公开(公告)号：US08515849B2

公开(公告)日：2013-08-20

申请号：US12981825

申请日：2010-12-30

Applicant: Jacob S. Sagi ,  Robert E. Whaley

Inventor： Jacob S. Sagi ,  Robert E. Whaley

IPC: G06Q40/00 ,  G06Q40/06 ,  G06Q40/04

CPC classification number: G06Q40/00 ,  G06Q40/04 ,  G06Q40/06

Abstract: Techniques are described for constructing benchmark-adjusted relative performance indexes that reflect total performance of a traded, target security relative to a benchmark instrument. Also described are derivative instruments such as exchange-traded futures and options that allow investors to take precise hedging or speculation positions on target security relative to the benchmark instrument.

Abstract translation: 描述了用于构建基准调整的相对绩效指标的技术，其反映了相对于基准工具的交易的目标证券的总体表现。 还描述了衍生工具，如交易所交易期货和期权，允许投资者针对基准工具对目标安全性进行精确对冲或投机头寸。

公开(公告)号：US20120066148A1

公开(公告)日：2012-03-15

申请号：US12981825

申请日：2010-12-30

Applicant: Jacob S. Sagi ,  Robert E. Whaley

Inventor： Jacob S. Sagi ,  Robert E. Whaley

IPC: G06Q40/00

CPC classification number: G06Q40/00 ,  G06Q40/04 ,  G06Q40/06

Abstract: Techniques are described for constructing benchmark-adjusted relative performance indexes that reflect total performance, of a traded, target security relative to a benchmark instrument. Also described are derivative instruments such as exchange-traded futures and options that allow investors to take precise hedging or speculation positions on target security relative to the benchmark instrument.

Abstract translation: 描述了用于构建基准调整后的相对绩效指标的技术，反映了相对于基准工具的交易的目标证券的总体表现。 还描述了衍生工具，如交易所交易期货和期权，允许投资者针对基准工具对目标安全性进行精确对冲或投机头寸。