Patents by Inventor Richard W. Roll

Richard W. Roll 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 Creating Roll Yield Indexes and Index Products
    Publication number: 20120296844
    Abstract: An inventive computerized investment method and process is disclosed that comprises the creation, calculation, and use of a “Roll Yield” Index, which is a function of a futures contract “rolling” methodology that may vary depending on the underlying commodity, and a systematic rebalancing mechanism for portfolio management of long/short commodity futures index products. Both the Roll Yield Index and the long/short portfolios have the same investment objective to deliver the spread, or difference, between two or more futures contracts on the same underlying commodity with different expiration dates.
    Type: Application
    Filed: December 22, 2011
    Publication date: November 22, 2012
    Applicant: Factor Advisors, LLC
    Inventors: Stuart J. Rosenthal, William J. Smalley, Robert Stanley Tull, Richard W. Roll