Abstract: A preferred embodiment comprises a method of trading assets on a market, comprising the steps of: (1) receiving price data for an asset over one or more computer networks; (2) receiving current system position information; (3) storing the received as-set price data and current system position information in a computer-readable medium; (4) calculating trade recommendation information from each of one or more trading sub-models, wherein each sub-model is based on a different time horizon, the calculation based on the received asset price data; and (5) calculating a trade recommendation regarding the asset based on the trade recommendation information from each of the trading sub-models. Each sub-model preferably comprises: (1) a price collector component; (2) a price filter component; (3) a price database component; (4) a gearing calculator component; (5) a deal acceptor component; and (6) a book-keeper component.

Abstract: The Portfolio Allocation System of the present invention is a comprehensive tool which accepts user specified scenarios describing selected aspects of future price evolution—and provides as output an efficient frontier for portfolio re-allocation—taking into account transaction costs and costs of carry (the cost associated with foregoing the risk free interest rate where applicable). The product uses intensive monte-carlo computations and is supported by a network of machines. Users can interact with the system over the internet or through modem—using a specially developed user interface.