RICHARD WAYNE ROLL
Pilots at Cranks Rd, Los Angeles, CA
License number
California A1620566
Issued Date
Jan 2017
Expiration Date
Jan 2019
Category
Airmen
Type
Authorized Aircraft Instructor
Address
Address
10725 Cranks Rd, Los Angeles, CA 90230
Professional information
Professor At Ucla
Position:
Professor at UCLA
Location:
Greater Los Angeles Area
Industry:
Research
Work:
UCLA
-
Professor
Education:
School name:
Partner At Independent Law Group, Llp
Position:
Partner at INDEPENDENT LAW GROUP, LLP
Location:
Greater Los Angeles Area
Industry:
Law Practice
Work:
INDEPENDENT LAW GROUP, LLP
-
Partner
Method For Creating Roll Yield Indexes And Index Products
US Patent:
2012029, Nov 22, 2012
Filed:
Dec 22, 2011
Appl. No.:
13/334465
Inventors:
Stuart J. Rosenthal - Cranford NJ, US
William J. Smalley - New York NY, US
Robert Stanley Tull - Levittown PA, US
Richard W. Roll - Culver City CA, US
William J. Smalley - New York NY, US
Robert Stanley Tull - Levittown PA, US
Richard W. Roll - Culver City CA, US
Assignee:
Factor Advisors, LLC - New York NY
International Classification:
G06Q 40/06
US Classification:
705 36 R
Abstract:
An inventive computerized investment method and process is disclosed that comprises the creation, calculation, and use of a “Roll Yield” Index, which is a function of a futures contract “rolling” methodology that may vary depending on the underlying commodity, and a systematic rebalancing mechanism for portfolio management of long/short commodity futures index products. Both the Roll Yield Index and the long/short portfolios have the same investment objective to deliver the spread, or difference, between two or more futures contracts on the same underlying commodity with different expiration dates.