Patents by Inventor Gary Gorton

Gary Gorton 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).

  • METHOD FOR GENERATING RULE-BASED ACTIVE FUTURES SELECTION INDICES
    Publication number: 20080091583
    Abstract: A method for generating a futures index based on active, rule-based analysis of at least two commodities futures is disclosed. The method can include identifying which commodity futures to include in a set under analysis. A parameter can be selected to measure a signal of future expected risk premium of each commodity future of the set. The signal for each commodity future of the set can be calculated. The set of commodity futures can be ranked relative to each other according to the value of the signal for each commodity future. A predetermined rule can be applied to each commodity future in the set to determine whether a position is taken in each commodity future, the determination depending on its ranking.
    Type: Application
    Filed: September 27, 2007
    Publication date: April 17, 2008
    Applicant: American International Group, Inc.
    Inventors: Gary Gorton, Geert Rouwenhorst, Fumio Hayashi