发明授权
- 专利标题: Alternative trading scorecard apparatuses, methods, and systems
- 专利标题(中): 替代交易记分卡设备,方法和系统
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申请号: US13309554申请日: 2011-12-01
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公开(公告)号: US08762251B2公开(公告)日: 2014-06-24
- 发明人: James Doherty , Daniel Mathisson
- 申请人: James Doherty , Daniel Mathisson
- 申请人地址: US NY New York
- 专利权人: Credit Suisse Securities (USA) LLC
- 当前专利权人: Credit Suisse Securities (USA) LLC
- 当前专利权人地址: US NY New York
- 代理机构: Chadbourne & Parke LLP
- 主分类号: G06Q40/00
- IPC分类号: G06Q40/00
摘要:
A processor-implemented method for transforming transaction data and market feed data into trade metrics. The method includes executing a transaction for a financial instrument on a trading network using a server having a processor and interfacing with a database, receiving market data, regarding the financial instrument from a public exchange data source, determining a mark price for the financial instrument, calculating a trade metric for the executed transaction using an executed price for the transaction and the mark price, and storing the trade metric in the database. Trade metric data for a client may then be aggregated and used to categorize the client into one of a plurality of trading pools and to limit access to certain trading pools based on the categorization of the client.