System and method for money management using a plurality of profit levels in an electronic trading environment
    1.
    发明授权
    System and method for money management using a plurality of profit levels in an electronic trading environment 有权
    在电子交易环境中使用多个利润水平进行货币管理的系统和方法

    公开(公告)号:US08452690B2

    公开(公告)日:2013-05-28

    申请号:US12718947

    申请日:2010-03-05

    IPC分类号: G06Q40/00

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

    摘要: A system and method for money management in an electronic trading environment are presented. According to one embodiment, a money management application intercepts an order before the order is sent to an exchange, and determines a plurality of P/L levels, based on which the money management application then selects a set of money management parameters to be used to control or modify order parameters before the order is sent to the exchange. The plurality of profit levels may include a net profit level determined based on a trader's net position and a current market level, a realized profit level determined based on trader's sells and buys associated with the tradable object, or an open profit level determined based on the realized and net profit levels. The set of money management parameters may include a maximum order quantity and a maximum net position so that, for example, if the order quantity associated with the order is higher than the maximum order quantity associated with the applicable set of money management parameters, the order quantity may be modified to the maximum order quantity.

    摘要翻译: 介绍了电子交易环境中货币管理的系统和方法。 根据一个实施例,货币管理应用程序在订单被发送到交易所之前拦截订单,并且确定多个P / L水平,基于此,货币管理应用程序然后选择要用于一组货币管理参数的一组货币管理参数 在订单发送到交易所之前控制或修改订单参数。 多个利润水平可以包括基于交易者的净头寸和当前市场水平确定的净利润水平,基于与可交易对象相关联的交易者的卖出和购买确定的实现利润水平,或者基于 实现和净利润水平。 一组货币管理参数可以包括最大订单数量和最大净位置,使得例如,如果与订单相关联的订单数量高于与适用的货币管理参数集合相关联的最大订单数量,则订单 数量可以修改为最大订单数量。

    System and Method for Estimating Order Position
    2.
    发明申请
    System and Method for Estimating Order Position 有权
    用于估算订单头寸的系统和方法

    公开(公告)号:US20120123929A1

    公开(公告)日:2012-05-17

    申请号:US13353659

    申请日:2012-01-19

    IPC分类号: G06Q40/04

    CPC分类号: G06Q40/04 G06Q40/06

    摘要: A system and method for providing order queue position information are disclosed. In this application, market updates are received for a tradeable object from at least one exchange. To the extent that the market updates do not include enough details to compute the queue position of a trader's working orders, estimation may be used. As a result, an order queue is generated to approximate a trader's order position in an exchange price order queue. An interface may be used to display the generated order queue estimation to the trader which provides valuable trading information.

    摘要翻译: 公开了一种用于提供订单队列位置信息的系统和方法。 在本申请中,从至少一个交换所接收到可交易对象的市场更新。 在市场更新不包括计算交易者工作单的排队位置的足够细节的情况下,可以使用估计。 因此,生成订单队列以近似交易价格订单队列中的交易者的订单位置。 接口可以用于向提供有价值交易信息的交易者显示生成的订单队列估计。

    System and method for processing and displaying quantity information during user-configurable time periods
    4.
    发明授权
    System and method for processing and displaying quantity information during user-configurable time periods 有权
    用户可配置的时间段内处理和显示数量信息的系统和方法

    公开(公告)号:US07917426B1

    公开(公告)日:2011-03-29

    申请号:US12325427

    申请日:2008-12-01

    IPC分类号: G06Q40/00

    CPC分类号: G06Q40/04 G06Q40/06

    摘要: A system and method for displaying quantity related information determined for a plurality of time periods are described. According to one method, a trader may define one or more time periods for which a trading application may determine traded quantities, traded buys, traded sells, or other quantity related information at a plurality of price levels during the defined time periods. The trading application may then graphically display the quantities for each time period in relation to the static axis of prices. The method further includes periodically updating the displayed traded quantity to reflect the quantity during the defined time period, where the quantity is updated based on subsequent market updates that are received from the exchange for the tradable object.

    摘要翻译: 描述用于显示为多个时间段确定的量相关信息的系统和方法。 根据一种方法,交易者可以定义一个或多个时间段,交易应用程序可以在所定义的时间段内以多个价格水平确定交易数量,交易买入,交易出售或其他数量相关信息。 然后,交易应用程序可以以图形方式显示每个时间段相对于静态轴价格的数量。 该方法还包括周期性地更新所显示的交易数量以反映在定义的时间段期间的数量,其中根据从可交易对象的交易所接收的后续市场更新来更新数量。

    System and method for estimating order position
    5.
    发明授权
    System and method for estimating order position 有权
    用于估计订单位置的系统和方法

    公开(公告)号:US07882012B1

    公开(公告)日:2011-02-01

    申请号:US11415890

    申请日:2006-05-02

    IPC分类号: G06Q40/00

    CPC分类号: G06Q40/04 G06Q40/06

    摘要: A system and method for providing order queue position information are disclosed. In this application, market updates are received for a tradable object from at least one exchange. To the extent that the market updates do not include enough details to compute the queue position of a trader's working orders, estimation may be used. As a result, an order queue is generated to approximate a trader's order position in an exchange price order queue. An interface may be used to display the generated order queue estimation to the trader which provides valuable trading information.

    摘要翻译: 公开了一种用于提供订单队列位置信息的系统和方法。 在这个应用中,从至少一个交易所收到可交易对象的市场更新。 在市场更新不包括计算交易者工作单的排队位置的足够细节的情况下,可以使用估计。 因此,生成订单队列以近似交易价格订单队列中的交易者的订单位置。 接口可以用于向提供有价值交易信息的交易者显示生成的订单队列估计。

    SYSTEM AND METHOD FOR FACILITATING TRADING OF MULTIPLE TRADEABLE OBJECTS IN AN ELECTRONIC TRADING ENVIRONMENT
    6.
    发明申请
    SYSTEM AND METHOD FOR FACILITATING TRADING OF MULTIPLE TRADEABLE OBJECTS IN AN ELECTRONIC TRADING ENVIRONMENT 有权
    促进电子贸易环境中多种贸易对象交易的系统和方法

    公开(公告)号:US20100268637A1

    公开(公告)日:2010-10-21

    申请号:US12825677

    申请日:2010-06-29

    IPC分类号: G06Q40/00

    CPC分类号: G06Q40/04

    摘要: A system and method are provided for trading multiple tradeable objects. One example method includes displaying at least one combined quantity indicator representing a combined quantity associated with at least two tradeable objects, detecting an input associated with an order for a predetermined order quantity in relation to one of the combined quantity indicators, and allocating the order quantity between the at least two tradeable objects using at least one quantity allocation rule. In one example embodiment, a plurality of quantity allocation rules can be user-configurable, and different rules can be defined and applied in relation to different order types.

    摘要翻译: 提供了用于交易多个可交易对象的系统和方法。 一个示例性方法包括显示表示与至少两个可交易对象相关联的组合数量的至少一个组合数量指示符,相对于组合数量指标之一检测与预定订单数量相关联的订单相关联的输入,并分配订单数量 在至少两个可交易对象之间使用至少一个数量分配规则。 在一个示例实施例中,多个数量分配规则可以是用户可配置的,并且可以相对于不同的订单类型定义和应用不同的规则。

    System and method for displaying profit related information in an electronic trading environment

    公开(公告)号:US07587356B2

    公开(公告)日:2009-09-08

    申请号:US10447616

    申请日:2003-05-29

    IPC分类号: G06Q40/00

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

    摘要: A system and method for displaying a plurality of profit and risk related indicators are described. A graphical interface displays and dynamically updates a plurality of profit/loss (P/L) indicators including a realized, net, and open indicator. The net and open indicators are based on a trader's net position and a current market level, while the realized indicator is based on trader's buys and sells associated with a tradeable objects. In one embodiment, the plurality of indicators are displayed in relation to a plurality of money management regions defining a maximum order quantity and a maximum net position controlling the trader's trades, so that a trader can quickly determine his current as well as potential money management parameters. The graphical interface may also display a plurality of potential risk/gain indicators in relation to a realized profit indicator so that a trader, before entering an order having a predetermined order quantity, can view a potential risk/gain in entering into a predetermined net position in view of potential market movements.

    System and method for processing and displaying quantity information during user-configurable time periods
    8.
    发明授权
    System and method for processing and displaying quantity information during user-configurable time periods 有权
    用户可配置的时间段内处理和显示数量信息的系统和方法

    公开(公告)号:US07558754B1

    公开(公告)日:2009-07-07

    申请号:US10376437

    申请日:2003-02-28

    IPC分类号: G06Q40/00

    CPC分类号: G06Q40/04 G06Q40/06

    摘要: A system and method for displaying quantity related information determined for a plurality of time periods are described. According to one method, a trader may define one or more time periods for which a trading application may determine traded quantities, traded buys, traded sells, or other quantity related information at a plurality of price levels during the defined time periods. The trading application may then graphically display the quantities for each time period in relation to the static axis of prices. The method further includes periodically updating the displayed traded quantity to reflect the quantity during the defined time period, where the quantity is updated based on subsequent market updates that are received from the exchange for the tradable object.

    摘要翻译: 描述用于显示为多个时间段确定的量相关信息的系统和方法。 根据一种方法,交易者可以定义一个或多个时间段,交易应用程序可以在所定义的时间段内以多个价格水平确定交易数量,交易买入,交易出售或其他数量相关信息。 然后,交易应用程序可以以图形方式显示每个时间段相对于静态轴价格的数量。 该方法还包括周期性地更新所显示的交易数量以反映在定义的时间段期间的数量,其中根据从可交易对象的交易所接收的后续市场更新来更新数量。

    System and method for processing and displaying quantity information for user configurable time periods
    9.
    发明授权
    System and method for processing and displaying quantity information for user configurable time periods 有权
    用于处理和显示用户可配置时间段的数量信息的系统和方法

    公开(公告)号:US07426491B1

    公开(公告)日:2008-09-16

    申请号:US11416448

    申请日:2006-05-02

    IPC分类号: G06Q40/00

    CPC分类号: G06Q40/04 G06Q40/06

    摘要: A system and method for displaying quantity related information determined for a plurality of time periods are described. According to one method, a trader may define one or more time periods for which a trading application may determine traded quantities, traded buys, traded sells, or other quantity related information at a plurality of price levels during the defined time periods. The trading application may then graphically display the quantities for each time period in relation to the static axis of prices. The method further includes periodically updating the displayed traded quantity to reflect the quantity during the defined time period, where the quantity is updated based on subsequent market updates that are received from the exchange for the tradable object.

    摘要翻译: 描述用于显示为多个时间段确定的量相关信息的系统和方法。 根据一种方法,交易者可以定义一个或多个时间段,交易应用程序可以在所定义的时间段内以多个价格水平确定交易数量,交易买入,交易出售或其他数量相关信息。 然后,交易应用程序可以以图形方式显示每个时间段相对于静态轴价格的数量。 该方法还包括周期性地更新所显示的交易数量以反映在定义的时间段期间的数量,其中根据从可交易对象的交易所接收的后续市场更新来更新数量。

    System and method for displaying profit related information in an electronic trading environment

    公开(公告)号:US08577765B2

    公开(公告)日:2013-11-05

    申请号:US12505277

    申请日:2009-07-17

    IPC分类号: G06Q40/00

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

    摘要: A system and method for displaying a plurality of profit and risk related indicators are described. A graphical interface displays and dynamically updates a plurality of profit/loss (P/L) indicators including a realized, net, and open indicator. The net and open indicators are based on a trader's net position and a current market level, while the realized indicator is based on trader's buys and sells associated with a tradeable objects. In one embodiment, the plurality of indicators are displayed in relation to a plurality of money management regions defining a maximum order quantity and a maximum net position controlling the trader's trades, so that a trader can quickly determine his current as well as potential money management parameters. The graphical interface may also display a plurality of potential risk/gain indicators in relation to a realized profit indicator so that a trader, before entering an order having a predetermined order quantity, can view a potential risk/gain in entering into a predetermined net position in view of potential market movements.