Data processing: financial – business practice – management – or co – Automated electrical financial or business practice or... – Finance
Reexamination Certificate
2009-06-17
2010-12-14
Kalinowski, Alexander (Department: 3691)
Data processing: financial, business practice, management, or co
Automated electrical financial or business practice or...
Finance
C705S03600T, C705S037000
Reexamination Certificate
active
07853504
ABSTRACT:
A system and method are provided for defining slop parameters to an individual spread order or a customized group of orders. The system and method may be used to, for example, define inside slop, outside slop, and/or adjustable range parameters to one or more orders. The inside slop, outside slop, and/or adjustable range parameters may be input by a trader, and, among other things, allow a trader to prioritize orders, set parameters so that some orders are re-priced more aggressively than other spread orders. Alternatively, slop parameters associated with a spread order may also apply more restrictive slop parameters to orders within the same adjustable range. Slop parameters associated with a spread order can also be configured and modified by a trader based on the trader's preferences. Other features and advantages are described herein.
REFERENCES:
patent: 6408282 (2002-06-01), Buist
patent: 6772132 (2004-08-01), Kemp, II et al.
patent: 6850907 (2005-02-01), Lutnick et al.
patent: 7035819 (2006-04-01), Gianakouros et al.
patent: 7085738 (2006-08-01), Tarrant
patent: 7113924 (2006-09-01), Fishbain
patent: 7127424 (2006-10-01), Kemp, II et al.
patent: 7251629 (2007-07-01), Marynowski et al.
patent: 7389268 (2008-06-01), Kemp, II et al.
patent: 7437325 (2008-10-01), Kemp et al.
patent: 7590576 (2009-09-01), Zagara et al.
patent: 2003/0236737 (2003-12-01), Kemp, II et al.
patent: 2004/0193526 (2004-09-01), Singer et al.
patent: 2005/0203826 (2005-09-01), Farrell et al.
Chaput, J. Scott; Ederington, Louis H.; Option Spread and Combination Trading; 2003; Journal of Derivatives; vol. 10; No. 4; pp. 70-88.
Nematnejad, Aaron; The TED spread trade; illustration of the analytics using Bloomberg; Jan. 2003; YieldCurve.com.
Zhao, Feng; Essays on Derivatives and Risk Management; 2004; Cornell University; Ph.D. Dissertation.
Singer Scott F.
Zagara Thomas R.
Kalinowski Alexander
Kanervo Virpi H
McDonnell Boehnen & Hulbert & Berghoff LLP
Trading Technologies International Inc.
LandOfFree
System and method for regulating order entry in an... does not yet have a rating. At this time, there are no reviews or comments for this patent.
If you have personal experience with System and method for regulating order entry in an..., we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and System and method for regulating order entry in an... will most certainly appreciate the feedback.
Profile ID: LFUS-PAI-O-4176047