- 专利标题: System and method for aggressively trading a strategy in an electronic trading environment
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申请号: US13933262申请日: 2013-07-02
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公开(公告)号: US10181157B2公开(公告)日: 2019-01-15
- 发明人: Nicholas G. Kontos , Sagy P. Mintz , Alexander D. Deitz
- 申请人: TRADING TECHNOLOGIES INTERNATIONAL INC.
- 申请人地址: US IL Chicago
- 专利权人: Trading Technologies International, Inc.
- 当前专利权人: Trading Technologies International, Inc.
- 当前专利权人地址: US IL Chicago
- 代理机构: McDonnell Boehnen Hulbert & Berghoff LLP
- 主分类号: G06Q40/00
- IPC分类号: G06Q40/00 ; G06Q40/04
摘要:
System and method for aggressively trading a spread trading strategy in an electronic environment are provided herein. According to the example embodiments, a trader may configure the automated trading tool to trade as aggressively as possible by leaning on a price without an associated quantity. This allows a trader to possibly obtain a more profitable price as well as get filled faster. Traders submit an order for a spread and the automated trading tool calculates the quote order price based on a defined level of aggressiveness, the leaned on price, and the desired spread price. Based on the level of defined aggressiveness and the gap in the market, the automated trading tool may lean on a mildly, moderately, or extremely aggressive price.
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