Data processing: financial – business practice – management – or co – Automated electrical financial or business practice or... – Finance
Reexamination Certificate
2011-08-02
2011-08-02
Havan, Thu-Thao (Department: 3695)
Data processing: financial, business practice, management, or co
Automated electrical financial or business practice or...
Finance
Reexamination Certificate
active
07991671
ABSTRACT:
The disclosed embodiments utilize hedge ratios to determine the optimal hedge ratio and associated scanning spread. This tells traders what ratios of the quantities of products they should have in their portfolio in order to maintain the status of the portfolios as delta neutral, i.e. be delta hedged, and receive optimal margin credits therefore.
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Glinberg Dmitriy
Hadi Muhammed
Patel Ketan
Stephen Amy
Chicago Mercantile Exchange Inc.
Havan Thu-Thao
Lempia Summerfield Katz LLC
Liu Chia Yi
LandOfFree
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