Hedging exchange traded mutual funds or other portfolio basket products

A system for pricing and/or determining a basket of financial instruments for hedging investment risk in actively managed traded funds is described. The system uses a trusted computer system and includes a computer storage medium storing a computer program product. The product determines a basket of...

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Bibliographic Details
Main Authors Weber, Clifford, Alexander, Carol, Baker, Charles A, MacQueen, Jason, Gastineau, Gary L, Norman, Terry
Format Patent
LanguageEnglish
Published 04.08.2009
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Summary:A system for pricing and/or determining a basket of financial instruments for hedging investment risk in actively managed traded funds is described. The system uses a trusted computer system and includes a computer storage medium storing a computer program product. The product determines a basket of hedging instruments by applying statistical or economic based factor analysis to estimate the NAV or provide a hedging basket to track actual NAV of an actively managed traded fund.