SG10201508393WA - Device, method and system of testing financial derivative instruments - Google Patents
Device, method and system of testing financial derivative instrumentsInfo
- Publication number
- SG10201508393WA SG10201508393WA SG10201508393WA SG10201508393WA SG10201508393WA SG 10201508393W A SG10201508393W A SG 10201508393WA SG 10201508393W A SG10201508393W A SG 10201508393WA SG 10201508393W A SG10201508393W A SG 10201508393WA SG 10201508393W A SG10201508393W A SG 10201508393WA
- Authority
- SG
- Singapore
- Prior art keywords
- financial derivative
- derivative instruments
- testing financial
- testing
- instruments
- Prior art date
Links
Classifications
-
- 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
- G06Q30/02—Marketing; Price estimation or determination; Fundraising
- G06Q30/0201—Market modelling; Market analysis; Collecting market data
- G06Q30/0206—Price or cost determination based on market factors
-
- 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
-
- 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
Landscapes
- Business, Economics & Management (AREA)
- Engineering & Computer Science (AREA)
- Accounting & Taxation (AREA)
- Finance (AREA)
- Development Economics (AREA)
- Strategic Management (AREA)
- General Business, Economics & Management (AREA)
- Theoretical Computer Science (AREA)
- Marketing (AREA)
- Physics & Mathematics (AREA)
- Economics (AREA)
- General Physics & Mathematics (AREA)
- Entrepreneurship & Innovation (AREA)
- Technology Law (AREA)
- Game Theory and Decision Science (AREA)
- Human Resources & Organizations (AREA)
- Operations Research (AREA)
- Data Mining & Analysis (AREA)
- Financial Or Insurance-Related Operations Such As Payment And Settlement (AREA)
- Telephone Function (AREA)
- Debugging And Monitoring (AREA)
- Management, Administration, Business Operations System, And Electronic Commerce (AREA)
Applications Claiming Priority (1)
Application Number | Priority Date | Filing Date | Title |
---|---|---|---|
US39164810P | 2010-10-10 | 2010-10-10 |
Publications (1)
Publication Number | Publication Date |
---|---|
SG10201508393WA true SG10201508393WA (en) | 2015-11-27 |
Family
ID=45938752
Family Applications (2)
Application Number | Title | Priority Date | Filing Date |
---|---|---|---|
SG10201508393WA SG10201508393WA (en) | 2010-10-10 | 2011-10-10 | Device, method and system of testing financial derivative instruments |
SG2013026695A SG189340A1 (en) | 2010-10-10 | 2011-10-10 | Device, method and system of testing financial derivative instruments |
Family Applications After (1)
Application Number | Title | Priority Date | Filing Date |
---|---|---|---|
SG2013026695A SG189340A1 (en) | 2010-10-10 | 2011-10-10 | Device, method and system of testing financial derivative instruments |
Country Status (8)
Country | Link |
---|---|
US (2) | US20130275337A1 (en) |
EP (1) | EP2625662A4 (en) |
JP (1) | JP2013544389A (en) |
AU (1) | AU2011315132A1 (en) |
CA (1) | CA2814132A1 (en) |
IL (1) | IL225682A (en) |
SG (2) | SG10201508393WA (en) |
WO (1) | WO2012049613A2 (en) |
Families Citing this family (11)
Publication number | Priority date | Publication date | Assignee | Title |
---|---|---|---|---|
US20130218736A1 (en) * | 2012-02-22 | 2013-08-22 | Markit North America, Inc. | Crossed market alert method for over-the-counter (otc) markets |
US10592987B2 (en) * | 2013-06-10 | 2020-03-17 | Fmr Llc | Sector-based portfolio construction platform apparatuses, methods and systems |
US10429437B2 (en) * | 2015-05-28 | 2019-10-01 | Keysight Technologies, Inc. | Automatically generated test diagram |
WO2017034044A1 (en) * | 2015-08-21 | 2017-03-02 | 한명희 | Index calculation method and index calculation system, which are related to financial derivatives |
US10776428B2 (en) * | 2017-02-16 | 2020-09-15 | Nasdaq Technology Ab | Systems and methods of retrospectively determining how submitted data transaction requests operate against a dynamic data structure |
US10789097B2 (en) | 2017-02-16 | 2020-09-29 | Nasdaq Technology Ab | Methods and systems of scheduling computer processes or tasks in a distributed system |
US20180330438A1 (en) * | 2017-05-11 | 2018-11-15 | Vipul Divyanshu | Trading System with Natural Strategy Processing, Validation, Deployment, and Order Management in Financial Markets |
JP7399380B2 (en) * | 2019-12-24 | 2023-12-18 | フリーストリート合同会社 | Trading strategy verification method, its device and its program |
TWI729661B (en) * | 2019-12-31 | 2021-06-01 | 元大證券股份有限公司 | Servo equipment that allows financial trading strategy sharing |
CN112419052B (en) * | 2020-09-30 | 2024-06-11 | 中信百信银行股份有限公司 | Transaction testing method, device, electronic equipment and readable storage medium |
TWI849881B (en) * | 2023-05-02 | 2024-07-21 | 三竹資訊股份有限公司 | Device and method for data visualization of stock backtesting |
Family Cites Families (35)
Publication number | Priority date | Publication date | Assignee | Title |
---|---|---|---|---|
US6456982B1 (en) * | 1993-07-01 | 2002-09-24 | Dragana N. Pilipovic | Computer system for generating projected data and an application supporting a financial transaction |
US7349878B1 (en) * | 1996-08-16 | 2008-03-25 | Options Technology Company, Inc. | Simulation method and system for the valuation of derivative financial instruments |
US6061662A (en) * | 1997-08-15 | 2000-05-09 | Options Technology Company, Inc. | Simulation method and system for the valuation of derivative financial instruments |
US7562040B2 (en) * | 1998-11-05 | 2009-07-14 | Loeper David B | Method, system and computer program for auditing financial plans |
US6709330B1 (en) * | 1999-08-20 | 2004-03-23 | Ameritrade Holding Corporation | Stock simulation engine for an options trading game |
JP2002032564A (en) * | 2000-07-19 | 2002-01-31 | Toshiba Corp | Dealing system and recording medium |
US6546375B1 (en) * | 1999-09-21 | 2003-04-08 | Johns Hopkins University | Apparatus and method of pricing financial derivatives |
US7831494B2 (en) * | 1999-11-01 | 2010-11-09 | Accenture Global Services Gmbh | Automated financial portfolio coaching and risk management system |
US8170934B2 (en) * | 2000-03-27 | 2012-05-01 | Nyse Amex Llc | Systems and methods for trading actively managed funds |
US7236953B1 (en) * | 2000-08-18 | 2007-06-26 | Athena Capital Advisors, Inc. | Deriving a probability distribution of a value of an asset at a future time |
JP2002157425A (en) * | 2000-11-21 | 2002-05-31 | Toshiba Corp | Derivative evaluation system, recording medium and derivative transaction supporting method |
JP2002329074A (en) * | 2001-03-02 | 2002-11-15 | Ufj Bank Ltd | Derivative dealing processing method and its system |
US20020188546A1 (en) * | 2001-04-26 | 2002-12-12 | Cedric Tang | Pricing delivery system |
KR20020088955A (en) * | 2001-05-22 | 2002-11-29 | 박진석 | Financial Derivatives Analyzing System and Method for the Same |
US7440916B2 (en) * | 2001-06-29 | 2008-10-21 | Goldman Sachs & Co. | Method and system for simulating implied volatility surfaces for basket option pricing |
US7672895B2 (en) * | 2002-02-19 | 2010-03-02 | Trading Technologies International, Inc. | System and method for simulating an electronic trading environment |
KR20040091641A (en) | 2002-02-19 | 2004-10-28 | 코닌클리즈케 필립스 일렉트로닉스 엔.브이. | Display device |
US20040215545A1 (en) * | 2003-01-31 | 2004-10-28 | Kabushiki Kaisha Toshiba | Power trading risk management system |
US7590581B1 (en) * | 2003-06-16 | 2009-09-15 | Genesis Financial Products, Inc. | Computer based system for pricing an index-offset deposit product |
US20050187851A1 (en) * | 2003-10-08 | 2005-08-25 | Finsage Inc. | Financial portfolio management and analysis system and method |
CN101010688A (en) * | 2004-06-29 | 2007-08-01 | 科汀科技大学 | Method and system for pricing novelty option |
GB0424659D0 (en) * | 2004-11-08 | 2004-12-08 | Crescent Technology Ltd | Xtest:an integrated backtesting system |
US7630931B1 (en) * | 2005-03-17 | 2009-12-08 | Finanalytica, Inc. | System and method for the valuation of derivatives |
JP4253646B2 (en) * | 2005-06-13 | 2009-04-15 | 株式会社オスピス | Market transaction support system, apparatus, method and program |
US20070288397A1 (en) * | 2006-06-12 | 2007-12-13 | Nec Europe Ltd. | Methodology for robust portfolio evaluation and optimization taking account of estimation errors |
US20070294156A1 (en) * | 2006-06-14 | 2007-12-20 | Webster Hughes | Methods and apparatus for iterative conditional probability calculation methods for financial instruments with path-dependent payment structures |
JP5230989B2 (en) * | 2007-10-09 | 2013-07-10 | 株式会社大和証券グループ本社 | Investment simulation system and method, and program |
US8051000B2 (en) * | 2007-11-06 | 2011-11-01 | Fmr Llc | Trade strategy monitor platform |
WO2009070811A1 (en) * | 2007-11-30 | 2009-06-04 | Credit Suisse Securities (Usa) Llc | A computer system and method for generating and maintaining a financial benchmark |
WO2010000487A1 (en) * | 2008-07-03 | 2010-01-07 | Thetaris Gmbh | Apparatus for energy-efficient estimation of a yield of a financial product |
US20100153300A1 (en) * | 2008-07-11 | 2010-06-17 | Logical Information Machines, Inc. | Derivative trading strategy backtesting machine |
JP2010113611A (en) * | 2008-11-07 | 2010-05-20 | Win Consul:Kk | Financial product simulation program and financial product simulation system |
US8458076B1 (en) * | 2009-03-03 | 2013-06-04 | Morgan Stanley | System and method for calibrating a surface that requires smoothness |
US8533089B1 (en) * | 2009-12-02 | 2013-09-10 | Axioma, Inc. | Methodology and process for constructing factor indexes |
AU2011203381A1 (en) * | 2010-01-04 | 2012-08-16 | Superderivatives, Inc. | Device, method and system of pricing financial instruments |
-
2011
- 2011-10-10 SG SG10201508393WA patent/SG10201508393WA/en unknown
- 2011-10-10 WO PCT/IB2011/054460 patent/WO2012049613A2/en active Application Filing
- 2011-10-10 US US13/878,565 patent/US20130275337A1/en not_active Abandoned
- 2011-10-10 AU AU2011315132A patent/AU2011315132A1/en not_active Abandoned
- 2011-10-10 SG SG2013026695A patent/SG189340A1/en unknown
- 2011-10-10 JP JP2013532311A patent/JP2013544389A/en active Pending
- 2011-10-10 CA CA2814132A patent/CA2814132A1/en not_active Abandoned
- 2011-10-10 EP EP11832208.0A patent/EP2625662A4/en not_active Withdrawn
-
2013
- 2013-04-10 IL IL225682A patent/IL225682A/en active IP Right Grant
-
2015
- 2015-08-25 US US14/834,572 patent/US20160117706A1/en not_active Abandoned
Also Published As
Publication number | Publication date |
---|---|
SG189340A1 (en) | 2013-05-31 |
JP2013544389A (en) | 2013-12-12 |
WO2012049613A3 (en) | 2012-09-07 |
AU2011315132A1 (en) | 2013-05-02 |
CA2814132A1 (en) | 2012-04-19 |
WO2012049613A2 (en) | 2012-04-19 |
US20130275337A1 (en) | 2013-10-17 |
IL225682A0 (en) | 2013-06-27 |
EP2625662A4 (en) | 2014-04-16 |
US20160117706A1 (en) | 2016-04-28 |
EP2625662A2 (en) | 2013-08-14 |
IL225682A (en) | 2017-07-31 |
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