Invention Grant
- Patent Title: Systems and methods for customizing a portfolio using visualization and control of factor exposure
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Application No.: US14715568Application Date: 2015-05-18
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Publication No.: US10706473B2Publication Date: 2020-07-07
- Inventor: Vijay Vaidyanathan , Himanshu Monty Joshi , Daniel Mantilla Garcia , Andrew Ang , Helmut Hissen
- Applicant: Optimal Asset Management
- Applicant Address: US CA Los Altos
- Assignee: Optimal Asset Management
- Current Assignee: Optimal Asset Management
- Current Assignee Address: US CA Los Altos
- Agency: Polsinelli LLP
- Main IPC: G06Q40/06
- IPC: G06Q40/06

Abstract:
Systems and methods for customizing a portfolio using visualization and control of factor exposures are disclosed. Assets are selected for inclusion in factor portfolios from a universe of assets based on risk premia factor scores. The factor portfolios can be combined into blended portfolios having varying degrees of factor exposures using simple visual controls for adjusting relative proportions of the factor portfolios. Any one of the individual factor portfolios and the resulting blended portfolio can be evaluated by comparing its performance against a benchmark portfolio or across a number of regimes representing various market or economic conditions or factor-specific regimes.
Public/Granted literature
- US20160343078A1 SYSTEMS AND METHODS FOR CUSTOMIZING A PORTFOLIO USING VISUALIZATION AND CONTROL OF FACTOR EXPOSURE Public/Granted day:2016-11-24
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