公开(公告)号：US20070156567A1

公开(公告)日：2007-07-05

申请号：US11324791

申请日：2006-01-03

Applicant: Peter Odintsov ,  James Soderborg

Inventor： Peter Odintsov ,  James Soderborg

IPC: G06Q40/00

CPC classification number: G06Q40/04 ,  G06Q30/08 ,  G06Q40/06

Abstract: An automated method and system achieves higher than currently possible leverage in trading synthetic positions (e.g., Asset Packages) consisting of cash equivalent and its derivative. The derivative leg of the Asset Package is used as collateral for the whole package to the extent that it hedges the market risk of the synthetic position. The Asset Package Market Maker assembles (quotes) synthetic positions based on the underlying markets' quotes, which includes a discount (embedded margin). The amount of the discount is based on the value of package collateral, such as the put strike in case of a synthetic call position. The discounted synthetic position is then traded in the virtual asset package market, established and made by such a market maker on a real-time basis. The method and system are applicable to various assets and related derivatives. The method and system herein can be used for trading any asset, right or liability not just securities, equities, derivatives or other like instruments.

Abstract translation: 自动化方法和系统在交易现金等价物及其衍生产品的合成仓位（例如资产包）方面实现了高于目前可能的杠杆。 资产套餐的衍生工具用作整套包装的抵押品，只要它对冲合成仓位的市场风险。 资产包市场制造商根据基本市场报价汇总（报价）综合仓位，其中包括折扣（嵌入利润）。 折扣金额是根据包裹抵押品的价值计算的，例如在合成通话单位的情况下的罢工。 然后，打折的综合位置在虚拟资产包市场上进行交易，由这样的制造商实时建立和制造。 该方法和系统适用于各种资产和相关衍生工具。 本文的方法和系统可用于交易任何资产，权利或责任，不仅仅是证券，股票，衍生工具或其他类似工具。