Anthony A Renshaw

US Patent:

8533089, Sep 10, 2013

Filed:

Dec 2, 2010

Appl. No.:

12/958778

Inventors:

Anthony Renshaw - New York NY, US

Assignee:

Axioma, Inc. - New York NY

International Classification:

G06Q 40/00

US Classification:

705 36R

Abstract:

Construction of indexes are addressed wherein a portfolio of securities and their associated investment weights or shares is generated. Indexes comprising a plurality of securities can often be bought and sold more cheaply than buying and selling the individual constituents of the index resulting in reduced transaction costs. In passive and enhanced indexing, investments are made with reference to an index. Factor indexes can serve as active manager benchmarks for investable products such as exchange traded funds and mutual funds. Computer based systems, methods and software are addressed for constructing indexes that replicate the returns of a quantitative factor such as medium term momentum or value with the best possible replication of the underlying factor returns. The methodology provides an approach to determine the index even when all desirable characteristics of the index are not simultaneously achievable.

US Patent:

20070214201, Sep 13, 2007

Filed:

Mar 12, 2007

Appl. No.:

11/716764

Inventors:

Anthony Alexander Renshaw - New York NY, US

International Classification:

G06F 7/00

US Classification:

708204

Abstract:

The present invention relates to tools for converting dimensional, numerical values from one set of units to another quickly and efficiently. More particularly, it relates to improved, computer-based systems, methods and software for changing between different units and for converting to and from a pre-specified standard set of units. The current embodiments accomplish these changes with as much simplicity, as flexible a syntax, and with as little chance of human error as possible.

US Patent:

20090240751, Sep 24, 2009

Filed:

Mar 12, 2009

Appl. No.:

12/381539

Inventors:

Anthony A. Renshaw - New York NY, US
Carl Edward Renshaw - Hanover NH, US

International Classification:

G06F 15/02
G06F 3/00
G06F 3/048

US Classification:

708131, 715770, 708164, 715804

Abstract:

The present invention relates to tools that handle and perform computations using dimensional and dimensionless values, automatically converting them appropriately within equations, outputting answers in default or user-selected output units, and indicating when inconsistencies or errors are present in the input so that these can be quickly and easily identified and immediately corrected. More particularly, it relates to improved, computer-based systems, methods and software for automatically changing between different units, correctly computing formulas using dimensional values, and outputting the results in arbitrary dimensionally consistent units. The current embodiments accomplish these objectives with as much simplicity, as flexible a syntax, as little typing, and with as little chance of human error as possible.

US Patent:

20110289017, Nov 24, 2011

Filed:

Jun 30, 2010

Appl. No.:

12/827358

Inventors:

Anthony Renshaw - New York NY, US

Assignee:

Axioma, Inc. - New York NY

International Classification:

G06Q 40/00

US Classification:

705 36 R

Abstract:

Portfolio optimization typically involves a risk model to control the level of risk in the portfolio constructed. By creating different portfolios using different risk models (fundamental or statistical; long, medium or short horizon) corresponding to different times or dates (a current or an old risk model), one obtains a large number of low risk (volatility) portfolios. A risk model return portfolio is the difference in the any two of these portfolios, and a risk model return is the return associated with a risk model return portfolio. A number of risk model return portfolios exhibit repeatable returns that can be used to an investor's advantage. Furthermore, these returns exhibit very low correlation with the benchmark returns. As such, they are uncorrelated sources of return. Such returns are considered valuable by investors. The present invention uses risk model return portfolios and their returns to create attractive investments for investors. The risk model return portfolios can be used to analyze market trends and create implied alphas for portfolio construction. They can also be used to provide constituent information that can be further used as the basis for an exchange traded fund (ETF), index or other investment vehicle.

US Patent:

20130304671, Nov 14, 2013

Filed:

May 13, 2013

Appl. No.:

13/892644

Inventors:

Anthony A. Renshaw - New York NY, US

Assignee:

AXIOMA, INC. - New York NY

International Classification:

G06Q 40/06

US Classification:

705 36 R

Abstract:

Construction of factor risk models that more advantageously predict the future volatility of returns of a portfolio of securities such as stocks, bonds, or the like is addressed. More specifically, factor risk models with more than one estimate of specific risk or, alternatively an original specific risk estimate together with a set of specific risk differences derived from more than one estimate of specific risk.

US Patent:

20130332391, Dec 12, 2013

Filed:

Aug 13, 2013

Appl. No.:

13/965621

Inventors:

Anthony A. Renshaw - New York NY, US

Assignee:

AXIOMA, INC. - New York NY

International Classification:

G06Q 40/06

US Classification:

705 36 R

Abstract:

Approaches to the construction of indexes are addressed wherein a portfolio of securities such as stocks, bonds, or the like and their associated investment weights or shares is generated. Indexes can be used as investment tools in various ways. For instance, indexes comprising a plurality of securities can often be bought and sold more cheaply than buying and selling the individual constituents of the index. This pricing differential allows investment with reduced transaction costs. Alternatively, in passive and enhanced indexing, investments are made with reference to an index. Performance statistics such as return and risk are reported with respect to the reference index. Factor indexes can serve as active manager benchmarks or the underlyers for investable products such as exchange traded funds and mutual funds. Computer based systems, methods and software are addressed for constructing indexes that replicate the returns of a quantitative factor such as medium term momentum or value. Further, processes and methodology are described by which the index can have the best possible replication of the underlying factor returns as well as other desirable characteristics. The methodology provides an approach to determine the index even when all desirable characteristics of the index are not simultaneously achievable.

US Patent:

20140081889, Mar 20, 2014

Filed:

Sep 12, 2013

Appl. No.:

14/025127

Inventors:

Anthony A. Renshaw - New York NY, US

Assignee:

AXIOMA, INC. - New York NY

International Classification:

G06Q 40/06

US Classification:

705 36 R

Abstract:

The quantitative construction of investment portfolios of securities such as stocks, bonds, or the like using optimization is addressed. More specifically, during optimization constraints on non-target factor exposures are automatically converted to constraints on the exposure of the projections of the non-target factors that are orthogonal to a specified target factor. Such constraints may be utilized to produce portfolios with superior performance to those produced with traditional factor exposure constraints.

US Patent:

60174765, Jan 25, 2000

Filed:

Sep 19, 1997

Appl. No.:

8/933659

Inventors:

Anthony A. Renshaw - New York NY

International Classification:

B29C 3910

US Classification:

264158

Abstract:

A specimen processing method and cassette utilizes an open-topped, perforated collection cradle (12) and a flat, perforated embedding pedestal (10) which snap together in a male/female relationship to enclose and orient a specimen (14) during chemical processing. After chemical processing, the embedding pedestal (10) enables a specimen to be embedded in exactly the same plane as the cutting plane of a microtome during sectioning. This minimizes the number of sections required for histologic evaluation and eliminates the need for mechanical handling of the tissue specimen after its initial collection.