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APPARATUSES, METHODS AND SYSTEMS FOR A MARGINAL CONTRIBUTION TO PERFORMANCE PLATFORM
APPARATUSES, METHODS AND SYSTEMS FOR A MARGINAL CONTRIBUTION TO PERFORMANCE PLATFORM
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机译：用于对性能平台进行边际贡献的装置，方法和系统
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摘要
The APPARATUSES, METHODS AND SYSTEMS FOR A MARGINAL CONTRIBUTION TO PERFORMANCE PLATFORM (“MCP PLATFORM”) brings about significant advances in the utility and efficacy of algorithmic trading. In one embodiment, the MCP Platform facilitates optimized trading of financial instruments by employing an optimization framework that extends down to the order-placement level. The MCP Platform may minimize a total, generalized cost associated with a trade by separating the overall optimization problem into current order placement decisions and future order placement decisions. Future order placement decisions may then be evaluated analytically and the current order placement decisions evaluated numerically to effectively reduce the dimensionality of the optimization problem and allow optimization to be performed in a relatively short period of time.
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