Automatic strategy grouping for a trading system
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United States of America Patent
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Dec 11, 2012
Grant Date -
N/A
app pub date -
Sep 18, 2009
filing date -
Sep 22, 2008
priority date (Note) -
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Abstract
A system for trading comprises a processor and a memory. The processor is configured to: receive an indication to automatically group a set of investment instruments; determine a set of possible strategies from the set of investment instruments; determine a set of groupings of strategies from the set of possible strategies; and determine one or more selected groupings from the set of groupings of strategies based at least in part on a selection criteria. The memory is coupled to the processor and configured to provide the processor instructions.
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