CA3135226A1 - Methods and systems for low latency generation and distribution of trading signals from financial market data - Google Patents

Methods and systems for low latency generation and distribution of trading signals from financial market data Download PDF

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Publication number
CA3135226A1
CA3135226A1 CA3135226A CA3135226A CA3135226A1 CA 3135226 A1 CA3135226 A1 CA 3135226A1 CA 3135226 A CA3135226 A CA 3135226A CA 3135226 A CA3135226 A CA 3135226A CA 3135226 A1 CA3135226 A1 CA 3135226A1
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Canada
Prior art keywords
data
trading
quote
price
market data
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CA3135226A
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English (en)
French (fr)
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David Edward Taylor
Andy Young LEE
David Vincent Schuehler
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Exegy Inc
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    • G—PHYSICS
    • G06—COMPUTING OR CALCULATING; COUNTING
    • G06F—ELECTRIC DIGITAL DATA PROCESSING
    • G06F17/00—Digital computing or data processing equipment or methods, specially adapted for specific functions
    • G06F17/10—Complex mathematical operations
    • G06F17/18—Complex mathematical operations for evaluating statistical data, e.g. average values, frequency distributions, probability functions, regression analysis
    • G—PHYSICS
    • G06—COMPUTING OR CALCULATING; COUNTING
    • G06N—COMPUTING ARRANGEMENTS BASED ON SPECIFIC COMPUTATIONAL MODELS
    • G06N20/00—Machine learning
    • G—PHYSICS
    • G06—COMPUTING OR CALCULATING; 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
    • G06Q30/00—Commerce
    • G06Q30/02—Marketing; Price estimation or determination; Fundraising
    • G06Q30/0201—Market modelling; Market analysis; Collecting market data
    • G—PHYSICS
    • G06—COMPUTING OR CALCULATING; 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

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  • Engineering & Computer Science (AREA)
  • Business, Economics & Management (AREA)
  • Physics & Mathematics (AREA)
  • Theoretical Computer Science (AREA)
  • Accounting & Taxation (AREA)
  • Finance (AREA)
  • General Physics & Mathematics (AREA)
  • Development Economics (AREA)
  • Strategic Management (AREA)
  • Data Mining & Analysis (AREA)
  • Software Systems (AREA)
  • Mathematical Physics (AREA)
  • Marketing (AREA)
  • General Business, Economics & Management (AREA)
  • Economics (AREA)
  • Entrepreneurship & Innovation (AREA)
  • General Engineering & Computer Science (AREA)
  • Pure & Applied Mathematics (AREA)
  • Mathematical Optimization (AREA)
  • Mathematical Analysis (AREA)
  • Computational Mathematics (AREA)
  • Medical Informatics (AREA)
  • Computing Systems (AREA)
  • Game Theory and Decision Science (AREA)
  • Technology Law (AREA)
  • Artificial Intelligence (AREA)
  • Computer Vision & Pattern Recognition (AREA)
  • Evolutionary Computation (AREA)
  • Evolutionary Biology (AREA)
  • Bioinformatics & Computational Biology (AREA)
  • Bioinformatics & Cheminformatics (AREA)
  • Operations Research (AREA)
  • Probability & Statistics with Applications (AREA)
  • Life Sciences & Earth Sciences (AREA)
  • Algebra (AREA)
  • Databases & Information Systems (AREA)
  • Financial Or Insurance-Related Operations Such As Payment And Settlement (AREA)
CA3135226A 2019-05-14 2020-05-14 Methods and systems for low latency generation and distribution of trading signals from financial market data Pending CA3135226A1 (en)

Applications Claiming Priority (3)

Application Number Priority Date Filing Date Title
US201962847641P 2019-05-14 2019-05-14
US62/847,641 2019-05-14
PCT/US2020/032972 WO2020232294A1 (en) 2019-05-14 2020-05-14 Methods and systems for low latency generation and distribution of trading signals from financial market data

Publications (1)

Publication Number Publication Date
CA3135226A1 true CA3135226A1 (en) 2020-11-19

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ID=73230702

Family Applications (1)

Application Number Title Priority Date Filing Date
CA3135226A Pending CA3135226A1 (en) 2019-05-14 2020-05-14 Methods and systems for low latency generation and distribution of trading signals from financial market data

Country Status (5)

Country Link
US (6) US11263695B2 (https=)
EP (1) EP3970107A4 (https=)
JP (1) JP2022532230A (https=)
CA (1) CA3135226A1 (https=)
WO (1) WO2020232294A1 (https=)

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US20230195842A1 (en) * 2021-12-20 2023-06-22 Sap Se Automated feature engineering for predictive modeling using deep reinforcement learning
US20240193685A1 (en) * 2022-10-19 2024-06-13 Jacov Baloul Systems and methods for an artificial intelligence trading platform

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Cited By (5)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US20220414534A1 (en) * 2021-06-29 2022-12-29 Microsoft Technology Licensing, Llc Continuous learning models across edge hierarchies
US12380362B2 (en) * 2021-06-29 2025-08-05 Microsoft Technology Licensing, Llc Continuous learning models across edge hierarchies
US20230195842A1 (en) * 2021-12-20 2023-06-22 Sap Se Automated feature engineering for predictive modeling using deep reinforcement learning
US12248534B2 (en) * 2021-12-20 2025-03-11 Sap Se Automated feature engineering for predictive modeling using deep reinforcement learning
US20240193685A1 (en) * 2022-10-19 2024-06-13 Jacov Baloul Systems and methods for an artificial intelligence trading platform

Also Published As

Publication number Publication date
US12412213B2 (en) 2025-09-09
US20230162280A1 (en) 2023-05-25
US12354160B2 (en) 2025-07-08
US20220180441A1 (en) 2022-06-09
WO2020232294A1 (en) 2020-11-19
US11562430B2 (en) 2023-01-24
EP3970107A4 (en) 2023-01-11
US20200364791A1 (en) 2020-11-19
JP2022532230A (ja) 2022-07-13
US11631136B2 (en) 2023-04-18
US20220180442A1 (en) 2022-06-09
US20220277393A1 (en) 2022-09-01
US12340414B2 (en) 2025-06-24
US20220180440A1 (en) 2022-06-09
US11263695B2 (en) 2022-03-01
EP3970107A1 (en) 2022-03-23

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