Patents by Inventor Corentin Rordorf

Corentin Rordorf 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 calculating a financial market index
    Patent number: 8165942
    Abstract: Systems and methods of generating a financial market index are disclosed. According to various embodiments, the index may use a fundamental economic indicator to determine a leverage factor. In various embodiments, the leverage factor is increased if the 3M USD LIBOR increases by at least ten basis points during a determined time period, otherwise the leverage factor is decreased. The leverage factor may have upper and lower bounds. The index level may be calculated daily, with the rebalancing occurring on a monthly cycle.
    Type: Grant
    Filed: June 9, 2009
    Date of Patent: April 24, 2012
    Assignee: Morgan Stanley
    Inventor: Corentin Rordorf