interface. The investor may make the trade through the user interface.

Abstract: A system, method, software, and portfolios for managing risk in markets relating to a commodity delivered over a network are described, in which a market participant constructs portfolios of preferably liquid price risk instruments in proportions that eliminate the Spatial Price Risk for the market participant's underlying position. Techniques are also disclosed for constructing and evaluating new price risk instruments and other sets of positions, as well as identifying arbitrage opportunities in those markets.

Abstract: Systems and techniques for operating on data to value an instrument include representing an account include accessing a transition matrix including probabilities for a borrower transitioning from one credit rating to another; determining for each credit rating whether a borrower will stand or exercise a loan option; valuing the loan option; and determining a present value of the instrument.

Abstract: An investment method includes establishing an arrangement between an investor and a derivative counterparty in association with at least one portfolio having a plurality of investments. The method further includes setting at least one value for the portfolio including at least a minimum protection value; setting one or more interim settlement periods based on a maturity date of the arrangement including the portfolio; setting a cap level for the portfolio based on at least the minimum protection value of the portfolio; and, resetting at least one of the values or characteristics of the portfolio in association with performance of the portfolio during at least one of the interim settlement periods.

Abstract: Systems and methods for transmitting trade orders from a client trading engine to an exchange where the trades are executed. The system may comprise a low latency system in communication with the client trading engine and the exchange server(s). The low latency system is for receiving trade orders from the client trading engine, performing one or a limited number of pre-order risk checks on the trade orders, and, when the trade orders pass the risk checks, transmitting the trade order to the exchange server(s). The system also comprises a post-order risk checking data center in communication with the low latency system via a network. The post-order risk checking data center is for performing post-order risk checks on the trade orders after the low latency system transmits the trade orders to the exchange server(s).

Abstract: Methods and systems for ring-fencing assets of an investment fund. The investment fund may issue interest of a first interest type in the fund to investors. When one or more investors seek to redeem their interests and the aggregate value of the interest sought to be redeemed is greater than the redemption amount available from the fund, the redemption-requesting investors may be issued interests in the fund of a second interest type. The quantity and value of the interest of the second type issued may be based on the pro rata share of the redemption-requesting investor's interest in the assets of the fund at the time that the interests are issued. The assets of the fund as of the conversion date are ring fenced. Income attributable from the ring-fenced assets after the conversion date and/or proceeds derived from the disposition of ring-fenced assets after the conversion date is distributed to the investors having the second interest type.