Abstract: A system and method for evaluating, substituting and optimizing investment asset portfolios based on performance history to facilitate the investment process. An analyzed investment portfolio is compared to a dynamically composed reference portfolio of exchange-traded products whose periodic returns best approximate periodic returns of the analyzed portfolio. Excess periodic returns of the analyzed portfolio over those of the reference portfolio are discounted in time by a risk-adjusted rate, and the resulting normalized measure is used to rate and rank the analyzed portfolios. The analyzed portfolio is substituted with the reference portfolio through a periodic execution of adjustment trades in the latter, so that returns are closely tracked over time. The analyzed portfolio is optimized by using a lag fit of the reference portfolio, which smoothes out suboptimal market timing and macro-based investment decisions of the analyzed portfolio manager.

Abstract: A system and method for evaluating, substituting and optimizing investment asset portfolios based on performance history to facilitate the investment process. An analyzed investment portfolio is compared to a dynamically composed reference portfolio of exchange-traded products whose periodic returns best approximate periodic returns of the analyzed portfolio. Excess periodic returns of the analyzed portfolio over those of the reference portfolio are discounted in time by a risk-adjusted rate, and the resulting normalized measure is used to rate and rank the analyzed portfolios. The analyzed portfolio is substituted with the reference portfolio through a periodic execution of adjustment trades in the latter, so that returns are closely tracked over time. The analyzed portfolio is optimized by using a lag fit of the reference portfolio, which smoothes out suboptimal market timing and macro-based investment decisions of the analyzed portfolio manager.

Abstract: One embodiment of the present invention includes a method for adaptively estimating available upstream bandwidth in a network. The method comprises monitoring data indicative of a number of lost packets at a near-end communication device. The data indicative of a number of lost packets can be periodically transmitted from a far-end communication device. The method also comprises increasing an amount of upstream bandwidth transmission until the monitored data exceeds a threshold. The method also comprises calculating an estimated available upstream bandwidth based on a portion of a maximum amount of the upstream bandwidth transmission.

Abstract: One embodiment of the present invention includes a method for adaptively estimating available upstream bandwidth in a network. The method comprises monitoring data indicative of a number of lost packets at a near-end communication device. The data indicative of a number of lost packets can be periodically transmitted from a far-end communication device. The method also comprises increasing an amount of upstream bandwidth transmission until the monitored data exceeds a threshold. The method also comprises calculating an estimated available upstream bandwidth based on a portion of a maximum amount of the upstream bandwidth transmission.