Patent ID: 9098878
Filing Date: 2015-08-04
Classification: G06F,G06Q

Abstract:
1. A computer-implemented method for constructing a representation of investment securities in a database, the method comprising: electronically storing a set of data entities in a database system, each of the data entities representing an investment security, and each investment security corresponding to an economic entity; electronically assigning tags representing attributes of the economic entities to a plurality of the investment securities; selecting a plurality of investment securities represented by data entities for inclusion in an index, fund, or portfolio of investment securities; stratifying the selected investment securities into at least a first stratified group and a second stratified group based on a first common attribute and a second common attribute, wherein the economic entities represented by investment securities in the first stratified group share the first common attribute, as identified by one or more tags, and the economic entities represented by investment securities in the second stratified group share the second common attribute, as identified by one or more tags; selecting a stratified group of investment securities; stratifying the selected investment securities into at least a first stratified subgroup and a second stratified subgroup based on a third common attribute and a fourth common attribute, wherein the economic entities represented by investment securities in the first stratified subgroup share the third common attribute, as identified by one or more tags, and the economic entities represented by investment securities in the second stratified subgroup share the fourth common attribute, as identified by one or more tags; electronically storing the stratified groups and subgroups in a database as a representation of an index, fund, or portfolio; electronically accessing the database representation of the stratified groups or subgroups; electronically iterating through the accessed representations to compute a negative or positive weight for one or more of the investment securities based on the one or more groups or subgroups into which the investment securities are stratified; and assigning and electronically storing the negative or positive weight to the one or more of the investment securities in the database.