Patent 7395235 was granted and assigned to Centre for Development of Advanced Computing (C-DAC) on July, 2008 by the United States Patent and Trademark Office.
A method for strategy independent optimization of a multi-objective function of a portfolio containing at least one investment is disclosed. The method involves the use of genetic algorithms to arrive at function optimization. A suite of strategies is provided enabling the user to select a strategy and optimize a function. Real world data is drawn from exchanges and is utilized for replication. The invention also discloses a novel combination of apparatus for carrying out the method of invention, typically, using parallel processing.