Patent ID: 8788393
Filing Date: 2014-07-22
Classification: G06Q

Abstract:
1. A computer-implemented method comprising: identifying, by a computing device, one or more portfolio assets in a portfolio; associating, by the computing device, one or more asset characteristics with at least a portion of the one or more portfolio assets; generating, by the computing device, a group that includes at least the portion of the one or more portfolio assets and one or more corresponding model components based upon, at least in part, the one or more asset characteristics, wherein each portfolio asset in the group has the one or more asset characteristics and wherein the group is generated as a portfolio synthetic asset of the one or more portfolio assets in the portfolio; and rebalancing, by the computing device, the group based upon, at least in part, comparing one or more values of at least the portion of the one or more portfolio assets in the group and one or more values of the one or more corresponding model components.