Patents by Inventor Scott Thomas Gray

Scott Thomas Gray 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).

  • Computer-Implemented Systems And Methods For Implementing Dynamic Trading Strategies In Risk Computations
    Publication number: 20110264602
    Abstract: Systems and methods are provided for simulating a portfolio risk of a portfolio managed according to one or more portfolio management rules. An initial holding amount of an investment instrument is received, and a portfolio management rule is received. One or more risk factors are simulated a first time period into the future. An adjustment amount is determined based on the portfolio management rule and the one or more risk factors simulated a first time period into the future and the holding amount of the investment instrument is adjusted based on adjustment amount. The one or more risk factors are simulated a second time period into the future, and a portfolio risk value is calculated based on the adjusted holding amount and the one or more risk factors simulated a second time period into the future.
    Type: Application
    Filed: September 29, 2010
    Publication date: October 27, 2011
    Inventors: Donald James Erdman, Wei Chen, Steve Krueger, Scott Thomas Gray, Brent Allen Smolinski