Inventors:
Jonathan Barsade - Wynnewood PA, US
John A. Conlon - Riverside CT, US
Theodore J. Guttierez - Cove Neck NY, US
Mel J. Meinhardt - Miami FL, US
Assignee:
Bastgone, LLC - Wynnewood PA
International Classification:
G06Q 40/00
Abstract:
An automatic Financial Risk Cover configuration which receives returns behaviors connecting statistical behavior of each potential allocation of a submanager to a resultant statistical behavior of a Financial Risk Cover associated with a client portfolio, creates a total set of Financial Risk Cover configurations using genetic optimization processes to produce unpredictable variations of configurations, simulates and models each configuration in the total set against a set of potential or expected transient market events representative of a plurality of combinations of transient events, removes from the total set each configuration which fails to meet performance objectives during the modelling from the total set of configurations; and outputs each remaining configuration in the total set, wherein each configuration represents a plurality of investment instruments, each investment instrument being associated with an initial cash position.