Invention Grant
- Patent Title: System and method for determining a stable quoting quantity for use in a trading strategy
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Application No.: US13664164Application Date: 2012-10-30
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Publication No.: US10068290B2Publication Date: 2018-09-04
- Inventor: Andrew Gottemoller , Patricia A. Messina
- Applicant: Trading Technologies International, Inc.
- Applicant Address: US IL Chicago
- Assignee: Trading Technologies International, Inc.
- Current Assignee: Trading Technologies International, Inc.
- Current Assignee Address: US IL Chicago
- Agency: McDonnell Boehnen Hulbert & Berghoff LLP
- Main IPC: G06Q40/04
- IPC: G06Q40/04

Abstract:
Identification of a stable quoting quantity is disclosed. An example method includes setting a quoting quantity for a trading strategy based on a distribution associated with a tradable object of the trading strategy; defining a range having first and second boundaries based on the distribution; updating a first tracked value according to changes in the distribution; and changing the quoting quantity in response to the first tracked value falling outside the range.
Public/Granted literature
- US20140122314A1 System and Method for Determining a Stable Quoting Quantity for use in a Trading Strategy Public/Granted day:2014-05-01
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