Rules-based risk management
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United States of America Patent
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Jun 10, 2014
Grant Date -
Apr 14, 2011
app pub date -
Oct 8, 2009
filing date -
Oct 8, 2009
priority date (Note) -
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Abstract
An active overlay strategy based on rule-based risk management is implemented by a computer implemented method. The method includes receiving a data value representing implied volatility of a market. The method also includes automatically generating an order to sell call options. The order includes a quantity of call options to sell, where the quantity is determined at least in part based on an evaluation of the data value.
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