Invention Grant
- Patent Title: Method and apparatus for improved electronic trading
- Patent Title (中): 改进电子交易的方法和装置
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Application No.: US12285394Application Date: 2008-10-03
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Publication No.: US08744952B2Publication Date: 2014-06-03
- Inventor: David Walter Mortimer , Scott Charles Larison
- Applicant: David Walter Mortimer , Scott Charles Larison
- Applicant Address: US CA Culver City
- Assignee: ITG Software Solutions, Inc.
- Current Assignee: ITG Software Solutions, Inc.
- Current Assignee Address: US CA Culver City
- Agency: Rothwell, Figg, Ernst & Manbeck, P.C.
- Main IPC: G06Q40/04
- IPC: G06Q40/04
Abstract:
A method and apparatus for outputting data that represents the change in value of an options premium that would have resulted if the options traded in a direct linear volume relationship with its underlying security is provided. Input values utilized include a delta value, a gamma value, a value-weighted average price of an underlying stock, a reference price of the underlying stock, and an original order premium value.
Public/Granted literature
- US20090094151A1 Method and apparatus for improved electronic trading Public/Granted day:2009-04-09
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