Stuart Hele Rosenthal

US Patent:

20120296844, Nov 22, 2012

Filed:

Dec 22, 2011

Appl. No.:

13/334465

Inventors:

Stuart J. Rosenthal - Cranford NJ, US
William J. Smalley - New York NY, US
Robert Stanley Tull - Levittown PA, US
Richard W. Roll - Culver City CA, US

Assignee:

Factor Advisors, LLC - New York NY

International Classification:

G06Q 40/06

US Classification:

705 36 R

Abstract:

An inventive computerized investment method and process is disclosed that comprises the creation, calculation, and use of a “Roll Yield” Index, which is a function of a futures contract “rolling” methodology that may vary depending on the underlying commodity, and a systematic rebalancing mechanism for portfolio management of long/short commodity futures index products. Both the Roll Yield Index and the long/short portfolios have the same investment objective to deliver the spread, or difference, between two or more futures contracts on the same underlying commodity with different expiration dates.

US Patent:

20120278254, Nov 1, 2012

Filed:

Dec 19, 2011

Appl. No.:

13/330549

Inventors:

Stuart J. Rosenthal - Cranford NJ, US
William J. Smalley - New York NY, US
Robert Stanley Tull - Levittown PA, US

Assignee:

Factor Advisors, LLC - New York NY

International Classification:

G06Q 40/06

US Classification:

705 36 R

Abstract:

An investment method and process used to create investment indexes that measure the difference between market segments, which such market segments may be in unrelated investment categories or within the same asset class, while simultaneously managing long/short portfolios that return the measured difference in the form of investible index products is disclosed. The three primary steps of the inventive investment method and process are: (1) to identify the desired risk factor for isolation for purposes of hedging existing risk, diversifying risk, or tactical investment in risk; (2) to create and calculate a Factor Index and develop underlying algorithms for intraday and end-of-period benchmarking; and (3) to design a Factor Index Product and implement a Factor Portfolio involving the isolation of the desired risk factor by establishing and maintaining a long exposure to one (or more) market segment(s) and a short exposure to one (or more) market segment(s).