Automated price setting for paired orders
Number of patents in Portfolio can not be more than 2000
United States of America Patent
Stats
-
Aug 10, 2010
Grant Date -
N/A
app pub date -
Mar 8, 2001
filing date -
Apr 10, 2000
priority date (Note) -
In Force
status (Latency Note)
Importance
Abstract
A market process collects orders from trading processes into a batch, the orders associated with respective liquidity curves. The market process uses the liquidity curve to determine a premium offered by or demanded for the order. The market process then pairs orders in the batch that have indicated willingness to bear the greatest amount of market risk, as demonstrated by their premiums. Greedy or risk averse orders, as indicated by their premiums, may not be paired during the batch.
First Claim
Family
International Classification(s)
Cited Art Landscape
Patent Citation Ranking
Advertisement
Advertisement
Advertisement
Recipient Email Address
Recipient Email Address
Comment
Recipient Email Address
Add to Portfolio(s)
To add this patent to one, or more, of your portfolios, simply click the add button.
This Patent is in these Portfolios:
Add to additional portfolios:
Last Refreshed On:
Changes done successfully