Risk management system and method providing rule-based evolution of a portfolio of instruments

A risk management system and method provides for the establishment of dynamic portfolios, whose evolution over time is defined by one or more rules. Each dynamic portfolio can have instruments added and removed over time in accordance with Trade Managers as a result of evaluation of the user-defined...

Ausführliche Beschreibung

Bibliographische Detailangaben

Hauptverfasser:	Degraaf, Jim, De Prisco, Ben, Dolezal, Antonin
Format:	Patent
Sprache:	eng
Online-Zugang:	Volltext bestellen
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