ALGORITHM FOR POST-TRADE ANALYSIS AND FORMULATION OF OPTIMIZED STRATEGY FOR SUBSEQUENT TRADES

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United States of America Patent

APP PUB NO 20130091072A1
SERIAL NO

13268253

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Abstract

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A computer-implemented system and method for using market data and analysis of previous trades to improve return on investment in one or more future trades. Historical trading data relating to a fund is collected and used to identify an alpha profile of the fund. Outcomes of a plurality of strategies for trading a security are simulated based on the identified alpha profile, and an optimized trading strategy is determined based on the results of the simulations.

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Patent Owner(s)

Patent OwnerAddress
ITG SOFTWARE SOLUTIONS INC400 CORPORATE POINTE 6TH FLOOR CULVER CITY CA 90230

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Inventor(s)

Inventor Name Address # of filed Patents Total Citations
BORKOVEC, Milan Boston, US 16 276
KARTINEN, Scott J New York, US 4 32
MITTAL, Hitesh Edison, US 13 68

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