公开(公告)号：US20110246394A1

公开(公告)日：2011-10-06

申请号：US13160817

申请日：2011-06-15

Applicant: Muhammed Hadi ,  Amy Stephen ,  Ketan Patel ,  Dmitriy Glinberg

Inventor： Muhammed Hadi ,  Amy Stephen ,  Ketan Patel ,  Dmitriy Glinberg

IPC: G06Q40/00

CPC classification number: G06Q40/06 ,  G06Q40/00 ,  G06Q40/04

Abstract: The disclosed embodiments utilize hedge ratios to determine the optimal hedge ratio and associated scanning spread. This tells traders what ratios of the quantities of products they should have in their portfolio in order to maintain the status of the portfolios as delta neutral, i.e. be delta hedged, and receive optimal margin credits therefore.

Abstract translation: 所公开的实施例利用套期比率来确定最佳套期保值比率和相关联的扫描扩展。 这告诉交易者他们应该在其投资组合中产生多少产品的比例，以维持投资组合的状态为delta中性，即三角洲对冲，并因此获得最佳保证金信用。

公开(公告)号：US20090248588A1

公开(公告)日：2009-10-01

申请号：US12056465

申请日：2008-03-27

Applicant: Muhammed Hadi ,  Amy Stephen ,  Ketan Patel ,  Dmitriy Glinberg

Inventor： Muhammed Hadi ,  Amy Stephen ,  Ketan Patel ,  Dmitriy Glinberg

IPC: G06Q40/00

CPC classification number: G06Q40/06 ,  G06Q40/00 ,  G06Q40/04

Abstract: The disclosed embodiments utilize hedge ratios to determine the optimal hedge ratio and associated scanning spread. This tells traders what ratios of the quantities of products they should have in their portfolio in order to maintain the status of the portfolios as delta neutral, i.e. be delta hedged, and receive optimal margin credits therefore.

Abstract translation: 所公开的实施例利用套期比率来确定最佳套期保值比率和相关联的扫描扩展。 这告诉交易者他们应该在其投资组合中产生多少产品的比例，以维持投资组合的状态为delta中性，即三角洲对冲，并因此获得最佳保证金信用。

公开(公告)号：US08224730B2

公开(公告)日：2012-07-17

申请号：US13160817

申请日：2011-06-15

Applicant: Muhammed Hadi ,  Amy Stephen ,  Ketan Patel ,  Dmitriy Glinberg

Inventor： Muhammed Hadi ,  Amy Stephen ,  Ketan Patel ,  Dmitriy Glinberg

IPC: G06Q40/00

CPC classification number: G06Q40/06 ,  G06Q40/00 ,  G06Q40/04

Abstract: The disclosed embodiments utilize hedge ratios to determine the optimal hedge ratio and associated scanning spread. This tells traders what ratios of the quantities of products they should have in their portfolio in order to maintain the status of the portfolios as delta neutral, i.e. be delta hedged, and receive optimal margin credits therefore.

Abstract translation: 所公开的实施例利用套期比率来确定最佳套期保值比率和相关联的扫描扩展。 这告诉交易者他们应该在其投资组合中产生多少产品的比例，以维持投资组合的状态为delta中性，即三角洲对冲，并因此获得最佳保证金信用。

公开(公告)号：US07991671B2

公开(公告)日：2011-08-02

申请号：US12056465

申请日：2008-03-27

Applicant: Muhammed Hadi ,  Amy Stephen ,  Ketan Patel ,  Dmitriy Glinberg

Inventor： Muhammed Hadi ,  Amy Stephen ,  Ketan Patel ,  Dmitriy Glinberg

IPC: G06Q40/00

CPC classification number: G06Q40/06 ,  G06Q40/00 ,  G06Q40/04

Abstract: The disclosed embodiments utilize hedge ratios to determine the optimal hedge ratio and associated scanning spread. This tells traders what ratios of the quantities of products they should have in their portfolio in order to maintain the status of the portfolios as delta neutral, i.e. be delta hedged, and receive optimal margin credits therefore.

Abstract translation: 所公开的实施例利用套期比率来确定最佳套期保值比率和相关联的扫描扩展。 这告诉交易者他们应该在其投资组合中产生多少产品的比例，以维持投资组合的状态为delta中性，即三角洲对冲，并因此获得最佳保证金信用。

公开(公告)号：US08600864B2

公开(公告)日：2013-12-03

申请号：US13526253

申请日：2012-06-18

Applicant: Muhammed Hadi ,  Amy Stephan ,  Ketan Patel ,  Dmitriy Glinberg

Inventor： Muhammed Hadi ,  Amy Stephan ,  Ketan Patel ,  Dmitriy Glinberg

IPC: G06Q40/00

CPC classification number: G06Q40/06 ,  G06Q40/00 ,  G06Q40/04

Abstract: The disclosed embodiments utilize hedge ratios to determine the optimal hedge ratio and associated scanning spread. This tells traders what ratios of the quantities of products they should have in their portfolio in order to maintain the status of the portfolios as delta neutral, i.e. be delta hedged, and receive optimal margin credits therefore.

Abstract translation: 所公开的实施例利用套期比率来确定最佳套期保值比率和相关联的扫描扩展。 这告诉交易者他们应该在其投资组合中产生多少产品的比例，以维持投资组合的状态为delta中性，即三角洲对冲，并因此获得最佳保证金信用。

公开(公告)号：US20120259798A1

公开(公告)日：2012-10-11

申请号：US13526253

申请日：2012-06-18

Applicant: Muhammed Hadi ,  Amy Stephan ,  Ketan Patel ,  Dmitriy Glinberg

Inventor： Muhammed Hadi ,  Amy Stephan ,  Ketan Patel ,  Dmitriy Glinberg

IPC: G06Q40/06

CPC classification number: G06Q40/06 ,  G06Q40/00 ,  G06Q40/04

Abstract: The disclosed embodiments utilize hedge ratios to determine the optimal hedge ratio and associated scanning spread. This tells traders what ratios of the quantities of products they should have in their portfolio in order to maintain the status of the portfolios as delta neutral, i.e. be delta hedged, and receive optimal margin credits therefore.

Abstract translation: 所公开的实施例利用套期比率来确定最佳套期保值比率和相关联的扫描扩展。 这告诉交易者他们应该在其投资组合中产生多少产品的比例，以维持投资组合的状态为delta中性，即三角洲对冲，并因此获得最佳保证金信用。

公开(公告)号：US20070294158A1

公开(公告)日：2007-12-20

申请号：US11845198

申请日：2007-08-27

Applicant: Ketan Patel ,  Amy Stephen ,  Dmitriy Glinberg ,  Dale Michaels

Inventor： Ketan Patel ,  Amy Stephen ,  Dmitriy Glinberg ,  Dale Michaels

IPC: G06Q40/00 ,  G06F17/10

CPC classification number: G06Q40/06

Abstract: A system and method for analyzing, administering and managing risk for portfolio including at least one product having substantially asymmetric risk exposures is disclosed. The system and method includes determining a first margin for a first position associated with a financial product, wherein the financial product represents an event having disparate risk positions, and determining a second margin for a second position associated with the financial product, wherein the second margin is related to the first margin as an exponential function. The system and method further include calculating a cash flow according to the first margin for the first position and the second margin for the second position.

Abstract translation: 公开了一种用于分析，管理和管理投资组合风险的系统和方法，包括至少一种具有基本上不对称风险敞口的产品。 该系统和方法包括确定与金融产品相关联的第一位置的第一边距，其中所述金融产品表示具有不同风险位置的事件，以及确定与所述金融产品相关联的第二位置的第二边距，其中所述第二边距 与第一笔保证金作为指数函数有关。 该系统和方法还包括根据第一位置的第一余量和第二位置的第二余量来计算现金流量。

公开(公告)号：US20120047063A1

公开(公告)日：2012-02-23

申请号：US13283280

申请日：2011-10-27

Applicant: Muhammed Hadi ,  Dale Michaels ,  Amy Stephen ,  Ketan Patel

Inventor： Muhammed Hadi ,  Dale Michaels ,  Amy Stephen ,  Ketan Patel

IPC: G06Q40/04

CPC classification number: G06Q40/06 ,  G06Q40/00 ,  G06Q40/04

Abstract: Systems, processes and methods are described for converting over-the-counter derivative products such as interest rate swaps (IRSs) to standardized forward swaps, such as centrally cleared interest rate swaps. The value of each leg of the over-the counter swap may be determined and compared to a value of a corresponding leg of the forward swap. A mark-to-market value may be determined as the difference between the values.

Abstract translation: 描述了系统，流程和方法，用于将诸如利率互换（IRS）之类的非处方衍生产品转换为标准化远期互换，例如集中清算的利率互换。 可以确定跨计数器交换的每个支路的值并将其与前向交换的相应支路的值进行比较。 可以将市价值确定为值之间的差。

公开(公告)号：US20090157561A1

公开(公告)日：2009-06-18

申请号：US11954656

申请日：2007-12-12

Applicant: Muhammed Hadi ,  Dale Michaels ,  Amy Stephen ,  Suneel Iyer ,  Ketan Patel

Inventor： Muhammed Hadi ,  Dale Michaels ,  Amy Stephen ,  Suneel Iyer ,  Ketan Patel

IPC: G06Q40/00

CPC classification number: G06Q40/06

Abstract: A method of liquidating defaulted positions associated with centrally cleared financial product is disclosed. The method includes identifying a defaulted position associated with a centrally cleared financial product, calculating a value differential between the defaulted position and a standard position, offering the value differential and the standard position to a party such that the value differential and the standard position represent a converted position, and settling the converted position upon acceptance of the offer by the party.

Abstract translation: 披露了清算与中央清算的金融产品相关的违约头寸的方法。 该方法包括识别与中央清算的金融产品相关联的默认位置，计算默认位置和标准位置之间的差值，向一方提供价值差异和标准位置，使得差值和标准位置代表一个 转换头寸，并在接受当事人的要约后解决转换头寸。

公开(公告)号：US20090171826A1

公开(公告)日：2009-07-02

申请号：US11965530

申请日：2007-12-27

Applicant: Muhammed Hadi ,  Dale Michaels ,  Amy Stephen ,  Ketan Patel

Inventor： Muhammed Hadi ,  Dale Michaels ,  Amy Stephen ,  Ketan Patel

IPC: G06Q40/00

CPC classification number: G06Q40/06 ,  G06Q40/00 ,  G06Q40/04

Abstract: Systems, processes and methods are described for converting over-the-counter derivative products such as interest rate swaps (IRSs) to standardized forward swaps, such as centrally cleared interest rate swaps. The value of each leg of the over-the counter swap may be determined and compared to a value of a corresponding leg of the forward swap. A mark-to-market value may be determined as the difference between the values.

Abstract translation: 描述了系统，流程和方法，用于将诸如利率互换（IRS）之类的非处方衍生产品转换为标准化远期互换，例如集中清算的利率互换。 可以确定跨计数器交换的每个支路的值并将其与前向交换的相应支路的值进行比较。 可以将市价值确定为值之间的差。