-
公开(公告)号：US11295385B2
公开(公告)日：2022-04-05
申请号：US17012679
申请日：2020-09-04
Applicant: TRADING TECHNOLOGIES INTERNATIONAL INC.
Inventor： Patricia A. Messina , Bharat MIttal
Abstract: A quantity modifier and a price modifier are provided for a spread trading strategy having a desired spread price and a desired spread quantity. According to an example embodiment, a quantity modifier divides the desired spread quantity into a plurality of disclosed spread quantities. Once the disclosed quantities are determined, a plurality of disclosed spread orders having the disclosed spread quantities are sequentially submitted to the market until the full desired spread order quantity is executed or until a predefined condition is detected. A price modifier determines a price level for each disclosed spread quantity, such that each disclosed spread order may be submitted at a different price level.
-
公开(公告)号：US20210056631A1
公开(公告)日：2021-02-25
申请号：US17012679
申请日：2020-09-04
Applicant: TRADING TECHNOLOGIES INTERNATIONAL INC.
Inventor： Patricia A. Messina , Bharat MIttal
Abstract: A quantity modifier and a price modifier are provided for a spread trading strategy having a desired spread price and a desired spread quantity. According to an example embodiment, a quantity modifier divides the desired spread quantity into a plurality of disclosed spread quantities. Once the disclosed quantities are determined, a plurality of disclosed spread orders having the disclosed spread quantities are sequentially submitted to the market until the full desired spread order quantity is executed or until a predefined condition is detected. A price modifier determines a price level for each disclosed spread quantity, such that each disclosed spread order may be submitted at a different price level.
-
Search Results
2
records
(took 0.012 seconds)
