公开(公告)号：US20110087616A1

公开(公告)日：2011-04-14

申请号：US12576956

申请日：2009-10-09

申请人： Hovey Raymond Strong, JR. ,  Sekou Remy ,  Tobin Jon Lehman

发明人： Hovey Raymond Strong, JR. ,  Sekou Remy ,  Tobin Jon Lehman

IPC分类号： G06Q40/00 ,  G06T11/20

CPC分类号： G06Q40/06

摘要： A method for displaying portfolio risk is described. The method includes receiving a time series corresponding to a weight and a desirability of each of an asset in a portfolio. The method further includes maintaining the time series corresponding to the weight and the desirability of each of the assets in the portfolio. The method also includes maintaining a standard time series for comparison with the time series corresponding to the weight and the desirability of each of the assets in the portfolio. The method further includes displaying, for each asset in the portfolio, a quantity based on desirability versus a quantity based on the correlation between desirability and the standard time series over two specified windows of time. The method also includes displaying trend information based on moving two specified windows of time from the past to the point where at least one window is the most current window.

摘要翻译： 描述了一种显示组合风险的方法。 该方法包括接收对应于投资组合中的每个资产的权重和期望性的时间序列。 该方法还包括维护对应于投资组合中每个资产的权重和期望值的时间序列。 该方法还包括保持标准时间序列，以与对应于投资组合中每个资产的权重和期望值的时间序列进行比较。 该方法还包括针对投资组合中的每个资产显示基于期望值与基于期望值与两个指定时间窗口之间的标准时间序列之间的相关性的量的数量。 该方法还包括基于将两个指定的时间窗口从过去移动到至少一个窗口是最新窗口的点来显示趋势信息。