发明申请
WO2006036942A2 PROVIDING GUARANTEED, SPECIFIED AND/OR PREDETERMINED EXECUTION PRICES IN A GUARANTEED, SPECIFIED AND/OR PREDETERMINED TIMEFRAME ON THE PURCHASE OR SALE OF LISTED OPTIONS
审中-公开
在采购或出售上市方案的担保，指定和/或预定的时间范围内提供担保，指定和/或预定的执行价格
- 专利标题： PROVIDING GUARANTEED, SPECIFIED AND/OR PREDETERMINED EXECUTION PRICES IN A GUARANTEED, SPECIFIED AND/OR PREDETERMINED TIMEFRAME ON THE PURCHASE OR SALE OF LISTED OPTIONS
- 专利标题（中）： 在采购或出售上市方案的担保，指定和/或预定的时间范围内提供担保，指定和/或预定的执行价格
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申请号： PCT/US2005/034538申请日： 2005-09-26
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公开(公告)号： WO2006036942A2公开(公告)日： 2006-04-06
- 发明人: GRIFFIN, Kenneth, C. , ANDRESEN, Matthew
- 申请人： CITADEL INVESTMENT GROUP, L.L.C. , GRIFFIN, Kenneth, C. , ANDRESEN, Matthew
- 申请人地址： 131 South Dearborn Street, Chicago, IL 60603 US
- 专利权人： CITADEL INVESTMENT GROUP, L.L.C.,GRIFFIN, Kenneth, C.,ANDRESEN, Matthew
- 当前专利权人： CITADEL INVESTMENT GROUP, L.L.C.,GRIFFIN, Kenneth, C.,ANDRESEN, Matthew
- 当前专利权人地址： 131 South Dearborn Street, Chicago, IL 60603 US
- 代理机构： DONNER, Irah, H. et al.
- 优先权： US60/613,793 20040927
- 主分类号： G06Q40/00
- IPC分类号： G06Q40/00
摘要：
Methods and systems are provided which enable options broker-dealers to guarantee execution of an option trade order within a specified time window. By providing means to quantify and mitigate the effects of several factors which contribute to options market inefficiency (e.g., market structure, regulatory constraints, and "market misbehavior"), these methods and systems eliminate or at least reduce the level of broker-dealer risk inherent in offering an execution speed guarantee, while optionally simultaneously providing better execution quality for investors.
