US Patent:
20110119168, May 19, 2011
Inventors:
Peter Paul Carr - New York NY, US
Liuren Wu - Short Hills NJ, US
Philip Scott Jonquiere Brittan - Chappaqua NY, US
Gheis Henri Hamati - Princeton NJ, US
International Classification:
G06Q 40/00
Abstract:
Systems, methods, and computer program products for constructing and weighting a currency index for a currency basket. The weights of the components of the currency basket can be determined using only past statistical time series behaviors of the currency pairs.