Patent ID: 7340425

Claim:
A computer implementation method for deciding the quantity of shares of each security selected to form an investment portfolio, comprising the steps of: selecting securities from selected economic sectors in order to establish an investment portfolio; weighting said selected economic sectors to provide a sector weight for each selected economic sector; weighting said selected securities from said each selected economic sector to provide an intra sector weight for each selected security; determining a first weight of said each selected security according to (1) said intra sector weight of said each selected security and (2) a predetermined percentage of said sector weight of said each selected security's economic sector; determining a second weight of said each selected security by equally dividing the remaining percentage of said sector weight of said each selected security's economic sector among the selected securities from said each selected security's economic sector; and adding said first weight to said second weight of said each selected security to yield a portfolio weight of said each selected security, wherein at least one of said steps is performed by a computer.