公开(公告)号：US20130232091A1

公开(公告)日：2013-09-05

申请号：US13866753

申请日：2013-04-19

Applicant: TRADING TECHNOLOGIES INTERNATIONAL, INC.

Inventor： Andrea C. Garlanger ,  Patricia A. Messina ,  Bharat Mittal

IPC: G06Q40/06

CPC classification number: G06Q40/06 ,  G06Q40/00

Abstract: Various systems and methods are described herein for product level risk checks. The product level risk checks are used to either allow or prevent a trading strategy to proceed. When a trading strategy is initiated, positions created by various contracts for the trading strategy are grouped based on their association with the same product. Then, an offsetting logic is applied at a contract level to offset at least some positions created for the same contract by various orders across the orders of the trading strategy.

Abstract translation: 本文描述了用于产品级风险检查的各种系统和方法。 产品级风险检查用于允许或阻止交易策略进行。 当交易策略启动时，交易策略的各种合约创建的仓位根据其与同一产品的关联进行分组。 然后，在合约级别应用抵消逻辑，以抵消在交易策略的订单下通过各种订单为同一合约创建的至少一些仓位。