Patent ID: 8055569

Claim:
A system for creating an investment portfolio, comprising: an interface to connect to a database which includes data related to publicly traded financial instruments; and a processor configured to: identify a plurality of financial instruments from the database, each financial instrument being associated with a company having a market capitalization; group the plurality of financial instruments based on each associated company's market capitalization into at least a first group of financial instruments and a second group of financial instruments, each financial instrument of the first group of financial instruments being associated with a company having a market capitalization that is larger than the market capitalization of each company associated with each financial instrument of the second group; allocate a weight coefficient to each of said identified financial instruments based on a value of the market capitalization of the financial instrument's associated company relative to values of the market capitalization of others of the companies associated with the plurality of identified financial instruments; wherein allocating weight coefficients includes assigning a weight coefficient to each of the plurality of financial instruments such that for substantially any financial instrument associated with a first company having a market capitalization that is larger than a market capitalization of a second company, the financial instrument associated with the first company is assigned a weight coefficient that is greater than or substantially equal to the weight coefficient assigned to the financial instrument associated with the second company; wherein allocating weight coefficients includes assigning a weight coefficient to each of the plurality of financial instruments such that for each of the financial instruments of the first group, a ratio of (a) a first weight coefficient assigned to a first financial instrument of the first group to (b) a second weight coefficient assigned to a second financial instrument of the second group is less than a ratio of (c) the value of the market capitalization of the company associated with the first financial instrument to (d) the value of the market capitalization of the company associated with the second financial instrument; and indicate, based on the weight coefficients, a total purchase amount for each identified financial instrument relative to others of the identified financial instruments to be purchased and held for more than two years.