首页> 外国专利> SYSTEM AND METHOD FOR CALCULATING AND DISPLAYING PROFITABILITY AND A MARKET RISK PROFILE FOR A PROPOSED TRADE ORDER

SYSTEM AND METHOD FOR CALCULATING AND DISPLAYING PROFITABILITY AND A MARKET RISK PROFILE FOR A PROPOSED TRADE ORDER

机译:计算和显示拟定交易订单的概率和市场风险特征的系统和方法

摘要

A method for processing a trade order includes a computer receiving a marketdata fora financial asset, receiving pricing parameters and receiving proposed orderquantity and pricedata. The method further includes constructing, by a computer, proposed tradesbased on theproposed order quantity and price data. The method further includescalculating, by a computer,a theoretical price for the financial asset based on the market data, pricingparameters as well asthe proposed order price data. The method further includes comparing theconstructed tradeswith the theoretical price. The method further includes displaying market dataindicators relativeto the theoretical price indicators based on the performed comparison.
机译:一种处理交易指令的方法,包括计算机接收市场数据金融资产,接收定价参数并接收建议的订单数量和价格数据。该方法还包括通过计算机构造建议的交易基于建议的订单数量和价格数据。该方法还包括用计算机计算基于市场数据的金融资产的理论价格,定价参数以及建议的订单价格数据。该方法还包括比较构造交易与理论价格。该方法还包括显示市场数据相对指标根据执行的比较得出的理论价格指标。

著录项

  • 公开/公告号CA2842636A1

    专利类型

  • 公开/公告日2014-09-13

    原文格式PDF

  • 申请/专利权人 INTERCONTINENTALEXCHANGE INC.;

    申请/专利号CA20142842636

  • 发明设计人 WENDER DAVID R.;

    申请日2014-02-13

  • 分类号G06Q40/04;

  • 国家 CA

  • 入库时间 2022-08-21 15:54:24

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