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公开(公告)号：US20080059358A1
公开(公告)日：2008-03-06
申请号：US11847890
申请日：2007-08-30
IPC分类号： G06Q40/00
摘要： Systems and methods are provided for a liquidity-based commodity index in which historical liquidity-related data for a commodity is used to determine whether to include a commodity in an index and also used to weight commodities in the index. Liquidity of a commodity is calculated based on an average daily dollar value of contracts traded for the commodity. The commodity liquidity is compared to a liquidity threshold to determine that the commodity should be included in the index. A liquidity factor is calculated for each commodity included in the index and is also used to weight the commodity in the index.
摘要翻译： 为基于流动性的商品指数提供系统和方法，其中使用商品的历史流动性相关数据来确定是否将商品纳入指数，并用于指数中的商品重量。 商品的流动性是根据商品交易合约的平均每日美元价值计算的。 将商品流动性与流动性阈值进行比较，以确定商品应包括在指数中。 为指数中包含的每种商品计算流动性因素，也用于指数中的商品重量。
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公开(公告)号：US07958033B2
公开(公告)日：2011-06-07
申请号：US11847890
申请日：2007-08-30
IPC分类号： G06Q40/00
摘要： Systems and methods are provided for a liquidity-based commodity index in which historical liquidity-related data for a commodity is used to determine whether to include a commodity in an index and also used to weight commodities in the index. Liquidity of a commodity is calculated based on an average daily dollar value of contracts traded for the commodity. The commodity liquidity is compared to a liquidity threshold to determine that the commodity should be included in the index. A liquidity factor is calculated for each commodity included in the index and is also used to weight the commodity in the index.
摘要翻译： 为基于流动性的商品指数提供系统和方法，其中使用商品的历史流动性相关数据来确定是否将商品纳入指数，并用于指数中的商品重量。 商品的流动性是根据商品交易合约的平均每日美元价值计算的。 将商品流动性与流动性阈值进行比较，以确定商品应包括在指数中。 为指数中包含的每种商品计算流动性因素，也用于指数中的商品重量。
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