Patent ID: 8626631
Filing Date: 2014-01-07
Classification: G06Q

Abstract:
1. A computer-implemented method of determining an allocation of assets within a portfolio of assets, comprising: a) selecting a pair of assets, A and B, to be compared, wherein the assets A and B can be two different types of assets that are negatively correlated; b) determining, by a computer system, the first differential SA of the weighted average of the long and short term moving average of the price of asset A; c) determining, by the computer system, the first differential SB of the weighted average of the long and short term moving average of the price of asset B; d) determining, by the computer system, a loop threshold value Z; e) comparing, by the computer system, SA to the sum of SB and Z; f) if SA is greater than the sum of SB and Z, determining, by the computer system, if increasing the amount of asset A relative to asset B in the portfolio results in a maximum value for compounded annual growth rate based upon historical data and, if so; g) generating, by the computer system, an output indicating that the amount of asset A in the portfolio should be increased relative to the amount of asset B held in the portfolio.