Vitali Kalesnik

US Patent:

20160358264, Dec 8, 2016

Filed:

Aug 5, 2016

Appl. No.:

15/229129

Inventors:

- Newport Beach CA, US
Jason Hsu - Newport Beach CA, US
Vitali Kalesnik - Newport Beach CA, US
Feifei Li - Newport Beach CA, US
Robert D. Arnott - Newport Beach CA, US

Assignee:

Research Affiliates, LLC - Newport Beach CA

International Classification:

G06Q 40/06
G06Q 40/02
G06Q 40/04

Abstract:

A computer data processing system, method and/or computer program product can include a memory coupled to the special purpose processor, the processor configured to: receive electronically, by a special purpose index calculator computer device processor, a universe of publicly traded companies; receive electronically from an electronic data source a plurality of metrics relating to the publicly traded companies, comprising: corporate action data, price data, foreign exchange data, and fundamental financial metric data; combine the plurality of metrics to calculate: a robustness ranking; a dividend yield percentile ranking; and a noncapitalization weighting for the publicly traded companies use the combined metric data to at least one of: a) electronically select or weight constituents of an index based on the combined data; b) electronically select or weight a portfolio of financial objects based on the combined data; or c) electronically allocate assets in a portfolio based on the combined data.