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 PDFInfo
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- 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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- 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
- G06Q30/00—Commerce
- G06Q30/06—Buying, selling or leasing transactions
-
- 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
-
- 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
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- Development Economics (AREA)
- Marketing (AREA)
- General Physics & Mathematics (AREA)
- Theoretical Computer Science (AREA)
- General Business, Economics & Management (AREA)
- Economics (AREA)
- Physics & Mathematics (AREA)
- Strategic Management (AREA)
- Technology Law (AREA)
- Entrepreneurship & Innovation (AREA)
- Operations Research (AREA)
- Game Theory and Decision Science (AREA)
- Human Resources & Organizations (AREA)
- Financial Or Insurance-Related Operations Such As Payment And Settlement (AREA)
- Sampling And Sample Adjustment (AREA)
- Investigating Or Analyzing Non-Biological Materials By The Use Of Chemical Means (AREA)
- Testing, Inspecting, Measuring Of Stereoscopic Televisions And Televisions (AREA)
Description
I.電子商取引システム例
II.インプライされるプライシング
III.インプライド注文の品質の決定
IV.インプライド注文の総品質の決定
V.品質指標
VI.取引インタフェース例
さらなる実施形態例
Claims (14)
- コンピュータによって取引対象物の複数のインプライド注文を受信するステップ、ここで、各インプライド注文は、複数の注文から導出される、
前記コンピュータによって、複数のインプライド注文に対応する複数の価格レベルを有する価格カラムを取引画面上に表示するステップ、
前記コンピュータによって、複数のインプライド注文に対応する複数の数量を収める複数のセルを並べた数量カラムを、取引画面上で、価格カラムに沿って表示するステップ、
前記コンピュータによって、前記取引対象物に関する前記複数のインプライド注文のそれぞれに対するパラメータを決定するステップ、ここで、各パラメータは、各インプライド注文が導出された元の前記複数の注文の数量に基づいて決定される、
前記コンピュータによって、各インプライド注文に対し、前記パラメータに基づいてインジケータを求めるステップ、
前記コンピュータによって、前記数量カラムにおけるセル内にインプライド注文の数量と共に前記インジケータを表示するステップ、
を含む方法。 - 前記インプライド注文は、取引所によって提供される、請求項1に記載の方法。
- 前記インプライド注文は、コンピュータによって決定される、請求項1に記載の方法。
- 前記パラメータは、各インプライド注文が導出された元の前記複数の注文の数量に加えて、前記インプライド注文の発生、前記インプライド注文の発生源、前記インプライド注文が導出される注文の数および前記インプライド注文の価格レベルからなるグループの中の少なくとも1つに基づき決定される、請求項1から3のいずれか1つに記載の方法。
- 前記コンピュータにより、前記インプライド注文を前記決定されるパラメータに基づきフィルタリングする工程をさらに含む、請求項1から4のいずれか1つに記載の方法。
- 前記インジケータは数字、色およびグラフからなるグループの中の少なくとも1つを含む、請求項1から5のいずれか1つに記載の方法。
- コンピュータに請求項1から6のいずれか1つに記載の工程を実行させるための命令を記録したコンピュータ可読媒体。
- コンピュータに請求項1から6のいずれか1つに記載の工程を実行させるためのプログラム。
- コンピュータを備え、
前記コンピュータは、取引対象物の複数のインプライド注文を受信し、ここで、各インプライド注文は、複数の注文から導出される、
前記コンピュータは、複数のインプライド注文に対応する複数の価格レベルを有する価格カラムを取引画面上に表示し、
前記コンピュータは、複数のインプライド注文に対応する複数の数量を収める複数のセルを並べた数量カラムを、取引画面上で、価格カラムに沿って表示し、
前記コンピュータは、前記取引対象物に関する前記複数のインプライド注文のそれぞれに対するパラメータを決定し、ここで、各パラメータは、各インプライド注文が導出された元の前記複数の注文の数量に基づいて決定される、
前記コンピュータは、各インプライド注文に対し、前記パラメータに基づいてインジケータを求め、
前記コンピュータは、前記数量カラムにおけるセル内にインプライド注文の数量と共に前記インジケータを表示する、システム。 - 前記インプライド注文は、取引所によって提供される、請求項9に記載のシステム。
- 前記インプライド注文は、コンピュータによって決定される、請求項9に記載のシステム。
- 前記パラメータは、各インプライド注文が導出された元の前記複数の注文の数量に加えて、前記インプライド注文の発生、前記インプライド注文の発生源、前記インプライド注文が導出される注文の数および前記インプライド注文の価格レベルからなるグループの中の少なくとも1つに基づき決定される、請求項9から11のいずれか1つに記載のシステム。
- 前記コンピュータは、前記インプライド注文を前記決定されるパラメータに基づきフィルタリングする、請求項9から12のいずれか1つに記載のシステム。
- 前記インジケータは数字、色およびグラフからなるグループの中の少なくとも1つを含む、請求項9から13のいずれか1つに記載のシステム。
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 (ja) | 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 (ja) |
JP (2) | JP6002665B2 (ja) |
AU (1) | AU2011271380B2 (ja) |
BR (1) | BR112012032833A2 (ja) |
CA (1) | CA2799930A1 (ja) |
SG (1) | SG185571A1 (ja) |
WO (1) | WO2011162921A1 (ja) |
Families Citing this family (8)
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 |
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)
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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 (fr) | 1999-08-27 | 2001-03-08 | Kabushiki Kaisha Toshiba | Systeme d'evaluation du risque de prix d'un produit financier ou d'un derive financier de celui-ci, systeme de transaction et support enregistre |
US7162447B1 (en) | 2000-02-02 | 2007-01-09 | Itg Software Solutions, Inc. | Method and system for obtaining a discovered price |
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 |
US6938011B1 (en) | 2000-03-02 | 2005-08-30 | Trading Technologies International, Inc. | Click based trading with market depth display |
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 |
US6772132B1 (en) | 2000-03-02 | 2004-08-03 | Trading Technologies International, Inc. | Click based trading with intuitive grid display of market depth |
US7389268B1 (en) | 2000-03-02 | 2008-06-17 | Trading Technologies International, Inc. | Trading tools for electronic trading |
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 |
US7765134B1 (en) | 2002-11-05 | 2010-07-27 | Trading Technologies International Inc. | System and method for determining implied market information |
US7548882B1 (en) | 2002-11-05 | 2009-06-16 | 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 |
EP1908004A4 (en) * | 2005-06-29 | 2009-09-23 | Itg Software Solutions Inc | SYSTEM AND METHOD FOR GENERATING REAL-TIME INDICATORS IN A NEGOTIATING 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 |
-
2010
- 2010-06-24 US US12/822,979 patent/US8249980B2/en active Active
-
2011
- 2011-06-02 WO PCT/US2011/038842 patent/WO2011162921A1/en active Application Filing
- 2011-06-02 BR BR112012032833A patent/BR112012032833A2/pt not_active IP Right Cessation
- 2011-06-02 JP JP2013516587A patent/JP6002665B2/ja active Active
- 2011-06-02 AU AU2011271380A patent/AU2011271380B2/en active Active
- 2011-06-02 SG SG2012083770A patent/SG185571A1/en unknown
- 2011-06-02 CA CA2799930A patent/CA2799930A1/en not_active Abandoned
-
2012
- 2012-07-19 US US13/552,917 patent/US20120284168A1/en not_active Abandoned
-
2016
- 2016-06-08 JP JP2016114642A patent/JP2016197416A/ja not_active Withdrawn
Also Published As
Publication number | Publication date |
---|---|
JP2016197416A (ja) | 2016-11-24 |
BR112012032833A2 (pt) | 2016-11-08 |
AU2011271380B2 (en) | 2014-04-10 |
US20110320334A1 (en) | 2011-12-29 |
CA2799930A1 (en) | 2011-12-29 |
AU2011271380A1 (en) | 2012-11-29 |
US20120284168A1 (en) | 2012-11-08 |
SG185571A1 (en) | 2012-12-28 |
WO2011162921A1 (en) | 2011-12-29 |
US8249980B2 (en) | 2012-08-21 |
JP2013533547A (ja) | 2013-08-22 |
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