AU6394900A - System, method, and article of manufacture for estimating a probability with which a limit order will be filled - Google Patents

System, method, and article of manufacture for estimating a probability with which a limit order will be filled

Info

Publication number
AU6394900A
AU6394900A AU63949/00A AU6394900A AU6394900A AU 6394900 A AU6394900 A AU 6394900A AU 63949/00 A AU63949/00 A AU 63949/00A AU 6394900 A AU6394900 A AU 6394900A AU 6394900 A AU6394900 A AU 6394900A
Authority
AU
Australia
Prior art keywords
estimating
probability
article
filled
manufacture
Prior art date
Legal status (The legal status 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 status listed.)
Abandoned
Application number
AU63949/00A
Inventor
Manoj Narang
Current Assignee (The listed assignees may be inaccurate. Google has not performed a legal analysis and makes no representation or warranty as to the accuracy of the list.)
TRADEWORX Inc
Original Assignee
TRADEWORX Inc
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 TRADEWORX Inc filed Critical TRADEWORX Inc
Publication of AU6394900A publication Critical patent/AU6394900A/en
Abandoned legal-status Critical Current

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
    • G06Q40/04—Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange

Landscapes

  • Business, Economics & Management (AREA)
  • Accounting & Taxation (AREA)
  • Finance (AREA)
  • Engineering & Computer Science (AREA)
  • Marketing (AREA)
  • Economics (AREA)
  • Development Economics (AREA)
  • Strategic Management (AREA)
  • Technology Law (AREA)
  • Physics & Mathematics (AREA)
  • General Business, Economics & Management (AREA)
  • General Physics & Mathematics (AREA)
  • Theoretical Computer Science (AREA)
  • Financial Or Insurance-Related Operations Such As Payment And Settlement (AREA)
  • Management, Administration, Business Operations System, And Electronic Commerce (AREA)
AU63949/00A 1999-08-03 2000-08-01 System, method, and article of manufacture for estimating a probability with which a limit order will be filled Abandoned AU6394900A (en)

Applications Claiming Priority (7)

Application Number Priority Date Filing Date Title
US36599399A 1999-08-03 1999-08-03
US36599299A 1999-08-03 1999-08-03
US36638399A 1999-08-03 1999-08-03
US09365992 1999-08-03
US09365993 1999-08-03
US09366383 1999-08-03
PCT/US2000/020953 WO2001009698A2 (en) 1999-08-03 2000-08-01 System, method, and article of manufacture for estimating a probability with which a limit order will be filled

Publications (1)

Publication Number Publication Date
AU6394900A true AU6394900A (en) 2001-02-19

Family

ID=27408730

Family Applications (2)

Application Number Title Priority Date Filing Date
AU63949/00A Abandoned AU6394900A (en) 1999-08-03 2000-08-01 System, method, and article of manufacture for estimating a probability with which a limit order will be filled
AU63951/00A Abandoned AU6395100A (en) 1999-08-03 2000-08-01 System, method, and article of manufacture for estimating a price of a limit order

Family Applications After (1)

Application Number Title Priority Date Filing Date
AU63951/00A Abandoned AU6395100A (en) 1999-08-03 2000-08-01 System, method, and article of manufacture for estimating a price of a limit order

Country Status (2)

Country Link
AU (2) AU6394900A (en)
WO (2) WO2001009698A2 (en)

Families Citing this family (3)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US6493682B1 (en) * 1998-09-15 2002-12-10 Pendelton Trading Systems, Inc. Optimal order choice: evaluating uncertain discounted trading alternatives
US8175946B2 (en) 2008-04-25 2012-05-08 Bloomberg Finance L.P. System and method for providing the execution probability of a limit order
AU2018256664A1 (en) * 2018-11-02 2020-05-21 Australian Bond Exchange Holdings Limited System and Computer Implemented Method for Facilitating the Transaction and Settlement of a Financial Instrument

Family Cites Families (13)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US3984657A (en) * 1973-09-18 1976-10-05 Preben Jessen Stock trend indicator
JPH01263866A (en) * 1988-04-15 1989-10-20 Bita:Kk Stock price data processing system
JPH0567119A (en) * 1991-07-12 1993-03-19 Hitachi Ltd Merchandise analyzing system
JPH06139227A (en) * 1992-10-28 1994-05-20 Nippon Telegr & Teleph Corp <Ntt> Time series predicting device
AU2241195A (en) * 1994-04-06 1995-10-30 Morgan Stanley Group Inc. Data processing system and method for financial debt instruments
US5940810A (en) * 1994-08-04 1999-08-17 The Trustees Of Columbia University In The City Of New York Estimation method and system for complex securities using low-discrepancy deterministic sequences
IL117424A (en) * 1995-04-27 1999-09-22 Optimark Tech Inc Crossing network utilizing satisfaction density profile
JPH1063634A (en) * 1996-04-05 1998-03-06 Nec Corp Method and device for time sequential prediction/ classification
JPH103465A (en) * 1996-06-17 1998-01-06 Syst Gijutsu Kenkyusho:Kk Stock price prediction device
US6061662A (en) * 1997-08-15 2000-05-09 Options Technology Company, Inc. Simulation method and system for the valuation of derivative financial instruments
US5960407A (en) * 1996-10-08 1999-09-28 Vivona; Robert G. Automated market price analysis system
JPH10207857A (en) * 1997-01-20 1998-08-07 Fujitsu Ltd Time-series prediction device
JPH1125158A (en) * 1997-06-30 1999-01-29 Ryoichi Ino Prediction operation processing method for auction successful bid price of used car and prediction operation processor for auction successful bid price of used car

Also Published As

Publication number Publication date
WO2001009698A2 (en) 2001-02-08
AU6395100A (en) 2001-02-19
WO2001009699A9 (en) 2001-09-20
WO2001009699A3 (en) 2001-08-02
WO2001009698A3 (en) 2003-11-13
WO2001009699A2 (en) 2001-02-08

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Legal Events

Date Code Title Description
MK6 Application lapsed section 142(2)(f)/reg. 8.3(3) - pct applic. not entering national phase