JP6002665B2 - インプライド注文の品質 - Google Patents

インプライド注文の品質 Download PDF

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Publication number
JP6002665B2
JP6002665B2 JP2013516587A JP2013516587A JP6002665B2 JP 6002665 B2 JP6002665 B2 JP 6002665B2 JP 2013516587 A JP2013516587 A JP 2013516587A JP 2013516587 A JP2013516587 A JP 2013516587A JP 6002665 B2 JP6002665 B2 JP 6002665B2
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JP
Japan
Prior art keywords
implied
orders
order
quality
computer
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JP2013516587A
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English (en)
Japanese (ja)
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JP2013533547A (ja
JP2013533547A5 (enExample
Inventor
サジー・パンダック・ミンツ
マイケル・ジェイ・バーンズ
アレクサンダー・ディ・デイツ
Original Assignee
トレーディング テクノロジーズ インターナショナル インコーポレイテッド
トレーディング テクノロジーズ インターナショナル インコーポレイテッド
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Publication of JP2013533547A publication Critical patent/JP2013533547A/ja
Publication of JP2013533547A5 publication Critical patent/JP2013533547A5/ja
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    • 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
    • G06Q30/06—Buying, selling or leasing transactions
    • 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
    • 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
    • G06Q40/06—Asset management; Financial planning or analysis

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  • Business, Economics & Management (AREA)
  • Accounting & Taxation (AREA)
  • Finance (AREA)
  • Engineering & Computer Science (AREA)
  • Development Economics (AREA)
  • Marketing (AREA)
  • Physics & Mathematics (AREA)
  • General Business, Economics & Management (AREA)
  • General Physics & Mathematics (AREA)
  • Economics (AREA)
  • Theoretical Computer Science (AREA)
  • Strategic Management (AREA)
  • Technology Law (AREA)
  • Entrepreneurship & Innovation (AREA)
  • Human Resources & Organizations (AREA)
  • Operations Research (AREA)
  • Game Theory and Decision Science (AREA)
  • Financial Or Insurance-Related Operations Such As Payment And Settlement (AREA)
  • Testing, Inspecting, Measuring Of Stereoscopic Televisions And Televisions (AREA)
  • Sampling And Sample Adjustment (AREA)
  • Investigating Or Analyzing Non-Biological Materials By The Use Of Chemical Means (AREA)
JP2013516587A 2010-06-24 2011-06-02 インプライド注文の品質 Active JP6002665B2 (ja)

Applications Claiming Priority (3)

Application Number Priority Date Filing Date Title
US12/822,979 2010-06-24
US12/822,979 US8249980B2 (en) 2010-06-24 2010-06-24 Implied order quality
PCT/US2011/038842 WO2011162921A1 (en) 2010-06-24 2011-06-02 Implied order quality

Related Child Applications (1)

Application Number Title Priority Date Filing Date
JP2016114642A Division JP2016197416A (ja) 2010-06-24 2016-06-08 インプライド注文の品質

Publications (3)

Publication Number Publication Date
JP2013533547A JP2013533547A (ja) 2013-08-22
JP2013533547A5 JP2013533547A5 (enExample) 2014-07-17
JP6002665B2 true JP6002665B2 (ja) 2016-10-05

Family

ID=45353427

Family Applications (2)

Application Number Title Priority Date Filing Date
JP2013516587A Active JP6002665B2 (ja) 2010-06-24 2011-06-02 インプライド注文の品質
JP2016114642A Withdrawn JP2016197416A (ja) 2010-06-24 2016-06-08 インプライド注文の品質

Family Applications After (1)

Application Number Title Priority Date Filing Date
JP2016114642A Withdrawn JP2016197416A (ja) 2010-06-24 2016-06-08 インプライド注文の品質

Country Status (7)

Country Link
US (2) US8249980B2 (enExample)
JP (2) JP6002665B2 (enExample)
AU (1) AU2011271380B2 (enExample)
BR (1) BR112012032833A2 (enExample)
CA (1) CA2799930A1 (enExample)
SG (1) SG185571A1 (enExample)
WO (1) WO2011162921A1 (enExample)

Families Citing this family (9)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US7039610B2 (en) * 2001-10-04 2006-05-02 New York Mercantile Exchange, Inc. Implied market trading system
US8229835B2 (en) 2009-01-08 2012-07-24 New York Mercantile Exchange, Inc. Determination of implied orders in a trade matching system
US8417618B2 (en) 2009-09-03 2013-04-09 Chicago Mercantile Exchange Inc. Utilizing a trigger order with multiple counterparties in implied market trading
US8255305B2 (en) 2009-09-15 2012-08-28 Chicago Mercantile Exchange Inc. Ratio spreads for contracts of different sizes in implied market trading
US8229838B2 (en) 2009-10-14 2012-07-24 Chicago Mercantile Exchange, Inc. Leg pricer
US10204377B2 (en) * 2011-08-11 2019-02-12 Chicago Mercantile Exchange Inc. Selective suppression of implied contract generation
US11587172B1 (en) * 2011-11-14 2023-02-21 Economic Alchemy Inc. Methods and systems to quantify and index sentiment risk in financial markets and risk management contracts thereon
US20140310143A1 (en) * 2013-04-11 2014-10-16 Trading Technologies International, Inc. Configurable Non-Numeric Quantity Data Feed Display
US20160063623A1 (en) * 2014-09-03 2016-03-03 Trading Technologies International Inc. Methods and Apparatus for Determining and Displaying the Constituent Components of a Trading Strategy

Family Cites Families (26)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
EP0407026B1 (en) * 1989-05-25 1995-11-22 Reuters Limited Distributed system and method for matching of buyers and sellers
US5812988A (en) 1993-12-06 1998-09-22 Investments Analytic, Inc. Method and system for jointly estimating cash flows, simulated returns, risk measures and present values for a plurality of assets
DE19734509C2 (de) * 1997-08-08 2002-11-07 Infineon Technologies Ag Leistungstransistorzelle
US6078904A (en) 1998-03-16 2000-06-20 Saddle Peak Systems Risk direct asset allocation and risk resolved CAPM for optimally allocating investment assets in an investment portfolio
US6003018A (en) 1998-03-27 1999-12-14 Michaud Partners Llp Portfolio optimization by means of resampled efficient frontiers
WO2001016819A1 (en) 1999-08-27 2001-03-08 Kabushiki Kaisha Toshiba System for evaluating price risk of financial product or its financial derivative, dealing system, and recorded medium
US7162447B1 (en) 2000-02-02 2007-01-09 Itg Software Solutions, Inc. Method and system for obtaining a discovered price
US7389268B1 (en) 2000-03-02 2008-06-17 Trading Technologies International, Inc. Trading tools for electronic trading
US6938011B1 (en) 2000-03-02 2005-08-30 Trading Technologies International, Inc. Click based trading with market depth display
US6772132B1 (en) 2000-03-02 2004-08-03 Trading Technologies International, Inc. Click based trading with intuitive grid display of market depth
US7127424B2 (en) 2000-03-02 2006-10-24 Trading Technologies International, Inc. Click based trading with intuitive grid display of market depth and price consolidation
US7228289B2 (en) 2000-03-02 2007-06-05 Trading Technologies International, Inc. System and method for trading and displaying market information in an electronic trading environment
US7437325B2 (en) 2002-03-05 2008-10-14 Pablo Llc System and method for performing automatic spread trading
US7039610B2 (en) 2001-10-04 2006-05-02 New York Mercantile Exchange, Inc. Implied market trading system
US7548882B1 (en) 2002-11-05 2009-06-16 Trading Technologies International, Inc. System and method for determining implied market information
US7765134B1 (en) 2002-11-05 2010-07-27 Trading Technologies International Inc. System and method for determining implied market information
US7571134B1 (en) 2002-11-13 2009-08-04 Trading Technologies International, Inc. Trading interface for facilitating trading of multiple tradeable objects in an electronic trading environment
US7930227B2 (en) 2004-02-26 2011-04-19 David Wender Method of evaluating an option spread
CA2612950A1 (en) * 2005-06-29 2007-01-04 Itg Software Solutions, Inc. System and method for generating real-time indicators in a trading list or portfolio
US8024253B2 (en) 2005-08-19 2011-09-20 Interactive Brokers Llc Inter-market smart-routing for combination spread order trading
US8019673B1 (en) 2007-06-26 2011-09-13 Trading Technologies International, Inc. Implied matrix for tradeable objects
US8510199B1 (en) * 2008-04-04 2013-08-13 Marketcore.Com, Inc. Method and apparatus for financial product risk determination
US20100010937A1 (en) 2008-04-30 2010-01-14 Rosenthal Collins Group, L.L.C. Method and system for providing risk assessment management and reporting for multi-market electronic trading
US20100017321A1 (en) 2008-07-18 2010-01-21 Chicago Mercantile Exchange, Inc. Adaptive Implied Spread Matching
US8229835B2 (en) * 2009-01-08 2012-07-24 New York Mercantile Exchange, Inc. Determination of implied orders in a trade matching system
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

Also Published As

Publication number Publication date
CA2799930A1 (en) 2011-12-29
US8249980B2 (en) 2012-08-21
BR112012032833A2 (pt) 2016-11-08
JP2013533547A (ja) 2013-08-22
JP2016197416A (ja) 2016-11-24
AU2011271380B2 (en) 2014-04-10
WO2011162921A1 (en) 2011-12-29
AU2011271380A1 (en) 2012-11-29
US20120284168A1 (en) 2012-11-08
US20110320334A1 (en) 2011-12-29
SG185571A1 (en) 2012-12-28

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