公开(公告)号：US20060059067A1

公开(公告)日：2006-03-16

申请号：US11030849

申请日：2005-01-07

申请人： Dmitriy Glinberg ,  Tae Yoo ,  Dale Michaels ,  Edward Gogol

发明人： Dmitriy Glinberg ,  Tae Yoo ,  Dale Michaels ,  Edward Gogol

IPC分类号： G06Q40/00

CPC分类号： G06Q40/06 ,  G06Q20/102 ,  G06Q40/00 ,  G06Q40/04 ,  G06Q40/08

摘要： A system and method is disclosed for determining performance bonds related to fixed payoff products, i.e. contracts which payoff a fixed amount based on the outcome of an underlying event regardless of the particular value of the underlying event. The worst outcome of the overall portfolio, which may contain more than one instrument, is calculated. This permits the portfolio to have both long and short positions on the same underlying event and offsets, e.g. long (bought but not closed out) and short (sold but not closed out) positions, among instruments in the portfolio are factored in. A universe of outcomes is constructed including single events with single outcomes, and the probability thereof, an single events with multiple outcomes, each with a probability thereof. This universe is implemented in a matrix probabilities on different outcomes, also referred to as “strikes.” Each strike/outcome then has an associated price and probability, typically factored together as single value reflective of both. Events with low probability will have low values, resulting in a lower margin requirement, as will be explained below. The margin requirement/performance bond is then set equal to the amount of the maximum loss that the portfolio can sustain for any possible outcome of the underlying event, adjusted for the probability of the outcome.

摘要翻译： 公开了一种用于确定与固定收益产品相关的履约保证金的系统和方法，即基于底层事件的结果而支付固定金额的合约，而不管基础事件的特定价值如何。 计算可能包含多个仪器的整体投资组合的最糟糕的结果。 这允许投资组合在相同的底层事件和偏移量上具有长仓和短仓。 长期（买入但并非封闭）和短期（已出售但未结算）的头寸，投资组合中的工具都被考虑在内。构建了一个结果的宇宙，包括具有单一结果的单一事件及其概率，单个事件与 多个结果，每个都有概率。 这个宇宙是以不同结果的矩阵概率来实现的，也称为“罢工”。 每个罢工/结果都具有相关的价格和概率，通常被认为是反映两者的单一价值。 低概率的事件将具有较低的价值，导致较低的保证金要求，如下所述。 然后将保证金要求/履约保证金设置为等于投资组合对潜在事件的任何可能结果所能承受的最大损失的金额，并根据结果的可能性进行调整。

公开(公告)号：US20060059069A1

公开(公告)日：2006-03-16

申请号：US11031182

申请日：2005-01-07

申请人： Dmitriy Glinberg ,  Tae Yoo ,  Dale Michaels ,  Edward Gogol

发明人： Dmitriy Glinberg ,  Tae Yoo ,  Dale Michaels ,  Edward Gogol

IPC分类号： G06Q40/00

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

摘要： A system and method for risk analysis of a portfolio of derivative products is disclosed which is conducted based on a set of flexible rules. The system and method allow creating predefined sets of products for the purpose of future risk offsets. If a futures trade as a subset of that set of products that met a threshold level, then the subset is assigned the offset value (or a pro rata or other portion of the offset value) of the predefined set. For example, assume that the predefined set consists of one S&P 500 futures, one NASDAQ futures, one S&P Midcap 400 futures and one Russell 1000 futures and the threshold is three. If the futures trader holds any three of those four futures, the three futures can be grouped, assigned an offset value, and this group can be used as one asset for purpose of further risk offsets.

公开(公告)号：US20070118456A1

公开(公告)日：2007-05-24

申请号：US11452673

申请日：2006-06-14

申请人： Dmitriy Glinberg ,  Edward Gogol ,  Tae Yoo

发明人： Dmitriy Glinberg ,  Edward Gogol ,  Tae Yoo

IPC分类号： G06Q40/00

CPC分类号： G06Q40/04 ,  G06Q40/00 ,  G06Q40/025 ,  G06Q40/06

摘要： A hybrid cross-margining system is disclosed. The disclosed provides for both joint accounts, maintained by multiple exchanges, as well as non-joint accounts, whereby the system recognizes both intra-account offsets within the joint account and inter-exchange offsets between the joint account and accounts maintained by another exchange to minimize the margin requirement of the associated market participant with respect to the positions reflected in these accounts.

摘要翻译： 公开了一种混合交叉边缘系统。 所披露的条款规定了由多个交易所维持的联合账户以及非联合账户，系统确认联合账户内的账户内部抵消以及其他交易所维持的账户与账户之间的互换抵消 最小化相关市场参与者对这些帐户中反映的职位的保证金要求。

公开(公告)号：US20060059068A1

公开(公告)日：2006-03-16

申请号：US11030869

申请日：2005-01-07

申请人： Dmitriy Glinberg ,  Tae Yoo ,  Dale Michaels ,  Edward Gogol

发明人： Dmitriy Glinberg ,  Tae Yoo ,  Dale Michaels ,  Edward Gogol

IPC分类号： G06Q40/00

CPC分类号： G06Q40/08 ,  G06Q40/00 ,  G06Q40/04 ,  G06Q40/06

摘要： A risk management system and method is disclosed which utilizes a flexible and configurable set of spreading techniques which may be incorporated into existing risk management software to enhance functionality, flexibility and accuracy. In the disclosed embodiments, multiple different types of spreading are combined to allow for a more accurate assessment of risk. In one exemplary embodiment, a subset of the derivative products held by a futures trader are first analyzed by the scanning based spreading methodology. Typically, futures products in the same class of products (e.g. equity futures or agricultural futures) would be analyzed together by the scanning based spreading methodology. Then an average delta would be calculated for that subset. Using that delta, that subset would then be analyzed in relation to the remaining derivative products(not in the subset) using a delta based spreading methodology. The delta for the subset could be computed in a variety of ways including scaling the deltas for each product, tying the delta to a fixed time period or other methods.

摘要翻译： 公开了一种风险管理系统和方法，该风险管理系统和方法利用可以并入现有风险管理软件的灵活且可配置的一组扩展技术，以增强功能性，灵活性和准确性。 在所公开的实施例中，组合多种不同类型的扩展以允许更准确地评估风险。 在一个示例性实施例中，由期货交易者持有的衍生产品的子集首先通过基于扫描的扩展方法进行分析。 通常，同一类产品（例如股票期货或农业期货）中的期货产品将通过基于扫描的扩展方法进行一起分析。 然后计算该子集的平均增量。 使用该增量，然后将使用基于增量的扩展方法来分析该子集相对于剩余的衍生产品（而不是子集）。 可以以各种方式计算子集的增量，包括缩放每个产品的增量，将增量绑定到固定时间段或其他方法。

公开(公告)号：US20060059066A1

公开(公告)日：2006-03-16

申请号：US11030833

申请日：2005-01-07

申请人： Dmitriy Glinberg ,  Tae Yoo ,  Dale Michaels ,  Edward Gogol

发明人： Dmitriy Glinberg ,  Tae Yoo ,  Dale Michaels ,  Edward Gogol

IPC分类号： G06Q40/00

CPC分类号： G06Q40/04 ,  G06Q40/00 ,  G06Q40/06 ,  G06Q40/08

摘要： A system and method for using asymmetrical offsets for products in a risk management analysis system are disclosed. Conventional systems assign symmetrical offsets for products, that is, if two products have an 80% correlation they each would be assigned an offset of 80% with respect to each other. However, it is desirable to allow for asymmetrical offsets. In the disclosed system and method, when two products have a correlation of 80%, one may be assigned an offset of 75% and the other may be assigned an offset of 80%. There are many reasons to vary the offset between the products. The varying offset may reflect an asymmetry in the risk in one of the products, such as being traded in an illiquid market or in a less desirable venue. The varying offset may correct for an imbalance in spread credits due to special charges from intra spreading.

公开(公告)号：US20060059064A1

公开(公告)日：2006-03-16

申请号：US11030796

申请日：2005-01-07

申请人： Dmitriy Glinberg ,  Tae Yoo ,  Dale Michaels ,  Edward Gogol

发明人： Dmitriy Glinberg ,  Tae Yoo ,  Dale Michaels ,  Edward Gogol

IPC分类号： G06Q40/00

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

摘要： A system and method for analyzing correlation between the assets given by the trader for collateral and that trader's open positions is disclosed. Thus, if the collateral is correlated to the trader's open positions, then some offset can be given. If there is no correlation than the collateral is valued in the conventional way. For example, if a trader provides t-bills as collateral for an account that has open positions (e.g. short futures) in T-bills, than that trader's account can be credited with some offset since the value of T-bills and T-bill futures are highly correlated.

摘要翻译： 披露了一种系统和方法，用于分析交易员提供的资产与抵押品之间的相关性以及该交易者的未平仓头寸。 因此，如果抵押品与交易者的敞口头寸相关，则可以给出一些偏移量。 如果没有相关性，则以常规方式评估抵押品。 例如，如果交易者提供账单作为T账单中具有未平仓头寸（例如短期期货）的抵押品，那么该交易者的账户可以从T账单和T账单的价值中扣除一定的抵消 期货高度相关。

公开(公告)号：US20060265296A1

公开(公告)日：2006-11-23

申请号：US11030815

申请日：2005-01-07

申请人： Dmitriy Glinberg ,  Tae Yoo ,  Jodi Abudarham ,  Dale Michaels

发明人： Dmitriy Glinberg ,  Tae Yoo ,  Jodi Abudarham ,  Dale Michaels

IPC分类号： G06Q40/00

CPC分类号： G06Q40/04 ,  G06Q40/00 ,  G06Q40/025 ,  G06Q40/06

摘要： A system and method for factoring in a trader's trading activity into the margin requirements is disclosed. In the securities arena, day traders are assessed different margins than non-day-traders, however, the specific profile of the trader is analyzed (that is, the same rule applies to all day traders).

公开(公告)号：US20060059065A1

公开(公告)日：2006-03-16

申请号：US11030814

申请日：2005-01-07

申请人： Dmitriy Glinberg ,  Tae Yoo ,  Jodi Abudarham ,  Dale Michaels

发明人： Dmitriy Glinberg ,  Tae Yoo ,  Jodi Abudarham ,  Dale Michaels

IPC分类号： G06Q40/00

CPC分类号： G06Q40/06 ,  G06Q40/00 ,  G06Q40/04 ,  G06Q40/08

摘要： A graphic user interface is disclosed that combines a traditional trading, bookkeeping system or clearing system window with a detailed margin and/or collateral asset calculation analysis window on a single screen. The disclosed GUI provides the flexibility to analyze any combination of products or instrument classes such as single stock futures, futures (of all types), options (of all types), forward contracts, security options, securities and cash-based assets. Conventional systems merely block entry of orders beyond a predetermined credit limit or display clearing/bookkeeping information on all types of portfolio or accounts. The disclosed GUI, in an automated real-time or manual execution control basis, provide the user useful information (all types of numerical and/or graphical display) concerning which products contribute to and how much each product position contribute to the margin limits on, for example, multiple levels; all types of product level, product period (duration) level, account level and clearing level, etc. In one embodiment, the margin window may include a “what if” Scenario Panel and an “Actuals” Margin Analysis Panel. This Scenario Panel allows the user to experiment with “what-if” scenarios in real time or on an as-needed basis. This allows the user to better assess the changes an “actual” position(s) or “what-if” position(s) may have on the margin requirements on all account level types. Further, the actual panel displays the account's actual positions and the associated contributions each position has to that account's margin requirements.

摘要翻译： 公开了一种图形用户界面，其在单个屏幕上将传统的交易，记账系统或清算系统窗口与详细的保证金和/或附属资产计算分析窗口相结合。 所公开的GUI提供了灵活性来分析产品或仪器类别的任何组合，例如单一股票期货，所有类型的期货（所有类型的期权），远期合约，证券期权，证券和现金资产。 常规系统仅阻止超出预定信用限额的订单输入或显示关于所有类型的投资组合或账户的清算/记账信息。 所公开的GUI以自动化实时或手动执行控制为基础，为用户提供有关哪些产品所贡献的有用信息（所有类型的数字和/或图形显示）以及每个产品位置对边际限度的贡献， 例如，多层次; 所有类型的产品级别，产品期限（持续时间）级别，帐户级别和结算级别等。在一个实施例中，边际窗口可以包括“假设”情景面板和“实际”边距分析面板。 该场景面板允许用户实时或根据需要实验“假设”情景。 这允许用户更好地评估所有帐户级别类型的“实际”位置或“假设”位置对保证金要求的影响。 此外，实际面板显示该账户的实际头寸以及每个职位对该账户的保证金要求的相关贡献。

公开(公告)号：US20070091639A1

公开(公告)日：2007-04-26

申请号：US11417733

申请日：2006-05-04

申请人： Tae Yoo

发明人： Tae Yoo

IPC分类号： F21V7/04

CPC分类号： G02B6/0021 ,  G02B6/0038 ,  G02F1/133615

摘要： Disclosed herein is a backlight unit, capable of easily forming a curved or three-dimensional shape. The backlight unit according to the present invention comprises a light guide panel which includes a light guide plate having on one surface or both surfaces thereof a plurality of notches, an uneven dot pattern, a printed dot pattern or a sanded surface, or a light diffusion plate; a luminous means which includes a lamp mounted on a PCB to emit light to the light guide panel; a groove formed along an edge of the light guide panel so that the luminous means is installed in the light guide panel; and a thin heat radiating plate fixed on a back surface of the PCB along the groove.

摘要翻译： 这里公开了能够容易地形成弯曲或三维形状的背光单元。 根据本发明的背光单元包括导光板，该导光板包括导光板，该导光板在一个表面上或其两个表面上具有多个凹口，不均匀点图案，印刷点图案或砂光表面，或光扩散 盘子; 发光装置，其包括安装在PCB上以向所述导光板发光的灯; 沿着导光板的边缘形成的凹槽，使得发光装置安装在导光板中; 以及沿着凹槽固定在PCB的背面上的薄散热板。

公开(公告)号：US20060126835A1

公开(公告)日：2006-06-15

申请号：US11116675

申请日：2005-04-27

申请人： Kwang Kim ,  Kyeong Han ,  Tae Yoo ,  Yool Kwon

发明人： Kwang Kim ,  Kyeong Han ,  Tae Yoo ,  Yool Kwon

IPC分类号： H04L9/00

CPC分类号： H04L9/0637 ,  H04L9/3242 ,  H04L2209/125

摘要： A high-speed Galois Counter Mode-Advanced Encryption Standard (GCM-AES) block cipher apparatus and method is provided. The apparatus can operate at a low clock frequency of 125 MHz and provide a 2 Gbps link encryption function in an Optical Line Termination (OLT) and an Optical Network Unit (ONU) of an Ethernet Passive Optical Network (EPON). 11-round block cipher of 128-bit input data is implemented using an 8-round Counter-AES (CTR-AES) block cipher module and a 3-round CTR-AES block cipher module, so that it is possible to provide a 1 Gbps link security function for an input frequency of 62.5 MHz and a 2 Gbps link security function for an input frequency of 125 MHz.

摘要翻译： 提供了高速Galois计数器模式 - 高级加密标准（GCM-AES）块密码设备和方法。 该装置可以在125MHz的低时钟频率下工作，并在以太网无源光网络（EPON）的光线路终端（OLT）和光网络单元（ONU）中提供2 Gbps链路加密功能。 使用8-round Counter-AES（CTR-AES）块加密模块和3轮CTR-AES块加密模块来实现128位输入数据的11路分组密码，使得可以提供1 输入频率为62.5 MHz的Gbps链路安全功能和125 MHz输入频率的2 Gbps链路安全功能。