System and method for determining implied market information

    公开(公告)号:US08473407B2

    公开(公告)日:2013-06-25

    申请号:US13674609

    申请日:2012-11-12

    Inventor: Assaf Pazner

    CPC classification number: G06Q40/04 G06Q30/02 G06Q40/00

    Abstract: Implied prices and their quantities are computed. Markets are characterized by exhaustively computing one or more combinations of other related markets. Each combination when summed in a particular way results in the market under consideration. In a described embodiment, the number of market combinations found is an exhaustive list of market combinations such that the market under consideration can be fully and completely characterized, such that each combination provides implied market information about the market under consideration. Implied market information can include implied prices and their quantities, which are computed for each combination and used accordingly in displays or used by automated or semi-automated trading tools.

    System and Method for Determining Implied Market Information
    2.
    发明申请
    System and Method for Determining Implied Market Information 有权
    确定隐含市场信息的系统和方法

    公开(公告)号:US20130066764A1

    公开(公告)日:2013-03-14

    申请号:US13674609

    申请日:2012-11-12

    Inventor: Assaf Pazner

    CPC classification number: G06Q40/04 G06Q30/02 G06Q40/00

    Abstract: Implied prices and their quantities are computed. Markets are characterized by exhaustively computing one or more combinations of other related markets. Each combination when summed in a particular way results in the market under consideration. In a described embodiment, the number of market combinations found is an exhaustive list of market combinations such that the market under consideration can be fully and completely characterized, such that each combination provides implied market information about the market under consideration. Implied market information can include implied prices and their quantities, which are computed for each combination and used accordingly in displays or used by automated or semi-automated trading tools.

    Abstract translation: 计算隐含价格及其数量。 市场的特点是彻底计算其他相关市场的一个或多个组合。 以特定方式总结的每个组合导致正在考虑的市场。 在描述的实施例中,找到的市场组合的数量是市场组合的详尽列表,使得所考虑的市场可以被完全和全面地表征,使得每个组合提供关于正在考虑的市场的隐含的市场信息。 隐含的市场信息可以包括隐含价格及其数量,这些数据是为每个组合计算的,并在显示器中相应使用,或由自动或半自动交易工具使用。

    System and Method for Automatic Scalping a Tradeable Object in an Electronic Trading Environment
    3.
    发明申请
    System and Method for Automatic Scalping a Tradeable Object in an Electronic Trading Environment 审中-公开
    在电子交易环境中自动调整可交易对象的系统和方法

    公开(公告)号:US20140258079A1

    公开(公告)日:2014-09-11

    申请号:US14287024

    申请日:2014-05-24

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

    Abstract: A system and methods for automatic scalping in an electronic trading environment are presented. According to one embodiment, a trading application may display an indicator associated with a price level based on which a tradable object can be automatically traded. When a scalping application detects a fill associated with a first order, the scalping application may automatically enter a second order to offset a position created with the first order. According to one embodiment, the second order is automatically placed on the market when the inside market moves to a predetermined price level in relation to the displayed indicator.

    Abstract translation: 介绍了电子交易环境中自动烫金的系统和方法。 根据一个实施例,交易应用程序可以显示与可交易对象可自动交易的价格水平相关联的指标。 当烫伤应用程序检测到与第一顺序相关联的填充时,烫伤应用程序可以自动进入第二顺序以偏移用第一顺序创建的位置。 根据一个实施例,当内部市场相对于所显示的指示器移动到预定价格水平时,第二顺序被自动放置在市场上。

    System and Method for Determining Implied Market Information
    4.
    发明申请
    System and Method for Determining Implied Market Information 审中-公开
    确定隐含市场信息的系统和方法

    公开(公告)号:US20140095368A1

    公开(公告)日:2014-04-03

    申请号:US13897403

    申请日:2013-05-18

    Inventor: Assaf Pazner

    CPC classification number: G06Q40/04 G06Q30/02 G06Q40/00

    Abstract: Implied prices and their quantities are computed. Markets are characterized by exhaustively computing one or more combinations of other related markets. Each combination when summed in a particular way results in the market under consideration. In a described embodiment, the number of market combinations found is an exhaustive list of market combinations such that the market under consideration can be fully and completely characterized, such that each combination provides implied market information about the market under consideration. Implied market information can include implied prices and their quantities, which are computed for each combination and used accordingly in displays or used by automated or semi-automated trading tools.

    Abstract translation: 计算隐含价格及其数量。 市场的特点是彻底计算其他相关市场的一个或多个组合。 以特定方式总结的每个组合导致正在考虑的市场。 在描述的实施例中,找到的市场组合的数量是市场组合的详尽列表,使得所考虑的市场可以被完全和全面地表征,使得每个组合提供关于正在考虑的市场的隐含的市场信息。 隐含的市场信息可以包括隐含价格及其数量,这些数据是为每个组合计算的,并在显示器中相应使用,或由自动或半自动交易工具使用。

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