公开(公告)号：US20120150713A1

公开(公告)日：2012-06-14

申请号：US13291863

申请日：2011-11-08

申请人： Robert RUSSEL ,  Preston FORD ,  Neil Adams ,  Carter B. Ford

发明人： Robert RUSSEL ,  Preston FORD ,  Neil Adams ,  Carter B. Ford

IPC分类号： G06Q40/04

CPC分类号： G06Q40/06 ,  G06Q40/00 ,  G06Q40/04

摘要： Systems and methods for normalizing the control parameters associated with trading algorithms, providing analytic data to traders in discrete time intervals to assist in the analysis of trading performance, and providing crossing opportunities to orders that have been committed to a trading algorithm but have not yet been executed, are provided. A dashboard to allow a trading professional more effective use of multiple algorithms can be created. Parameters associated with multiple algorithms can be normalized and tuned rapidly from a single user interface. Trading performance can be reviewed in discrete time intervals and execution venues. Traders can review a performance score for a trading algorithm and select an algorithm based in part on their commission budget. Block trading opportunities can be available with a crossing engine or external ATS.

摘要翻译： 用于规范与交易算法相关联的控制参数的系统和方法，以离散的时间间隔向交易者提供分析数据，以协助分析交易绩效，以及为已经致力于交易算法而尚未被执行的订单提供交叉机会 被提供。 可以创建一个允许交易专业人员更有效地使用多种算法的仪表板。 与多个算法相关联的参数可以从单个用户界面进行标准化和调谐。 交易表现可以在离散的时间间隔和执行场所进行审查。 交易者可以查看交易算法的绩效分数，并根据佣金预算部分选择算法。 交叉引擎或外部ATS可以提供​​块交易机会。