Patent ID: 8473390
Filing Date: 2013-06-25
Classification: G06Q

Abstract:
1. A computerized method for managing a financial portfolio relative to market stability, the method comprising: determining a first allocation of assets in the portfolio and a level of equity exposure, the portfolio including one or more funds; monitoring a quantitative risk indicator for market signals, the market signals including data transmissions to a computer; the computer determining with a processor whether the quantitative risk indicator meets a predetermined risk threshold value by comparing data transmission values of the market signals on the computer readable medium associated with the computer with data representing the predetermined risk threshold value; and automatically adjusting the level of equity exposure in response to determining that the risk indicator meets the risk threshold value and based on a momentum factor, by changing a position on a derivative instrument which is based on one or more equities held in the portfolio, wherein the momentum factor is at least indicative of a historical empirical distribution of changes in a securities market index and corresponds to a momentum mode of a plurality of predetermined momentum modes.