SYSTEMS AND METHODS FOR PROVIDING LEVERAGED, TRADING-VOLATILITY-RESPONSIVE, INTRADAY BALANCING BASED ON PROJECTED PRICING

摘要

The disclosure provides an intra-day/hourly balancing of a fund index. The disclosure includes retrieving the value of an underlying index at a first balancing point at a point in time that is close, in time, to the balancing point and determining the value of the underlying index at a second balancing point. If the value of the underlying index increased, then the method increases an exposure to the underlying index. If the value of the underlying index decreased, then the method decreases the exposure. The method may then compare the current trading volatility of the underlying index to a historic trading volatility. If the current volatility is greater than the historic volatility, then the method decreases the leverage of the intra-day index with respect to the underlying index. If the current volatility is less than the historic volatility, then the method increases the leverage.