公开(公告)号：US20130132259A1

公开(公告)日：2013-05-23

申请号：US13740893

申请日：2013-01-14

Applicant: TRADING TECHNOLOGIES INTERNATIONAL, INC.

Inventor： Henrik Kraus ,  Farley Owens ,  Jens-Uwe Schluetter

IPC: G06Q40/04

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

Abstract: A margin requirement is computed while trading. The margin requirement may be calculated while trading because the preferred system takes into account working orders to generate the margin requirement. The on the fly possibility allows the preferred system to provide pre-trade risk calculations, but can also be used to provide post-trade calculations. A generic spread number and the maximum number of outright positions are determined. Using the spread positions and the maximum number of outright positions, a spread margin and an outright margin are calculated, which when summed provide a total margin requirement. Limits based in part on the total margin requirement may be imposed on one or more traders.

Abstract translation: 保证金要求在交易时计算。 保证金要求可以在交易时计算，因为首选系统考虑到工作单以产生保证金要求。 飞行可能性允许首选系统提供交易前风险计算，但也可用于提供交易后计算。 确定通用扩展号码和最大直接位置数。 使用差价头寸和最大数量的直接头寸，计算差价保证金和直接保证金，当总和提供总保证金要求时。 部分基于总保证金要求的限制可能会对一个或多个交易者施加。

公开(公告)号：US08566209B2

公开(公告)日：2013-10-22

申请号：US13740893

申请日：2013-01-14

Applicant: Trading Technologies International, Inc.

Inventor： Henrik Kraus ,  Farley Owens ,  Jens-Uwe Schluetter

IPC: G06Q40/00 ,  G06Q40/06

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

Abstract: A margin requirement is computed while trading. The margin requirement may be calculated while trading because the preferred system takes into account working orders to generate the margin requirement. The on the fly possibility allows the preferred system to provide pre-trade risk calculations, but can also be used to provide post-trade calculations. A generic spread number and the maximum number of outright positions are determined. Using the spread positions and the maximum number of outright positions, a spread margin and an outright margin are calculated, which when summed provide a total margin requirement. Limits based in part on the total margin requirement may be imposed on one or more traders.

公开(公告)号：US20140229356A1

公开(公告)日：2014-08-14

申请号：US14031291

申请日：2013-09-19

Applicant: TRADING TECHNOLOGIES INTERNATIONAL, INC.

Inventor： Henrik Kraus ,  Farley Owens ,  Jens-Uwe Schluetter

IPC: G06Q40/04

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

Abstract: A margin requirement is computed while trading. The margin requirement may be calculated while trading because the preferred system takes into account working orders to generate the margin requirement. The on the fly possibility allows the preferred system to provide pre-trade risk calculations, but can also be used to provide post-trade calculations. A generic spread number and the maximum number of outright positions are determined. Using the spread positions and the maximum number of outright positions, a spread margin and an outright margin are calculated, which when summed provide a total margin requirement. Limits based in part on the total margin requirement may be imposed on one or more traders.

Abstract translation: 保证金要求在交易时计算。 保证金要求可以在交易时计算，因为首选系统考虑到工作单以产生保证金要求。 飞行可能性允许首选系统提供交易前风险计算，但也可用于提供交易后计算。 确定通用扩展号码和最大直接位置数。 使用差价头寸和最大数量的直接头寸，计算差价保证金和直接保证金，当总和提供总保证金要求时。 部分基于总保证金要求的限制可能会对一个或多个交易者施加。