Garrett Asset Management, LLC Patent applications |
Patent application number | Title | Published |
20120310816 | COMPUTERIZED METHOD FOR GENERATING AND MAINTAINING A LEVERAGED OR REVERSE EXCHANGE TRADED PRODUCT - A computer implemented method for maintaining a leveraged or reverse exchange traded product is provided which includes electronically monitoring, with a computer, a change in value of a product sold on an exchange, Electronic Communication Network (ECN), or Alternative Trading System (ATS); calculating, with a computer, a target number of options in the product required to provide a target return that is one of a multiple of a return of the product, a negative of the return of the product, or a negative multiple of the return of the product, and buying or selling options in the product to obtain the target number of options. | 12-06-2012 |
20120084229 | Computerized method for generating and maintaining a leveraged or reverse exchange traded product - A computer implemented method for maintaining a leveraged or reverse exchange traded product is provided which includes electronically monitoring, with a computer, a change in value of a product sold on an exchange, ECN, or ATS; and calculating, with a computer, a leverage ratio, wherein the leverage ratio is dg(r)/dr=c(1+r) | 04-05-2012 |