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WO2008151295A3 - Index replicating mutual or hedge fund and tradeable as etf - Google Patents

Index replicating mutual or hedge fund and tradeable as etf Download PDF

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Publication number
WO2008151295A3
WO2008151295A3 PCT/US2008/065969 US2008065969W WO2008151295A3 WO 2008151295 A3 WO2008151295 A3 WO 2008151295A3 US 2008065969 W US2008065969 W US 2008065969W WO 2008151295 A3 WO2008151295 A3 WO 2008151295A3
Authority
WO
WIPO (PCT)
Prior art keywords
index
fund
etf
tradeable
replicating
Prior art date
Application number
PCT/US2008/065969
Other languages
French (fr)
Other versions
WO2008151295A2 (en
Inventor
Phil Bak
Anthony Dudzinski
Original Assignee
Shares Advisors Llc X
Phil Bak
Anthony Dudzinski
Priority date (The priority date is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the date listed.)
Filing date
Publication date
Application filed by Shares Advisors Llc X, Phil Bak, Anthony Dudzinski filed Critical Shares Advisors Llc X
Publication of WO2008151295A2 publication Critical patent/WO2008151295A2/en
Publication of WO2008151295A3 publication Critical patent/WO2008151295A3/en

Links

Classifications

    • G—PHYSICS
    • G06—COMPUTING OR CALCULATING; COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/06—Asset management; Financial planning or analysis

Landscapes

  • Engineering & Computer Science (AREA)
  • Business, Economics & Management (AREA)
  • Finance (AREA)
  • Accounting & Taxation (AREA)
  • Development Economics (AREA)
  • Operations Research (AREA)
  • Game Theory and Decision Science (AREA)
  • Human Resources & Organizations (AREA)
  • Entrepreneurship & Innovation (AREA)
  • Economics (AREA)
  • Marketing (AREA)
  • Strategic Management (AREA)
  • Technology Law (AREA)
  • Physics & Mathematics (AREA)
  • General Business, Economics & Management (AREA)
  • General Physics & Mathematics (AREA)
  • Theoretical Computer Science (AREA)
  • Financial Or Insurance-Related Operations Such As Payment And Settlement (AREA)

Abstract

A method for creating an index that replicates performance of a specified fund that includes a plurality of holdings issued by companies. The method includes defining plural subsets of the holdings in the specified fund, and, for each subset, determining correlation in performance between that subset and the fund. The method also includes selecting, as a replication index for the fund, one subset from among the plural subsets, based on the correlations in performance between the respective subsets and the fund. The method further includes creating an ETF based on the replication index, and making the ETF available for trading.
PCT/US2008/065969 2007-06-05 2008-06-05 Index replicating mutual or hedge fund and tradeable as etf WO2008151295A2 (en)

Applications Claiming Priority (2)

Application Number Priority Date Filing Date Title
US94197707P 2007-06-05 2007-06-05
US60/941,977 2007-06-05

Publications (2)

Publication Number Publication Date
WO2008151295A2 WO2008151295A2 (en) 2008-12-11
WO2008151295A3 true WO2008151295A3 (en) 2009-01-29

Family

ID=40094423

Family Applications (1)

Application Number Title Priority Date Filing Date
PCT/US2008/065969 WO2008151295A2 (en) 2007-06-05 2008-06-05 Index replicating mutual or hedge fund and tradeable as etf

Country Status (1)

Country Link
WO (1) WO2008151295A2 (en)

Families Citing this family (1)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US8306895B1 (en) 2009-11-23 2012-11-06 Morgan Stanley Fund Services, Inc. Portfolio confirmation and certification platform

Citations (4)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US20030074293A1 (en) * 1995-10-12 2003-04-17 Kenneth Kiron Open end mutual fund securitization process
US20040117284A1 (en) * 2002-12-11 2004-06-17 Speth William M. Method of creating a shared weighted index
US20050131795A1 (en) * 2003-12-15 2005-06-16 Barba Dennis P.Jr. Method for managing investment funds
US20060253363A1 (en) * 2002-03-05 2006-11-09 Tarrant Jeffrey G Method and system for creating and operating an investable hedge fund index fund

Patent Citations (4)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US20030074293A1 (en) * 1995-10-12 2003-04-17 Kenneth Kiron Open end mutual fund securitization process
US20060253363A1 (en) * 2002-03-05 2006-11-09 Tarrant Jeffrey G Method and system for creating and operating an investable hedge fund index fund
US20040117284A1 (en) * 2002-12-11 2004-06-17 Speth William M. Method of creating a shared weighted index
US20050131795A1 (en) * 2003-12-15 2005-06-16 Barba Dennis P.Jr. Method for managing investment funds

Also Published As

Publication number Publication date
WO2008151295A2 (en) 2008-12-11

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