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    Systems and methods for trading actively managed funds
    1.
    发明授权
    Systems and methods for trading actively managed funds 有权
    积极管理资金交易的制度和方法

    公开(公告)号：US08170934B2

    公开(公告)日：2012-05-01

    申请号：US10753069

    申请日：2004-01-08

    申请人： Clifford J. Weber ,  Carol Alexander ,  Jason MacQueen ,  Charles A. Baker ,  Gary L. Gastineau ,  Terry Norman

    发明人： Clifford J. Weber ,  Carol Alexander ,  Jason MacQueen ,  Charles A. Baker ,  Gary L. Gastineau ,  Terry Norman

    IPC分类号： G06Q40/00

    CPC分类号： G06Q40/06 ,  G06Q40/00 ,  G06Q40/04

    摘要： Systems and methods are provided to determine an estimated value of a traded fund whose assets are not publicly disclosed on a daily basis, where a computer system includes one or more computers and is programmed to determine an estimated value of the traded fund. Embodiments include operating the computer system to calculate an estimated value of the traded fund based on the value of a proxy portfolio, where the identities of the assets of the traded fund are not disclosed to an investor who trades shares of the traded fund on a secondary market, and publicly disclosing the estimated value of the traded fund periodically throughout a trading day.

    摘要翻译： 提供系统和方法来确定其资产未被公开披露的交易基金的估计值，其中计算机系统包括一台或多台计算机，并被编程以确定交易基金的估计值。 实施例包括操作计算机系统以基于代理投资组合的价值计算交易基金的估计值，其中交易基金的资产的身份不向在次要交易的交易基金交易的投资者披露 市场，并在整个交易日定期公开披露交易基金的估值。

    System for pricing financial instruments
    3.
    发明授权
    System for pricing financial instruments 有权
    金融工具定价系统

    公开(公告)号：US07305362B2

    公开(公告)日：2007-12-04

    申请号：US10123779

    申请日：2002-04-16

    申请人： Clifford J. Weber ,  Carol Alexander ,  Charles A. Baker ,  Jason MacQueen ,  Gary L. Gastineau ,  Terry Norman

    发明人： Clifford J. Weber ,  Carol Alexander ,  Charles A. Baker ,  Jason MacQueen ,  Gary L. Gastineau ,  Terry Norman

    IPC分类号： G06Q40/00

    CPC分类号： G06Q40/04 ,  G06Q40/00 ,  G06Q40/06

    摘要： A method of determining an estimate of the market value of a traded unit of a financial instrument, and apparatus for carrying out the method, said instrument comprising a fund of individually priced securities and the exact composition of said fund being withheld from the market, said method comprising selecting a plurality of mutually independent risk factors, each risk factor being representative of market behavior estimated to be significant to the price behavior of the traded unit, obtaining information from a third party holding information regarding the composition of said fund regarding the actual significance of said risk factors to the value of said traded unit, and calculating a value for said traded unit on the basis of said significances.

    摘要翻译： 一种确定金融工具的交易单位的市场价值的估计的方法，以及执行该方法的装置，所述工具包括单独定价的证券的基金以及所述基金从市场上扣留的确切组成， 方法，包括选择多个相互独立的风险因素，每个风险因子代表估计对交易单位的价格行为具有重要意义的市场行为，从持有关于所述基金的组成的信息的第三方获得有关实际意义的信息 的所述风险因素与所述交易单位的价值，并且基于所述意义计算所述交易单位的价值。

    System for pricing financial instruments
    5.
    发明授权
    System for pricing financial instruments 有权
    金融工具定价系统

    公开(公告)号：US07526445B2

    公开(公告)日：2009-04-28

    申请号：US11986390

    申请日：2007-11-20

    申请人： Jason MacQueen ,  Gary L. Gastineau ,  Terry Norman ,  Clifford J. Weber ,  Carol Alexander ,  Charles A. Baker

    发明人： Jason MacQueen ,  Gary L. Gastineau ,  Terry Norman ,  Clifford J. Weber ,  Carol Alexander ,  Charles A. Baker

    IPC分类号： G06Q40/00

    CPC分类号： G06Q40/04 ,  G06Q40/00 ,  G06Q40/06

    摘要： A method of determining an estimate of the market value of a traded unit of a financial instrument, and apparatus for carrying out the method, said instrument comprising a fund of individually priced securities and the exact composition of said fund being withheld from the market, said method comprising selecting a plurality of mutually independent risk factors, each risk factor being representative of market behaviour estimated to be significant to the price behaviour of the traded unit, obtaining information from a third party holding information regarding the composition of said fund regarding the actual significance of said risk factors to the value of said traded unit, and calculating a value for said traded unit on the basis of said significances.

    摘要翻译： 一种确定金融工具的交易单位的市场价值的估计的方法，以及执行该方法的装置，所述工具包括单独定价的证券的基金以及所述基金从市场上扣留的确切组成， 方法，包括选择多个相互独立的风险因素，每个风险因子代表估计对交易单位的价格行为具有重要意义的市场行为，从持有关于所述基金的组成的信息的第三方获得有关实际意义的信息 的所述风险因素与所述交易单位的价值，并且基于所述意义计算所述交易单位的价值。

    System for pricing financial instruments
    8.
    发明授权
    System for pricing financial instruments 有权
    金融工具定价系统

    公开(公告)号：US07979336B2

    公开(公告)日：2011-07-12

    申请号：US12072417

    申请日：2008-02-25

    申请人： Clifford J. Weber ,  Carol Alexander ,  Charles A. Baker ,  Jason MacQueen ,  Gary L. Gastineau ,  Terry Norman

    发明人： Clifford J. Weber ,  Carol Alexander ,  Charles A. Baker ,  Jason MacQueen ,  Gary L. Gastineau ,  Terry Norman

    IPC分类号： G06Q40/00

    CPC分类号： G06Q40/06 ,  G06Q40/00 ,  G06Q40/04

    摘要： A method of determining an estimate of the market value of a traded unit of a financial instrument, and apparatus for carrying out the method, said instrument comprising a fund of individually priced securities and the exact composition of said fund being withheld from the market, said method comprising selecting a plurality of mutually independent risk factors, each risk factor being representative of market behaviour estimated to be significant to the price behaviour of the traded unit, obtaining information from a third party holding information regarding the composition of said fund regarding the actual significance of said risk factors to the value of said traded unit, and calculating a value for said traded unit on the basis of said significances.

    摘要翻译： 一种确定金融工具的交易单位的市场价值的估计的方法，以及执行该方法的装置，所述工具包括单独定价的证券的基金以及所述基金从市场上扣留的确切组成， 方法，包括选择多个相互独立的风险因素，每个风险因子代表估计对交易单位的价格行为具有重要意义的市场行为，从持有关于所述基金的组成的信息的第三方获得有关实际意义的信息 的所述风险因素与所述交易单位的价值，并且基于所述意义计算所述交易单位的价值。