KR102813655B1 - 고빈도 증권 거래 방법 및 시스템 - Google Patents

고빈도 증권 거래 방법 및 시스템 Download PDF

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KR102813655B1
KR102813655B1 KR1020220043472A KR20220043472A KR102813655B1 KR 102813655 B1 KR102813655 B1 KR 102813655B1 KR 1020220043472 A KR1020220043472 A KR 1020220043472A KR 20220043472 A KR20220043472 A KR 20220043472A KR 102813655 B1 KR102813655 B1 KR 102813655B1
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data
time
delay time
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machine learning
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KR20230144337A (ko
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김현성
유성엽
오진욱
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리벨리온 주식회사
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Priority to US18/172,251 priority patent/US11836799B2/en
Priority to JP2023027874A priority patent/JP7656879B2/ja
Publication of KR20230144337A publication Critical patent/KR20230144337A/ko
Priority to US18/495,650 priority patent/US12141869B2/en
Priority to JP2024106522A priority patent/JP2024133549A/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
    • 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
    • G06N—COMPUTING ARRANGEMENTS BASED ON SPECIFIC COMPUTATIONAL MODELS
    • G06N20/00—Machine learning

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  • Mathematical Physics (AREA)
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KR1020220043472A 2022-04-07 2022-04-07 고빈도 증권 거래 방법 및 시스템 Active KR102813655B1 (ko)

Priority Applications (5)

Application Number Priority Date Filing Date Title
KR1020220043472A KR102813655B1 (ko) 2022-04-07 2022-04-07 고빈도 증권 거래 방법 및 시스템
US18/172,251 US11836799B2 (en) 2022-04-07 2023-02-21 Method and system for high frequency trading
JP2023027874A JP7656879B2 (ja) 2022-04-07 2023-02-27 高頻度証券取引方法およびシステム
US18/495,650 US12141869B2 (en) 2022-04-07 2023-10-26 Method and system for high frequency trading
JP2024106522A JP2024133549A (ja) 2022-04-07 2024-07-02 高頻度証券取引方法およびシステム

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KR1020220043472A KR102813655B1 (ko) 2022-04-07 2022-04-07 고빈도 증권 거래 방법 및 시스템

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KR20230144337A KR20230144337A (ko) 2023-10-16
KR102813655B1 true KR102813655B1 (ko) 2025-05-28

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Publication number Priority date Publication date Assignee Title
KR102813655B1 (ko) * 2022-04-07 2025-05-28 리벨리온 주식회사 고빈도 증권 거래 방법 및 시스템
US20240103465A1 (en) * 2022-09-21 2024-03-28 Jpmorgan Chase Bank, N.A. Method and system for optimal stopping using fast probabilistic learning algorithms

Citations (2)

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Publication number Priority date Publication date Assignee Title
JP2017117152A (ja) 2015-12-24 2017-06-29 みずほ証券株式会社 取引管理システム、取引管理方法及び取引管理プログラム
WO2020075304A1 (ja) * 2018-10-12 2020-04-16 Ｓｍｂｃ日興証券株式会社 株式投資のための情報処理装置、情報処理方法及び情報処理プログラムを記録した記録媒体

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KR20010016454A (ko) 2000-06-30 2001-03-05 김진원 통신망을 통한 주식 자동주문 및 체결방법
GB2411492B (en) * 2004-02-25 2006-06-07 Patsystems Electronic trading system
US11010833B2 (en) * 2015-10-09 2021-05-18 Chicago Mercantile Exchange Inc. Systems and methods for calculating a latency of a transaction processing system
US20180232807A1 (en) * 2015-10-28 2018-08-16 Fractal Industries, Inc. Advanced decentralized financial decision platform
US11586880B2 (en) 2018-08-28 2023-02-21 Beijing Jingdong Shangke Information Technology Co., Ltd. System and method for multi-horizon time series forecasting with dynamic temporal context learning
KR102124978B1 (ko) * 2019-07-31 2020-06-22 (주)크래프트테크놀로지스 증권 거래를 위한 주문 집행을 수행하는 서버 및 방법
KR102813655B1 (ko) * 2022-04-07 2025-05-28 리벨리온 주식회사 고빈도 증권 거래 방법 및 시스템

Patent Citations (2)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
JP2017117152A (ja) 2015-12-24 2017-06-29 みずほ証券株式会社 取引管理システム、取引管理方法及び取引管理プログラム
WO2020075304A1 (ja) * 2018-10-12 2020-04-16 Ｓｍｂｃ日興証券株式会社 株式投資のための情報処理装置、情報処理方法及び情報処理プログラムを記録した記録媒体

Non-Patent Citations (2)

* Cited by examiner, † Cited by third party
Title
Cartea, Alvaro, et al. "Buy low, sell high: A high frequency trading perspective." SIAM Journal on Financial Mathematics 5.1, pp.415-444, 2014.*
iego Albo Martinez et al. "Courier: Real-Time Optimal Batch Size Prediction for Latency SLOs in BigDL", ICPE '21: Proceedings of the ACM/SPEC Inter. Conf. on Performance Engineering, 9. April. 2021.*

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KR20230144337A (ko) 2023-10-16
US12141869B2 (en) 2024-11-12
JP7656879B2 (ja) 2025-04-04
JP2024133549A (ja) 2024-10-02
US11836799B2 (en) 2023-12-05
US20230325922A1 (en) 2023-10-12
JP2023155161A (ja) 2023-10-20
US20240070782A1 (en) 2024-02-29

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