{"schema_version":"1.0","canonical_url":"https://patentable.app/patents/US-8533089","patent":{"patent_number":"US-8533089","title":"Methodology and process for constructing factor indexes","assignee":null,"inventors":[],"filing_date":"2010-12-02T00:00:00.000Z","publication_date":"2013-09-10T00:00:00.000Z","cpc_codes":["G06Q"],"num_claims":7,"abstract":"Construction of indexes are addressed wherein a portfolio of securities and their associated investment weights or shares is generated. Indexes comprising a plurality of securities can often be bought and sold more cheaply than buying and selling the individual constituents of the index resulting in reduced transaction costs. In passive and enhanced indexing, investments are made with reference to an index. Factor indexes can serve as active manager benchmarks for investable products such as exchange traded funds and mutual funds. Computer based systems, methods and software are addressed for constructing indexes that replicate the returns of a quantitative factor such as medium term momentum or value with the best possible replication of the underlying factor returns. The methodology provides an approach to determine the index even when all desirable characteristics of the index are not simultaneously achievable."},"analysis":{"summary":null,"layman_explanation":null,"technical_analysis":null,"business_analysis":null,"faqs":null,"topics":[],"tech_cluster":null},"seo":{"title":"Methodology and process for constructing factor indexes","description":"Construction of indexes are addressed wherein a portfolio of securities and their associated investment weights or shares is generated. Indexes comprising a plurality of securities can often be bought","keywords":[]},"attribution":{"source":"Patentable","source_url":"https://patentable.app","canonical_url":"https://patentable.app/patents/US-8533089","license":"CC-BY-4.0-like","license_terms":"AI-generated analysis on this page (summary, layman_explanation, technical_analysis, business_analysis, faqs) may be reused with attribution and a visible link back to the canonical URL above. Patent abstracts, claims, and bibliographic data are USPTO public domain.","required_link":"https://patentable.app/patents/US-8533089","citation_suggestion":"Patentable. \"Methodology and process for constructing factor indexes\" (US-8533089). https://patentable.app/patents/US-8533089","copyright_holder":"Nomic Interactive Technology LLC"},"links":{"html":"https://patentable.app/patents/US-8533089","json":"https://patentable.app/api/llm-context/US-8533089","site":"https://patentable.app","llms_txt":"https://patentable.app/llms.txt"},"generated_at":"2026-05-30T20:56:54.109Z"}