Invention Grant
- Patent Title: Automated trading system and methodology for realtime identification of statistical arbitrage market opportunities
- Patent Title (中): 自动交易系统和方法实时识别统计套利市场机会
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Application No.: US14020986Application Date: 2013-09-09
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Publication No.: US08719150B2Publication Date: 2014-05-06
- Inventor: Remington John Sutton
- Applicant: Remington John Sutton
- Agency: Van Dyke Law
- Agent Raymond Van Dyke
- Main IPC: G06Q40/00
- IPC: G06Q40/00 ; G06Q40/04
Abstract:
A program for identifying and automatically acting on statistical arbitrage opportunities between related equities and contracts. The present invention describes an improved technique to perform statistical-pairs arbitraging in a dynamic marketplace with less risk than prior art approaches. The present invention employs an array of recent data and performance ratios involving bid and ask prices for correlated items, such as stocks.
Public/Granted literature
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