Abstract: A method for autonomous fund management including the steps of selecting a certain number of securities to create a first group of securities from a publicly traded index, discarding securities from the first group based on filter criteria to create a second group of securities, categorizing the securities from the second group of securities to assign the securities to different industry sectors, grouping a predefined number of the categorized securities into a number n of security pools, such that each security in a same security pool is categorized to a same industry sector, and trading securities within the security pools, such that a first quantity of a first security within a pool is sold and a second quantity of a second security within the pool is purchased when a trade trigger is met, the trade trigger including an event when a ratio between a price of the first security and a price of the second security meets a predefined threshold.

Abstract: A method for autonomous fund management including the steps of selecting a certain number of securities to create a first group of securities from a publicly traded index, discarding securities from the first group based on filter criteria to create a second group of securities, categorizing the securities from the second group of securities to assign the securities to different industry sectors, grouping a predefined number of the categorized securities into a number n of security pools, such that each security in a same security pool is categorized to a same industry sector, and trading securities within the security pools, such that a first quantity of a first security within a pool is sold and a second quantity of a second security within the pool is purchased when a trade trigger is met, the trade trigger including an event when a ratio between a price of the first security and a price of the second security meets a predefined threshold.

Abstract: A method for autonomous fund management including the steps of selecting a certain number of securities to create a first group of securities from a publicly traded index, discarding securities from the first group based on filter criteria to create a second group of securities, categorizing the securities from the second group of securities to assign the securities to different industry sectors, grouping a predefined number of the categorized securities into a number n of security pools, such that each security in a same security pool is categorized to a same industry sector, and trading securities within the security pools, such that a first quantity of a first security within a pool is sold and a second quantity of a second security within the pool is purchased when a trade trigger is met, the trade trigger including an event when a ratio between a price of the first security and a price of the second security meets a predefined threshold.

Abstract: A method for autonomous fund management including the steps of selecting a certain number of securities to create a first group of securities from a publicly traded index, discarding securities from the first group based on filter criteria to create a second group of securities, categorizing the securities from the second group of securities to assign the securities to different industry sectors, grouping a predefined number of the categorized securities into a number n of security pools, such that each security in a same security pool is categorized to a same industry sector, and trading securities within the security pools, such that a first quantity of a first security within a pool is sold and a second quantity of a second security within the pool is purchased when a trade trigger is met, the trade trigger including an event when a ratio between a price of the first security and a price of the second security meets a predefined threshold.

Abstract: A method for autonomous fund management including the steps of selecting a certain number of securities to create a first group of securities from a publicly traded index, discarding securities from the first group based on filter criteria to create a second group of securities, categorizing the securities from the second group of securities to assign the securities to different industry sectors, grouping a predefined number of the categorized securities into a number n of security pools, such that each security in a same security pool is categorized to a same industry sector, and trading securities within the security pools, such that a first quantity of a first security within a pool is sold and a second quantity of a second security within the pool is purchased when a trade trigger is met, the trade trigger including an event when a ratio between a price of the first security and a price of the second security meets a predefined threshold.

Abstract: A method for autonomous fund management including the steps of selecting a certain number of securities to create a first group of securities from a publicly traded index, discarding securities from the first group based on filter criteria to create a second group of securities, categorizing the securities from the second group of securities to assign the securities to different industry sectors, grouping a predefined number of the categorized securities into a number n of security pools, such that each security in a same security pool is categorized to a same industry sector, and trading securities within the security pools, such that a first quantity of a first security within a pool is sold and a second quantity of a second security within the pool is purchased when a trade trigger is met, the trade trigger including an event when a ratio between a price of the first security and a price of the second security meets a predefined threshold.

Abstract: This invention proposes to make an online stock-market transaction tool available to users which will enable them to take the short term evolution of the stock market into consideration. The methodology of the invention is based on the monitoring of the evolution of two securities, one in view of the sale S1 and the other in view of the purchase S2. When the value of the security to be sold develops positively as regards the security to purchase, in a proportion higher than a pre-defined threshold (S), the sale of the first security and the purchase of the second security are simultaneously carried out.

Abstract: Method of trading securities electronically, each security is defined by its symbol (S1, S2) and its quotation value (P1, P2, P3, P4), of a first security (S1) to be sold at a first initial quotation value (P1) with a defined initial quantity (N1) which represents a first initial global value (P1*N1) at a reference point, wherein it comprises the following steps: a) definition of a second security (S2) to be acquired, for which one specifies a second quantity (N2) at a second initial quotation value (P2) representing a second initial global value (P2*N2) reference point; b) definition of a trading condition (RS) representing a gain resulting from the sale of the first quantity (N1) of the first security (S1) and the purchase of the second quantity (N2) of the second security (S2) after an evolution in the time of the quotation values of the first and second security, allowing this gain (RS) to be realized, having understood that this gain would have been zero if the transaction had been conducted at the refer