发明申请
- 专利标题: Methods and Systems for Low Latency Automated Trading Using a Hedging Strategy
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申请号: US17673610申请日: 2022-02-16
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公开(公告)号: US20220261904A1公开(公告)日: 2022-08-18
- 发明人: Timothy Gorham , David Edward Taylor , Jeremy Walter Whatley
- 申请人: Exegy Incorporated
- 申请人地址: US MO St. Louis
- 专利权人: Exegy Incorporated
- 当前专利权人: Exegy Incorporated
- 当前专利权人地址: US MO St. Louis
- 主分类号: G06Q40/04
- IPC分类号: G06Q40/04 ; G06Q30/02
摘要:
Disclosed herein are automated trading engine embodiments that operate on market data and re-engineer trading logic to operate on computational resources that are capable of providing highly parallelized and pipelined processing operations to improve tick to trade latency. As an example, logic resources for the automated trading engine can implement hedging strategies to place hedging orders on markets when defined conditions are met. Such hedging strategies can be combined with aggressing strategies to hedge against aggressing orders placed by the automated trading engine.
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