Invention Grant
- Patent Title: Method and system for providing automatic execution of gray box strategies for electronic trading
- Patent Title (中): 提供自动执行电子交易的灰盒策略的方法和系统
-
Application No.: US12898833Application Date: 2010-10-06
-
Publication No.: US08589280B2Publication Date: 2013-11-19
- Inventor: Leslie Rosenthal , J. Robert Collins
- Applicant: Leslie Rosenthal , J. Robert Collins
- Applicant Address: US IL Chicago
- Assignee: Rosenthal Collins Group, LLC
- Current Assignee: Rosenthal Collins Group, LLC
- Current Assignee Address: US IL Chicago
- Agency: Marshall, Gerstein & Borun LLP
- Main IPC: G06Q40/00
- IPC: G06Q40/00

Abstract:
A method and system for providing automatic execution of gray box trading strategies for electronic trading. A gray box trading entity is created from two or more real or synthetic trading entities including real or synthetic contracts or financial instruments. The gray box trading entity includes a black box portion (automatic trade execution) and a white box portion (manual trade execution). An electronic trader selects trades for black box and white box trades in the gray box trading entity. The trades can be dynamically changed. Selected trades for gray box trading entity are automatically traded with a black box trading entity on one or more electronic trading exchanges while a trader is prompted to manually execute selected other trades for the gray box trading entity with a white box trading entity.
Public/Granted literature
- US20110035308A1 METHOD AND SYSTEM FOR PROVIDING AUTOMATIC EXECUTION OF GRAY BOX STRATEGIES FOR ELECTRONIC TRADING Public/Granted day:2011-02-10
Information query