Investment Performance Composite Generation With Parallel Account Parsing
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Solution Overview
Problem
Professional asset managers face challenges in generating performance composites for investment products due to high data volume and regulatory scrutiny, leading to slow and delayed processing that can take days or weeks.
Innovation Solution
A server system and method that concurrently parses strategy-based designated-value accounts using parallel processing and logical rulesets, enabling fast data loading and calculation within 15 minutes, and generates performance composites within 8 hours, with machine learning for rule explanation and outlier detection.
Engineering Contradictions & Design Principles
Engineering Contradiction Analysis
1Reliability
If traditional sequential processing methods are used to generate performance composites, then processing accuracy and regulatory compliance are maintained, but processing time increases to days or weeks
Solution Approach 1:
The patent segments the composite generation process into multiple independent processing streams that can be executed in parallel. Different processors handle different aspects of data processing simultaneously, allowing the system to maintain comprehensive regulatory checks while dramatically reducing overall processing time through concurrent execution of segmented tasks.
Solution Approach 2:
The system performs preliminary data validation, parsing, and preparation before the main composite generation process. By pre-processing and organizing data in advance with appropriate validation rules, the system ensures regulatory compliance requirements are met upfront, allowing the subsequent composite generation to proceed faster without compromising accuracy or compliance.
2Measurement precision
If comprehensive data validation and regulatory checks are performed, then composite accuracy and compliance are ensured, but processing speed decreases
Solution Approach 1:
Validation and regulatory checks are segmented into specific processing stages rather than being applied uniformly throughout. Different validation rules are applied to different data segments in parallel, maintaining comprehensive accuracy checks while avoiding redundant processing and improving overall throughput.
Solution Approach 2:
The patent introduces intermediary processing layers that facilitate efficient data flow between validation stages. These intermediaries optimize the transition of data through multiple validation checkpoints, reducing bottlenecks and maintaining high processing speed while ensuring comprehensive accuracy verification at each stage.
3Quantity of substance
If large volumes of investment data are processed to generate comprehensive composites, then reporting completeness and investor insight are improved, but data processing time increases significantly
Solution Approach 1:
Large volumes of investment data are divided into manageable segments that can be processed in parallel by multiple processors. This segmentation allows the system to handle comprehensive data sets for complete reporting while reducing the time required by distributing the processing load across multiple concurrent operations.
Solution Approach 2:
The patent transitions from sequential single-threaded processing to multi-dimensional parallel processing. By adding the dimension of concurrent processing streams and utilizing multiple processors simultaneously, the system maintains comprehensive data processing capabilities while exponentially reducing overall processing time through dimensional expansion of the processing architecture.
Data Source
AI summary
In one implementation, a system for generating composites performance is disclosed. The system may access designated-value account information associated with designated-value accounts, each with a respective rate of return. The system parses the designated-value account information into sets of strategy-based designated-value accounts. The system may concurrently parse with a first processor, a first set of strategy-based designated-value accounts and with a second processor, a second set of strategy-based designated-value accounts by applying logical rulesets to determine membership eligibility in the sets of strategy-based designated-value accounts. The system may generate composites performance by applying statistical analysis to the sets of strategy-based designated-value accounts based on the respective rate of return of each included designated-value account. The system may output the composites performance to indicate performance of the sets of strategy-based designated-value accounts.