AR062836A1 - Sistema computacional y metodo para negociar instrumentos financieros de recortador - Google Patents

Sistema computacional y metodo para negociar instrumentos financieros de recortador

Info

Publication number
AR062836A1
AR062836A1 ARP070103897A ARP070103897A AR062836A1 AR 062836 A1 AR062836 A1 AR 062836A1 AR P070103897 A ARP070103897 A AR P070103897A AR P070103897 A ARP070103897 A AR P070103897A AR 062836 A1 AR062836 A1 AR 062836A1
Authority
AR
Argentina
Prior art keywords
trimmer
negotiation
inclusive
cut
underlying
Prior art date
Application number
ARP070103897A
Other languages
English (en)
Original Assignee
Burczyc Adam
Priority date (The priority date is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the date listed.)
Filing date
Publication date
Application filed by Burczyc Adam filed Critical Burczyc Adam
Publication of AR062836A1 publication Critical patent/AR062836A1/es

Links

Classifications

    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/06—Asset management; Financial planning or analysis
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q20/00—Payment architectures, schemes or protocols
    • G06Q20/08—Payment architectures
    • G06Q20/10—Payment architectures specially adapted for electronic funds transfer [EFT] systems; specially adapted for home banking systems
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/04—Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange

Landscapes

  • Business, Economics & Management (AREA)
  • Accounting & Taxation (AREA)
  • Engineering & Computer Science (AREA)
  • Finance (AREA)
  • Development Economics (AREA)
  • Theoretical Computer Science (AREA)
  • Strategic Management (AREA)
  • Physics & Mathematics (AREA)
  • General Business, Economics & Management (AREA)
  • General Physics & Mathematics (AREA)
  • Economics (AREA)
  • Marketing (AREA)
  • Technology Law (AREA)
  • Entrepreneurship & Innovation (AREA)
  • Game Theory and Decision Science (AREA)
  • Human Resources & Organizations (AREA)
  • Operations Research (AREA)
  • Financial Or Insurance-Related Operations Such As Payment And Settlement (AREA)

Abstract

Un sistema computacional y de procesamiento de datos y método para especificar, negociar y compensar instrumentos financieros de recortador. Un recortador es un nuevo derivado con márgenes ôcon todo incluidoö que puede ser aplicado a casi cualquier instrumento financiero subyacente referenciado. Un valor de un recortador en el vencimiento es calculado sustrayendo, primero, el precio del valor nominal negociado por un subyacente en el momento del comienzo de la negociacion, desde el precio del valor nominal observado de ese mismo subyacente en el momento del vencimiento y, luego, colocando topes a esa diferencia para una cantidad máxima especificada de ganancia o pérdida, llamado un ôlímite de recorteö. Un ôlímite de recorteö es especificado por las dos contrapartes en el momento del comienzo de la negociacion. Tal ôlímite de recorteö doblemente sirve como el margen ôcon todo incluidoö que podría sor requerido de las dos contrapartes desde una Cámara de Compensacion para garantizar cualquier resultado de ganancia o pérdida de la negociacion. El valor máximo positivo o negativo del recortador puede ser liquidado por tal Cámara de Compensacion en una base de pago efectivo o equivalente al efectivo, completamente financiada del margen ôcon todo incluidoö de la contraparte que pierde.
ARP070103897A 2006-09-01 2007-09-04 Sistema computacional y metodo para negociar instrumentos financieros de recortador AR062836A1 (es)

Applications Claiming Priority (2)

Application Number Priority Date Filing Date Title
US84177206P 2006-09-01 2006-09-01
US11/849,266 US20080059382A1 (en) 2006-09-01 2007-09-01 Computer System and Method for Trading Clipper Financial Instruments

Publications (1)

Publication Number Publication Date
AR062836A1 true AR062836A1 (es) 2008-12-10

Family

ID=39136976

Family Applications (1)

Application Number Title Priority Date Filing Date
ARP070103897A AR062836A1 (es) 2006-09-01 2007-09-04 Sistema computacional y metodo para negociar instrumentos financieros de recortador

Country Status (5)

Country Link
US (1) US20080059382A1 (es)
CN (1) CN101421755A (es)
AR (1) AR062836A1 (es)
TW (1) TW200821972A (es)
WO (1) WO2008028172A2 (es)

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US8781952B1 (en) * 2007-10-02 2014-07-15 Lucio Biase Systems, methods and computer software related to pooled credit risk and financial instrument allocation
WO2009144716A2 (en) * 2008-05-26 2009-12-03 Superderivatives, Inc. Device, system, and method of automatic financial-instrument management
SG183084A1 (en) * 2009-03-06 2012-08-30 Jpmorgan Chase Bank Na Collateral management system and method
US8868460B2 (en) * 2009-09-15 2014-10-21 Chicago Mercantile Exchange Inc. Accelerated trade matching using speculative parallel processing
US8805737B1 (en) * 2009-11-02 2014-08-12 Sas Institute Inc. Computer-implemented multiple entity dynamic summarization systems and methods
WO2011091054A1 (en) * 2010-01-19 2011-07-28 Johannes Ronald L Computing trading strategies for portfolio management and associated probability distributions for option pricing
US9747641B2 (en) 2010-08-23 2017-08-29 Eris Innovations, Llc Non-biased, centrally-cleared financial instrument and method of clearing and settling
US8805733B1 (en) * 2010-09-30 2014-08-12 Allstate Insurance Company Single premium deferred annuity
US20140040098A1 (en) * 2012-08-03 2014-02-06 Bloomberg Finance L.P. Confirming and recording compliance with markup and market price guidelines
CN103489126A (zh) * 2013-10-14 2014-01-01 王升 一种利用互联网向社会公开的低风险投融资的方法
CN104240130B (zh) * 2013-10-14 2017-09-12 王升 一种利用风险投融资系统的投融资方法及风险投融资系统
CN105225150A (zh) * 2015-09-25 2016-01-06 北京弘合柏基金融信息服务有限责任公司 基于计算机的数据智能匹配方法及系统
US20200043092A1 (en) * 2018-08-03 2020-02-06 Steven J. Brucato System and method for optimizing capital efficiency in multi-venue trading
CN109409663A (zh) * 2018-09-20 2019-03-01 众安信息技术服务有限公司 一种区块链资产场外交易热度监测指标的构建方法及系统
JP7208452B2 (ja) * 2018-12-10 2023-01-19 富士通株式会社 データ取引処理プログラム、データ取引処理装置、及びデータ取引処理方法
CN111402056A (zh) * 2020-03-31 2020-07-10 中国建设银行股份有限公司 一种金融产品的交易方法、装置、设备及存储介质
TWI767281B (zh) * 2020-07-24 2022-06-11 寶碩財務科技股份有限公司 金融交易閃電下單系統
CN112150283B (zh) * 2020-08-26 2023-08-04 深圳区块大陆科技有限公司 应用剩余面积计算法来进行链上累积和占比计算的方法
US11475521B2 (en) * 2021-01-07 2022-10-18 Aura7 USA Inc. System and method for payments in financial instrument's trade

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US5873071A (en) * 1997-05-15 1999-02-16 Itg Inc. Computer method and system for intermediated exchange of commodities
US6772132B1 (en) * 2000-03-02 2004-08-03 Trading Technologies International, Inc. Click based trading with intuitive grid display of market depth
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US8170934B2 (en) * 2000-03-27 2012-05-01 Nyse Amex Llc Systems and methods for trading actively managed funds
US20020004774A1 (en) * 2000-03-27 2002-01-10 Tony Defarlo Data analysis system for tracking financial trader history and profiling trading behavior
US20030018570A1 (en) * 2000-04-27 2003-01-23 Mccabe Daniel J. Derivative securities trading product utilizing subsets of indices or portfolios
US20010049651A1 (en) * 2000-04-28 2001-12-06 Selleck Mark N. Global trading system and method
US7818224B2 (en) * 2001-03-22 2010-10-19 Boerner Sean T Method and system to identify discrete trends in time series
US20050228741A1 (en) * 2004-04-08 2005-10-13 Hotspot Fx, Inc. Financial instrument trading system and method
US20050228747A1 (en) * 2004-04-13 2005-10-13 Gumport Michael A Cash exercise performance target securities (Cash xPRTs)
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Also Published As

Publication number Publication date
CN101421755A (zh) 2009-04-29
TW200821972A (en) 2008-05-16
WO2008028172A3 (en) 2008-04-24
US20080059382A1 (en) 2008-03-06
WO2008028172A2 (en) 2008-03-06

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