JP2008515034A5 - - Google Patents
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- JP2008515034A5 JP2008515034A5 JP2007531227A JP2007531227A JP2008515034A5 JP 2008515034 A5 JP2008515034 A5 JP 2008515034A5 JP 2007531227 A JP2007531227 A JP 2007531227A JP 2007531227 A JP2007531227 A JP 2007531227A JP 2008515034 A5 JP2008515034 A5 JP 2008515034A5
- Authority
- JP
- Japan
- Prior art keywords
- product
- risk
- spread
- portfolio
- value
- 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.)
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Applications Claiming Priority (5)
| Application Number | Priority Date | Filing Date | Title |
|---|---|---|---|
| US60870504P | 2004-09-10 | 2004-09-10 | |
| US60/608,705 | 2004-09-10 | ||
| US11/031,182 US7593877B2 (en) | 2004-09-10 | 2005-01-07 | System and method for hybrid spreading for flexible spread participation |
| US11/031,182 | 2005-01-07 | ||
| PCT/US2005/031039 WO2006031448A2 (en) | 2004-09-10 | 2005-08-31 | System and method for flexible spread participation |
Publications (3)
| Publication Number | Publication Date |
|---|---|
| JP2008515034A JP2008515034A (ja) | 2008-05-08 |
| JP2008515034A5 true JP2008515034A5 (enExample) | 2008-10-16 |
| JP4937126B2 JP4937126B2 (ja) | 2012-05-23 |
Family
ID=36035277
Family Applications (1)
| Application Number | Title | Priority Date | Filing Date |
|---|---|---|---|
| JP2007531227A Expired - Lifetime JP4937126B2 (ja) | 2004-09-10 | 2005-08-31 | 柔軟性のあるスプレッド参加のためのシステム及び方法 |
Country Status (5)
| Country | Link |
|---|---|
| US (5) | US7593877B2 (enExample) |
| EP (1) | EP1787259A4 (enExample) |
| JP (1) | JP4937126B2 (enExample) |
| CA (1) | CA2578085A1 (enExample) |
| WO (1) | WO2006031448A2 (enExample) |
Families Citing this family (61)
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| US8095508B2 (en) | 2000-04-07 | 2012-01-10 | Washington University | Intelligent data storage and processing using FPGA devices |
| US6711558B1 (en) | 2000-04-07 | 2004-03-23 | Washington University | Associative database scanning and information retrieval |
| US7139743B2 (en) | 2000-04-07 | 2006-11-21 | Washington University | Associative database scanning and information retrieval using FPGA devices |
| US20090161568A1 (en) * | 2007-12-21 | 2009-06-25 | Charles Kastner | TCP data reassembly |
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| US7711844B2 (en) * | 2002-08-15 | 2010-05-04 | Washington University Of St. Louis | TCP-splitter: reliable packet monitoring methods and apparatus for high speed networks |
| US10572824B2 (en) | 2003-05-23 | 2020-02-25 | Ip Reservoir, Llc | System and method for low latency multi-functional pipeline with correlation logic and selectively activated/deactivated pipelined data processing engines |
| AU2004273406A1 (en) | 2003-05-23 | 2005-03-24 | Data Search Systems, Inc. | Intelligent data storage and processing using FPGA devices |
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| US7602785B2 (en) | 2004-02-09 | 2009-10-13 | Washington University | Method and system for performing longest prefix matching for network address lookup using bloom filters |
| WO2006023948A2 (en) * | 2004-08-24 | 2006-03-02 | Washington University | Methods and systems for content detection in a reconfigurable hardware |
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| US7954114B2 (en) | 2006-01-26 | 2011-05-31 | Exegy Incorporated | Firmware socket module for FPGA-based pipeline processing |
| US7840482B2 (en) | 2006-06-19 | 2010-11-23 | Exegy Incorporated | Method and system for high speed options pricing |
| US7921046B2 (en) | 2006-06-19 | 2011-04-05 | Exegy Incorporated | High speed processing of financial information using FPGA devices |
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| US8341064B2 (en) * | 2006-09-12 | 2012-12-25 | Chicago Mercantile Exchange, Inc. | Standardization and management of over-the-counter financial instruments |
| US8341066B2 (en) * | 2006-11-02 | 2012-12-25 | Preston Jr John E | System and method for determining optimal investment strategy |
| US8583536B1 (en) * | 2007-08-17 | 2013-11-12 | Trading Technologies International, Inc. | System and method for reducing the risks involved in trading multiple spread trading strategies |
| US7987135B2 (en) * | 2007-08-20 | 2011-07-26 | Chicago Mercantile Exchange, Inc. | Out of band credit control |
| US8762252B2 (en) | 2007-08-20 | 2014-06-24 | Chicago Mercantile Exchange Inc. | Out of band credit control |
| US8756146B2 (en) | 2007-08-20 | 2014-06-17 | Chicago Mercantile Exchange Inc. | Out of band credit control |
| US20090089200A1 (en) * | 2007-08-20 | 2009-04-02 | Chicago Mercantile Exchange Inc. | Pre-execution credit control |
| US7996301B2 (en) | 2007-08-20 | 2011-08-09 | Chicago Mercantile Exchange, Inc. | Out of band credit control |
| US10229453B2 (en) | 2008-01-11 | 2019-03-12 | Ip Reservoir, Llc | Method and system for low latency basket calculation |
| US10915958B2 (en) | 2008-04-30 | 2021-02-09 | Intercontinental Exchange Holdings, Inc. | Advisory thresholds and alerts for managing position concentration risk |
| US20100049646A1 (en) * | 2008-08-21 | 2010-02-25 | Jacob Pechenik | Converting a trade transaction agreement into allowable structured products |
| CA3184014A1 (en) | 2008-12-15 | 2010-07-08 | Exegy Incorporated | Method and apparatus for high-speed processing of financial market depth data |
| US8229835B2 (en) | 2009-01-08 | 2012-07-24 | New York Mercantile Exchange, Inc. | Determination of implied orders in a trade matching system |
| CN101956647B (zh) * | 2009-07-15 | 2012-12-19 | 鸿富锦精密工业(深圳)有限公司 | 潮汐能发电装置 |
| US8417618B2 (en) * | 2009-09-03 | 2013-04-09 | Chicago Mercantile Exchange Inc. | Utilizing a trigger order with multiple counterparties in implied market trading |
| US8266030B2 (en) | 2009-09-15 | 2012-09-11 | Chicago Mercantile Exchange Inc. | Transformation of a multi-leg security definition for calculation of implied orders in an electronic trading system |
| US8255305B2 (en) * | 2009-09-15 | 2012-08-28 | Chicago Mercantile Exchange Inc. | Ratio spreads for contracts of different sizes in implied market trading |
| US20110066537A1 (en) * | 2009-09-15 | 2011-03-17 | Andrew Milne | Implied volume analyzer |
| US8229838B2 (en) | 2009-10-14 | 2012-07-24 | Chicago Mercantile Exchange, Inc. | Leg pricer |
| US8538849B2 (en) | 2010-07-26 | 2013-09-17 | Barclays Capital Inc. | Methods and systems regarding volatility risk premium index |
| WO2012079041A1 (en) | 2010-12-09 | 2012-06-14 | Exegy Incorporated | Method and apparatus for managing orders in financial markets |
| US9990393B2 (en) | 2012-03-27 | 2018-06-05 | Ip Reservoir, Llc | Intelligent feed switch |
| US10121196B2 (en) | 2012-03-27 | 2018-11-06 | Ip Reservoir, Llc | Offload processing of data packets containing financial market data |
| US11436672B2 (en) | 2012-03-27 | 2022-09-06 | Exegy Incorporated | Intelligent switch for processing financial market data |
| US10650452B2 (en) | 2012-03-27 | 2020-05-12 | Ip Reservoir, Llc | Offload processing of data packets |
| WO2014023365A1 (en) * | 2012-08-06 | 2014-02-13 | Omx Technology Ab | Pre-match risk validation of orders |
| US9940673B2 (en) | 2012-08-31 | 2018-04-10 | Sander Gerber | Systems and methods for measuring relationships between investments and other variables |
| US10140661B2 (en) * | 2012-08-31 | 2018-11-27 | Sander Gerber | Systems and methods for managing investments |
| US12182869B2 (en) | 2012-08-31 | 2024-12-31 | Sander Gerber | Systems and methods for measuring relationships between investments and other variables |
| US20150073962A1 (en) * | 2013-09-10 | 2015-03-12 | Chicago Mercantile Exchange Inc. | Boundary Constraint-Based Settlement in Spread Markets |
| US20150112889A1 (en) * | 2013-10-18 | 2015-04-23 | Chicago Mercantile Exchange, Inc. | Achieving margin capital efficiencies using linear programming |
| US10515410B2 (en) * | 2015-04-29 | 2019-12-24 | International Swaps and Derivatives Association, Inc. | Method and system for calculating and providing initial margin under the standard initial margin model |
| US10430881B2 (en) | 2016-01-19 | 2019-10-01 | Chicago Mercantile Exchange Inc. | Systems and methods for iterative optimization of related objects |
| US10643278B2 (en) | 2016-01-20 | 2020-05-05 | Chicago Mercantile Exchange Inc. | Futures margin modeling system |
| US11270377B1 (en) | 2016-04-01 | 2022-03-08 | Chicago Mercantile Exchange Inc. | Compression of an exchange traded derivative portfolio |
| JP6681257B2 (ja) * | 2016-04-25 | 2020-04-15 | 株式会社野村総合研究所 | 証券業務支援システムおよび証拠金計算方法 |
| US10803069B2 (en) | 2016-06-24 | 2020-10-13 | Chicago Mercantile Exchange Inc. | Dynamic valuation system using object relationships and composite object data |
| US10867360B1 (en) | 2016-10-28 | 2020-12-15 | Chicago Mercantile Exchange Inc. | Electric battery recharging unit controlled by a seasonality detection unit of a futures margin modeling system |
| WO2018119035A1 (en) | 2016-12-22 | 2018-06-28 | Ip Reservoir, Llc | Pipelines for hardware-accelerated machine learning |
| US11908006B2 (en) * | 2018-12-20 | 2024-02-20 | Chicago Mercantile Exchange Inc. | Message elimination in multi-model risk correlation system |
Family Cites Families (63)
| Publication number | Priority date | Publication date | Assignee | Title |
|---|---|---|---|---|
| DE4042151C2 (de) * | 1990-12-28 | 1996-12-12 | Danfoss As | Steuereinrichtung für ein vollhydraulisches Lenksystem |
| US6263321B1 (en) * | 1994-07-29 | 2001-07-17 | Economic Inventions, Llc | Apparatus and process for calculating an option |
| US5884286A (en) * | 1994-07-29 | 1999-03-16 | Daughtery, Iii; Vergil L. | Apparatus and process for executing an expirationless option transaction |
| US5557517A (en) * | 1994-07-29 | 1996-09-17 | Daughterty, Iii; Vergil L. | System and method for determining the price of an expirationless American option and issuing a buy or sell ticket on the current price and portfolio |
| US5963923A (en) * | 1996-11-12 | 1999-10-05 | Garber; Howard B. | System and method for trading having a principal market maker |
| US6064985A (en) * | 1998-01-21 | 2000-05-16 | Assured Equities, Inc. | Automated portfolio management system with internet datafeed |
| US7747523B2 (en) * | 1998-03-30 | 2010-06-29 | Cohen Morris E | Internet-based financial vehicles |
| US6938009B1 (en) * | 1999-08-16 | 2005-08-30 | New Market Solutions, Llc | Digital computer system and methods for a synthetic investment and risk management fund |
| US6360210B1 (en) * | 1999-02-12 | 2002-03-19 | Folio Trade Llc | Method and system for enabling smaller investors to manage risk in a self-managed portfolio of assets/liabilities |
| US7634442B2 (en) * | 1999-03-11 | 2009-12-15 | Morgan Stanley Dean Witter & Co. | Method for managing risk in markets related to commodities delivered over a network |
| CA2368931A1 (en) * | 1999-06-02 | 2000-12-14 | Algorithmics International Corp. | Risk management system, distributed framework and method |
| US7225153B2 (en) * | 1999-07-21 | 2007-05-29 | Longitude Llc | Digital options having demand-based, adjustable returns, and trading exchange therefor |
| US6321212B1 (en) * | 1999-07-21 | 2001-11-20 | Longitude, Inc. | Financial products having a demand-based, adjustable return, and trading exchange therefor |
| US8126794B2 (en) | 1999-07-21 | 2012-02-28 | Longitude Llc | Replicated derivatives having demand-based, adjustable returns, and trading exchange therefor |
| US7831494B2 (en) * | 1999-11-01 | 2010-11-09 | Accenture Global Services Gmbh | Automated financial portfolio coaching and risk management system |
| US7401036B2 (en) * | 2000-03-27 | 2008-07-15 | Vande Pol Mark E | Free-market environmental management system having insured certification to a process standard |
| US20030208407A1 (en) * | 2000-04-11 | 2003-11-06 | Arcufutures, Inc. | System and Method for Commodity Futures Contract Trading Risk Management |
| IL152235A0 (en) * | 2000-04-13 | 2003-05-29 | Superderivitives Inc | A method for pricing financial instruments |
| US7509274B2 (en) | 2000-04-17 | 2009-03-24 | Kam Kendrick W | Internet-based system for identification, measurement and ranking of investment portfolio management, and operation of a fund supermarket, including “best investor” managed funds |
| AU2001259391A1 (en) * | 2000-05-03 | 2001-11-12 | Shelton E. Harrison Jr. | Electronic bond and guaranty process and business method |
| US20020077947A1 (en) * | 2000-12-14 | 2002-06-20 | Ward David Charles | Method and system for determining netted margins |
| WO2002015093A1 (en) * | 2000-08-14 | 2002-02-21 | Brown Brothers Harriman & Co. | Margin settlement for exchange-traded futures contracts |
| US7395232B1 (en) | 2000-08-30 | 2008-07-01 | Traderisks, Inc. | Method and system for providing financial functions |
| US7392212B2 (en) * | 2000-09-28 | 2008-06-24 | Jpmorgan Chase Bank, N.A. | User-interactive financial vehicle performance prediction, trading and training system and methods |
| US7340430B2 (en) * | 2000-09-28 | 2008-03-04 | Ubs Ag | Real-time trading system |
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| CA2327383C (en) * | 2000-11-02 | 2005-06-14 | National Steel Car Limited | Dropped deck center beam rail road car |
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| US20030009408A1 (en) * | 2001-04-26 | 2003-01-09 | Ittai Korin | Providing financial portfolio risk measurement and analysis to remote client services via a network-based application programming interface |
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| US7430534B2 (en) * | 2001-06-15 | 2008-09-30 | Abb Ab | System, method and computer program product for risk-minimization and mutual insurance relations in meteorology dependent activities |
| JP2003006436A (ja) * | 2001-06-20 | 2003-01-10 | Traders Shoken Kk | 前受金を算出する機能を有する注文処理装置、前受金額算出方法及びその方法を実現するプログラム並びにそのプログラムを記録する記録媒体 |
| GB2377040A (en) * | 2001-06-25 | 2002-12-31 | Secr Defence | Financial portfolio risk management |
| US20030061148A1 (en) * | 2001-07-16 | 2003-03-27 | Shahram Alavian | Financial derivative and derivative exchange with guaranteed settlement |
| US20030135448A1 (en) * | 2002-01-10 | 2003-07-17 | Scott Aguias | System and methods for valuing and managing the risk of credit instrument portfolios |
| US6813459B2 (en) * | 2002-01-11 | 2004-11-02 | Seiko Epson Corporation | Rotary developing device |
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| KR20060123116A (ko) | 2003-09-11 | 2006-12-01 | 시티 뱅크, 엔.에이. | 자산 배분을 위한 방법 및 시스템 |
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| US20050137956A1 (en) * | 2003-12-19 | 2005-06-23 | North American Energy Credit And Clearing Corporation | Utilizing cash flow contracts and physical collateral for energy-related clearing and credit enhancement platforms |
| US7319984B2 (en) * | 2004-04-20 | 2008-01-15 | Goldman Sachs & Co. | Method and apparatus for creating and administering a publicly traded interest in a commodity pool |
| US20060009997A1 (en) * | 2004-07-12 | 2006-01-12 | Arthur Felix | Method for transforming subjective data to quantitative information for use in a decision making process |
| US7428508B2 (en) * | 2004-09-10 | 2008-09-23 | Chicago Mercantile Exchange | System and method for hybrid spreading for risk management |
| GB0422411D0 (en) | 2004-10-08 | 2004-11-10 | Crescent Technology Ltd | RiskBlade - a distributed risk budgeting architecture |
| US20070294158A1 (en) | 2005-01-07 | 2007-12-20 | Chicago Mercantile Exchange | Asymmetric and volatility margining for risk offset |
| JP2009528634A (ja) | 2006-03-01 | 2009-08-06 | タウンセンド・アナリティクス・リミテッド | リスク管理のための方法およびシステム |
| US20090018969A1 (en) | 2007-06-07 | 2009-01-15 | Ian Ayres | Systems and methods for providing investment strategies |
| US7813988B2 (en) | 2007-06-21 | 2010-10-12 | New York Mercantile Exchange, Inc. | Method and system for determining margin requirements |
| US7991671B2 (en) | 2008-03-27 | 2011-08-02 | Chicago Mercantile Exchange Inc. | Scanning based spreads using a hedge ratio non-linear optimization model |
-
2005
- 2005-01-07 US US11/031,182 patent/US7593877B2/en active Active
- 2005-08-31 WO PCT/US2005/031039 patent/WO2006031448A2/en not_active Ceased
- 2005-08-31 EP EP20050792895 patent/EP1787259A4/en not_active Withdrawn
- 2005-08-31 CA CA 2578085 patent/CA2578085A1/en not_active Abandoned
- 2005-08-31 JP JP2007531227A patent/JP4937126B2/ja not_active Expired - Lifetime
-
2009
- 2009-03-13 US US12/403,743 patent/US8121926B2/en active Active
-
2012
- 2012-01-06 US US13/345,380 patent/US8271373B2/en not_active Expired - Lifetime
- 2012-08-21 US US13/590,505 patent/US8442896B2/en not_active Expired - Lifetime
-
2013
- 2013-04-17 US US13/864,851 patent/US20130232057A1/en not_active Abandoned
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