Invention Grant
- Patent Title: Method and system for generating a global financial market index
- Patent Title (中): 产生全球金融市场指数的方法和制度
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Application No.: US11651766Application Date: 2007-01-10
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Publication No.: US07769663B1Publication Date: 2010-08-03
- Inventor: Raman Aylur Subramanian , Arun Kumar , Giacomo Fachinotti , Valery Rousseau , Khalid Ghayur
- Applicant: Raman Aylur Subramanian , Arun Kumar , Giacomo Fachinotti , Valery Rousseau , Khalid Ghayur
- Applicant Address: US NY New York
- Assignee: Morgan Stanley Capital International, Inc.
- Current Assignee: Morgan Stanley Capital International, Inc.
- Current Assignee Address: US NY New York
- Agency: K&L Gates LLP
- Main IPC: G06Q99/00
- IPC: G06Q99/00

Abstract:
Systems and methods for determining a value for a global market index based on market data of publicly traded companies in a plurality of markets are disclosed. In one embodiment, indices may target a desired market coverage range subject to a universal minimum size range. In another embodiment, the indices may combine elements of percentile, number of companies, and market capitalization cutoff approaches.
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