WO2007127336A2 - Order management for electronic securities trading - Google Patents

Order management for electronic securities trading Download PDF

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Publication number
WO2007127336A2
WO2007127336A2 PCT/US2007/010181 US2007010181W WO2007127336A2 WO 2007127336 A2 WO2007127336 A2 WO 2007127336A2 US 2007010181 W US2007010181 W US 2007010181W WO 2007127336 A2 WO2007127336 A2 WO 2007127336A2
Authority
WO
WIPO (PCT)
Prior art keywords
order
account
task
centric
pipeline
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.)
Ceased
Application number
PCT/US2007/010181
Other languages
English (en)
French (fr)
Other versions
WO2007127336A3 (en
Inventor
Bevan Jacob Brookfield
Stuart Townsend
Current Assignee (The listed assignees may be inaccurate. Google has not performed a legal analysis and makes no representation or warranty as to the accuracy of the list.)
Towsend Analytics Ltd
Lehman Brothers Inc
Original Assignee
Towsend Analytics Ltd
Lehman Brothers Inc
Priority date (The priority date 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 date listed.)
Filing date
Publication date
Application filed by Towsend Analytics Ltd, Lehman Brothers Inc filed Critical Towsend Analytics Ltd
Priority to JP2009507811A priority Critical patent/JP5414520B2/ja
Priority to EP07776301A priority patent/EP2024924A4/en
Publication of WO2007127336A2 publication Critical patent/WO2007127336A2/en
Publication of WO2007127336A3 publication Critical patent/WO2007127336A3/en
Anticipated expiration legal-status Critical
Ceased legal-status Critical Current

Links

Classifications

    • 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
    • G06F—ELECTRIC DIGITAL DATA PROCESSING
    • G06F9/00—Arrangements for program control, e.g. control units
    • G06F9/06—Arrangements for program control, e.g. control units using stored programs, i.e. using an internal store of processing equipment to receive or retain programs
    • G06F9/46—Multiprogramming arrangements
    • G06F9/52—Program synchronisation; Mutual exclusion, e.g. by means of semaphores
    • 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

Definitions

  • a further aspect of the invention has the pre-trade operation responsible for computing a Credit at Risk (CAR) and a Value at Risk (VAR). These two components are used to determine a risk factor associated with an impending trade decision by a user. The user can then decide whether or not to go through with placing the trade for execution into the financial market exchange based on the risk factors computed.
  • CAR Credit at Risk
  • VAR Value at Risk
  • embodiments of the present invention are able to process compound orders.
  • Compound orders may be used to create and execute a synthetic spread that is not implemented as a single symbol by an exchange.
  • the spread may be a two-legged spread or more complex multi-legged spreads such as a Butterfly.
  • a compound order may be used to execute Order-Cancels-Order, Order-Send- Order, Covered Calls, and Baskets.
  • a compound order type serves as an aggregation point for all the suborders that make up the compound order. Each suborder is characterized by a linkage type and cancellation type to the compound order.
  • the linkage type defines the type of compound order, such as for example, a synthetic spread.

Landscapes

  • Engineering & Computer Science (AREA)
  • Business, Economics & Management (AREA)
  • Theoretical Computer Science (AREA)
  • Physics & Mathematics (AREA)
  • Accounting & Taxation (AREA)
  • Finance (AREA)
  • General Physics & Mathematics (AREA)
  • Economics (AREA)
  • Technology Law (AREA)
  • Strategic Management (AREA)
  • General Business, Economics & Management (AREA)
  • Marketing (AREA)
  • Development Economics (AREA)
  • Software Systems (AREA)
  • General Engineering & Computer Science (AREA)
  • Financial Or Insurance-Related Operations Such As Payment And Settlement (AREA)
PCT/US2007/010181 2006-04-28 2007-04-27 Order management for electronic securities trading Ceased WO2007127336A2 (en)

Priority Applications (2)

Application Number Priority Date Filing Date Title
JP2009507811A JP5414520B2 (ja) 2006-04-28 2007-04-27 電子証券取引のための注文管理システム及び方法
EP07776301A EP2024924A4 (en) 2006-04-28 2007-04-27 ORDER MANAGEMENT SYSTEM AND METHOD FOR NEGOTIATING ELECTRONIC VALUES

Applications Claiming Priority (4)

Application Number Priority Date Filing Date Title
US79608306P 2006-04-28 2006-04-28
US60/796,083 2006-04-28
US11/740,609 US7752123B2 (en) 2006-04-28 2007-04-26 Order management system and method for electronic securities trading
US11/740,609 2007-04-26

Publications (2)

Publication Number Publication Date
WO2007127336A2 true WO2007127336A2 (en) 2007-11-08
WO2007127336A3 WO2007127336A3 (en) 2008-10-16

Family

ID=38656198

Family Applications (1)

Application Number Title Priority Date Filing Date
PCT/US2007/010181 Ceased WO2007127336A2 (en) 2006-04-28 2007-04-27 Order management for electronic securities trading

Country Status (4)

Country Link
US (1) US7752123B2 (enExample)
EP (1) EP2024924A4 (enExample)
JP (1) JP5414520B2 (enExample)
WO (1) WO2007127336A2 (enExample)

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