Patent ID: 11972485

Abstract:
The invention provides a computer implemented method for automatically compiling a portfolio of assets. The method comprises steps including generating a plurality of first generation portfolios of assets from a plurality of available assets, wherein each of said plurality of first generation portfolios is generated by random selection of one or more of said plurality of available assets. The method involves applying a random percentage weighting to each of said randomly selected assets, but where the sum of the random percentage weightings is arranged to equal 100%. It also involves calculating a score for each of the plurality of first generation portfolios of assets, the score for each of said plurality of first generation portfolios of assets comprising an aggregate of a plurality of different evaluation factors and ranking the plurality of first generation portfolios of assets by their respective scores. Then, one or more of said plurality of first generation portfolios of assets are selected based on their respective scores. The process is repeated through a plurality of iterations until a marginal improvement in a score for a highest ranked portfolio falls below a pre-set amount.