WO2007072482A3 - A system and method of managing cash and suggesting transactions in a multi-strategy portfolio - Google Patents

A system and method of managing cash and suggesting transactions in a multi-strategy portfolio Download PDF

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Publication number
WO2007072482A3
WO2007072482A3 PCT/IL2006/001461 IL2006001461W WO2007072482A3 WO 2007072482 A3 WO2007072482 A3 WO 2007072482A3 IL 2006001461 W IL2006001461 W IL 2006001461W WO 2007072482 A3 WO2007072482 A3 WO 2007072482A3
Authority
WO
WIPO (PCT)
Prior art keywords
cash
strategy
portfolio
implicitly
cash position
Prior art date
Application number
PCT/IL2006/001461
Other languages
French (fr)
Other versions
WO2007072482A2 (en
Inventor
Gad Pinkas
Original Assignee
Vestwise Llc
Gad Pinkas
Priority date (The priority date is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the date listed.)
Filing date
Publication date
Application filed by Vestwise Llc, Gad Pinkas filed Critical Vestwise Llc
Publication of WO2007072482A2 publication Critical patent/WO2007072482A2/en
Priority to US12/003,030 priority Critical patent/US20080162377A1/en
Priority to US12/289,322 priority patent/US20090063365A1/en
Publication of WO2007072482A3 publication Critical patent/WO2007072482A3/en

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Classifications

    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/06—Asset management; Financial planning or analysis
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/04—Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange

Abstract

The present invention relates to a method and system for computing a cash allocation and providing a suggested transaction in an investment portfolio that is associated with at least two investment strategies. According to the present invention, each of the strategies associated with the portfolio may provide recommended cash and non-cash positions. According to some aspects of the invention, at least one of the strategies may provide a change in respect of a non-cash position by explicitly or implicitly specifying a recommended relative weight for the non-cash position. According to some embodiments of the invention, upon detecting a strategy change that is consistent with a recommendation to buy a non-cash position, an allocation of cash for a cash position provided explicitly or implicitly by the changed strategy may be calculated. The cash allocation for the cash position may be calculated at least based upon a relative weight of the cash position as provided explicitly or implicitly by the changed investment strategy; a relative weight of at least one other cash position provided explicitly or implicitly by at least one other strategy; and a specified proportion between the two or more investment strategies associated with the portfolio. According to the invention, a suggested transaction may also be computed. According to some embodiments of the invention, the suggested transaction may be calculated based upon the explicit or implicit relative weight of the non-cash position associated with the strategy change; the calculated allocation of cash for the cash position provided explicitly or implicitly by the changed strategy, and further based upon a specified proportion between the two or more investment strategies associated with the portfolio.
PCT/IL2006/001461 2005-12-19 2006-12-19 A system and method of managing cash and suggesting transactions in a multi-strategy portfolio WO2007072482A2 (en)

Priority Applications (2)

Application Number Priority Date Filing Date Title
US12/003,030 US20080162377A1 (en) 2005-12-19 2007-12-19 System and method of managing cash and suggesting transactions in a multi-strategy portfolio
US12/289,322 US20090063365A1 (en) 2005-12-19 2008-10-24 System and method of managing cash and suggesting transactions in a multi-strategy portfolio

Applications Claiming Priority (2)

Application Number Priority Date Filing Date Title
US75140205P 2005-12-19 2005-12-19
US60/751,402 2005-12-19

Related Child Applications (1)

Application Number Title Priority Date Filing Date
US12/003,030 Continuation-In-Part US20080162377A1 (en) 2005-12-19 2007-12-19 System and method of managing cash and suggesting transactions in a multi-strategy portfolio

Publications (2)

Publication Number Publication Date
WO2007072482A2 WO2007072482A2 (en) 2007-06-28
WO2007072482A3 true WO2007072482A3 (en) 2009-04-09

Family

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Family Applications (1)

Application Number Title Priority Date Filing Date
PCT/IL2006/001461 WO2007072482A2 (en) 2005-12-19 2006-12-19 A system and method of managing cash and suggesting transactions in a multi-strategy portfolio

Country Status (2)

Country Link
US (2) US20080162377A1 (en)
WO (1) WO2007072482A2 (en)

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Also Published As

Publication number Publication date
US20080162377A1 (en) 2008-07-03
US20090063365A1 (en) 2009-03-05
WO2007072482A2 (en) 2007-06-28

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