Invention Grant
- Patent Title: Calculation of a price of a security based on volatility detection
- Patent Title (中): 基于波动率检测计算安全价格
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Application No.: US12255154Application Date: 2008-10-21
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Publication No.: US09026470B2Publication Date: 2015-05-05
- Inventor: Adam Nunes , Charles Mack , Constantine Sokoloff
- Applicant: Adam Nunes , Charles Mack , Constantine Sokoloff
- Applicant Address: US NY New York
- Assignee: The NASDAQ OMX Group, Inc.
- Current Assignee: The NASDAQ OMX Group, Inc.
- Current Assignee Address: US NY New York
- Agency: Nixon & Vanderhye P.C.
- Main IPC: G06Q40/00
- IPC: G06Q40/00 ; G06Q40/04 ; G06Q40/06 ; G06Q40/02
Abstract:
Amongst other things, a computer implemented method for releasing a security for trading in a trading venue includes determining volatility in prices of quotations for a security before the security is released for trading; comparing the determined volatility to a volatility threshold; calculating an adjusted price of the quotations based on the output of the determined volatility in the prices; sending a message to release the security for trading, with the security having the adjusted price that is based on the outcome of comparing.
Public/Granted literature
- US20100100500A1 Calculation of a Price of a Security Based on Volatility Detection Public/Granted day:2010-04-22
Information query
