Patents by Inventor Jack Lawrence Treynor

Jack Lawrence Treynor 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 maintaining an absolute risk level for an investment portfolio
    Patent number: 7143061
    Abstract: The present invention provides for maintaining an approximate absolute risk level for an investment portfolio while minimizing trading necessary to do so. A portfolio of long and short position assets can be obtained that is approximately logarithmic, in the sense that that the value of the portfolio varies in constant proportion to a fractional change in a level of a market. When the market level changes by a specified degree, asset holdings can be adjusted as necessary to the maintain the portfolio as being approximately logarithmic, and total holdings can be adjusted as necessary to maintain a specified level of absolute risk.
    Type: Grant
    Filed: March 14, 2003
    Date of Patent: November 28, 2006
    Inventor: Jack Lawrence Treynor
  • Method for maintaining an absolute risk level for an investment portfolio
    Publication number: 20040199447
    Abstract: The present invention provides for maintaining an approximate absolute risk level for an investment portfolio while minimizing trading necessary to do so. A portfolio of long and short position assets can be obtained that is approximately logarithmic, in the sense that that the value of the portfolio varies in constant proportion to a fractional change in a level of a market. When the market level changes by a specified degree, asset holdings can be adjusted as necessary to the maintain the portfolio as being approximately logarithmic, and total holdings can be adjusted as necessary to maintain a specified level of absolute risk.
    Type: Application
    Filed: March 14, 2003
    Publication date: October 7, 2004
    Inventor: Jack Lawrence Treynor