System and method for multiple portfolio optimization

摘要

A system and method for optimizing multiple portfolios, each portfolio steps include interests in one or more of tradable assets in one or more receive asset data relating to the portfolios of the plurality of and, receiving receiving an optimization constraint, including global one constraint, the purpose of one or more is applied to the individual portfolio during the optimization at least defines the constraints applied over aggregation of multiple portfolios and determining aggregating portfolio data optimized for the steps, and generates aggregate optimization asset data, aggregation optimization asset whether the data satisfies the global constraints, the global constraints of at least one if and only if it is satisfied, and may include a step of outputting the data assets that are the optimized.