SYNTHETIC SPREAD TRADING
    1.
    发明申请
    SYNTHETIC SPREAD TRADING 审中-公开
    合作贸易

    公开(公告)号:US20140297511A1

    公开(公告)日:2014-10-02

    申请号:US14305163

    申请日:2014-06-16

    CPC classification number: G06Q40/04 G06Q40/06

    Abstract: Synthetic spread trading strategies are represented and managed as homogeneous tradeable objects. Relationships between a synthetic spread and its constituent parts are defined and states for a spread are developed for accurately reporting, tracking and otherwise administering a synthetic spread and its constituent parts. A state of a synthetic spread is identified as working, pending, legged or filled. The states, in addition to identification of a synthetic spread's constituent parts, introduces information to allow a spread order and its post trade analysis to be consistently and effectively managed by multiple trading tools.

    Abstract translation: 合成传播交易策略被表示和管理为均匀的可交易对象。 定义合成传播与其组成部分之间的关​​系,开发扩散状态以准确报告,跟踪和以其他方式施用合成传播及其组成部分。 合成传播的状态被识别为工作,待定,有腿或填充。 除了识别合成传播的组成部分之外,各州还引入了信息,以便通过多种交易工具来持续有效地管理传播订单和后期交易分析。

    Dynamic Slicer Order Scheduling and Analysis Tool
    2.
    发明申请
    Dynamic Slicer Order Scheduling and Analysis Tool 审中-公开
    动态切片机订单调度和分析工具

    公开(公告)号:US20130246241A1

    公开(公告)日:2013-09-19

    申请号:US13737715

    申请日:2013-01-09

    CPC classification number: G06Q40/04

    Abstract: A tool and method for dynamically managing and executing slicer order is disclosed. The tool and method provide a mechanism by which component parts of the slicer order such as the parent order and one or more child orders can be modified while the slicer order is executing according to a slicer plan. Modification of the executing slicer order results in an analysis and recalculation of the slicer plan to accommodate the requested modification(s).

    Abstract translation: 公开了一种用于动态管理和执行切片器顺序的工具和方法。 该工具和方法提供了一种机制,通过该机制,可以根据切片器计划在限制器顺序执行期间修改切片器顺序的组成部分,例如父命令和一个或多个子命令。 执行切片器顺序的修改导致分片和重新计算切片器计划以适应所请求的修改。

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