SYSTEM AND METHOD FOR PROCESSING A TRADE ORDER

    公开(公告)号:US20230196463A1

    公开(公告)日:2023-06-22

    申请号:US18113263

    申请日:2023-02-23

    发明人: David R. Wender

    IPC分类号: G06Q40/04 G06Q40/06

    CPC分类号: G06Q40/04 G06Q40/06

    摘要: Systems and apparatus for processing a trade order include a computer configured for receiving market data for a financial asset, receiving pricing parameters and receiving proposed order quantity and price data. The computer is further configured for constructing proposed trades based on the proposed order quantity and price data, and for calculating a theoretical price for the financial asset based on the market data, pricing parameters as well as the proposed order price data. In addition, the computer is configured for comparing the constructed trades with the theoretical price, and displaying market data indicators relative to the theoretical price indicators based on the comparison.

    Advisory thresholds and alerts for managing position concentration risk

    公开(公告)号:US11669906B2

    公开(公告)日:2023-06-06

    申请号:US17876655

    申请日:2022-07-29

    IPC分类号: G06Q40/06

    CPC分类号: G06Q40/06

    摘要: Management of a position concentration risk of an account includes the establishment of a threshold level for an aggregate trader position. The aggregate trader position may be associated with one or more customer accounts that are managed by one or more clearing firms. An actual parameter value associated with each of the customer accounts is aggregated to determine an aggregate parameter value, which is compared against the established threshold value. If, based on the comparison between the aggregate parameter value and the established threshold value, it is determined that the aggregate parameter value meets or exceeds the established threshold value, an advisory alert is generated, which may be automatic. The advisory alert is then communicated or otherwise provided to one or more authorized entities.

    SYSTEMS AND METHODS FOR CONVERTING LIVE WEATHER DATA TO WEATHER INDEX FOR OFFSETTING WEATHER RISK

    公开(公告)号:US20220383418A1

    公开(公告)日:2022-12-01

    申请号:US17872390

    申请日:2022-07-25

    摘要: Systems and methods for converting live weather data to a weather index for offsetting weather risk. Weather data source systems generate one or more weather data streams that include weather forecast model and observations data. A data distribution system receives a weather index request, identifies at least one instrument and at least one location associated with the request. Weather risk indication data is extracted among the weather data streams associated with the identified location based on predefined parameters associated with the identified instrument. The extracted data is converted into a set of weather index values corresponding to the location, based on a predetermined algorithm associated with the identified instrument. A weather index presentation package is generated that includes the set of weather index values for distribution to at least one user device. The weather index presentation package being distributed is updated concurrent with changes to weather risk indication data.

    Systems and methods to implement an exchange messaging policy

    公开(公告)号:US11315184B2

    公开(公告)日:2022-04-26

    申请号:US17487084

    申请日:2021-09-28

    IPC分类号: G06F13/00 G06Q40/04

    摘要: Systems for and methods of evaluating messaging, comprising, receiving, via at least one server device, one or more messages, and said at least one server device processing at least one of the one or more messages by grading content included in said at least one message, applying a weighting factor to said at least one message according to said grading, thereby determining a weighted message count for said at least one message, aggregating the weighted message count for said at least one message, and initiating an action if the aggregated weighted message count meets or exceeds a predetermined count threshold.

    MULTI-SIGNATURE VERIFICATION NETWORK

    公开(公告)号:US20210374733A1

    公开(公告)日:2021-12-02

    申请号:US17400236

    申请日:2021-08-12

    发明人: Jerry Perullo

    摘要: Systems and methods for authorizing a blockchain transaction. A verification network receives a transaction request for the blockchain transaction from a payer device including a first signature generated by a first private key associated with a payer. The verification network broadcasts a verification request to verification system(s) which assess pre-agreed threshold parameters. If the parameter(s) are satisfied, at least one verification system perfects the transaction by generating a second signature using a second private key, and broadcasts the transaction to the blockchain network. If the parameter(s) are not satisfied, verification offer(s) from among the verification system(s) including the second signature(s) are used to prompt the payer device to confirm the blockchain transaction by selecting at least one of the offer(s). The verification network receives selected offer(s) from the payer device and broadcasts the transaction to the blockchain network, in accordance with the selected offer(s) and the transaction request.

    Integrated weather graphical user interface

    公开(公告)号:US11170390B2

    公开(公告)日:2021-11-09

    申请号:US17186122

    申请日:2021-02-26

    IPC分类号: G06F3/0482 G01W1/00 G06Q30/02

    摘要: Data integration and distribution systems. A system includes a graphical user interface (GUI). Weather and market data are collected. A weather symbology including symbol elements linked to segments of the collected weather data and rules for generating weather symbology instructions are stored. The GUI is generated for display on a user device. A weather symbology instruction is determined based on at least one requested symbol element indicated in a weather data request and the rules. A weather forecast dataset is created from among the collected weather data based on the weather symbology instruction. A presentation package including the weather forecast dataset and the collected market data is generated such that the weather forecast dataset is integrated with the collected market data. The presentation package is presented on the GUI and updated concurrent with changes at least one of the weather data, the market data and user input.

    Advisory thresholds and alerts for managing position concentration risk

    公开(公告)号:US11113763B2

    公开(公告)日:2021-09-07

    申请号:US17232496

    申请日:2021-04-16

    IPC分类号: G06Q40/06

    摘要: Management of a position concentration risk of an account includes the establishment of a threshold level for an aggregate trader position. The aggregate trader position may be associated with one or more customer accounts that are managed by one or more clearing firms. An actual parameter value associated with each of the customer accounts is aggregated to determine an aggregate parameter value, which is compared against the established threshold value. If, based on the comparison between the aggregate parameter value and the established threshold value, it is determined that the aggregate parameter value meets or exceeds the established threshold value, an advisory alert is generated, which may be automatic. The advisory alert is then communicated or otherwise provided to one or more authorized entities.

    SYSTEMS AND METHODS TO IMPLEMENT AN EXCHANGE MESSAGING POLICY

    公开(公告)号:US20210224906A1

    公开(公告)日:2021-07-22

    申请号:US17225575

    申请日:2021-04-08

    IPC分类号: G06Q40/04

    摘要: Systems for and methods of evaluating messaging, comprising, receiving, via at least one server device, one or more messages, and said at least one server device processing at least one of the one or more messages by grading content included in said at least one message, applying a weighting factor to said at least one message according to said grading, thereby determining a weighted message count for said at least one message, aggregating the weighted message count for said at least one message, and initiating an action if the aggregated weighted message count meets or exceeds a predetermined count threshold.

    Multi-signature verification network

    公开(公告)号:US11004068B2

    公开(公告)日:2021-05-11

    申请号:US17003044

    申请日:2020-08-26

    发明人: Jerry Perullo

    摘要: Systems and methods for authorizing a blockchain transaction. A verification network receives a transaction request for the blockchain transaction from a payer device including a first signature generated by a first private key associated with a payer. The verification network broadcasts a verification request to verification system(s) which assess pre-agreed threshold parameters. If the parameter(s) are satisfied, at least one verification system perfects the transaction by generating a second signature using a second private key, and broadcasts the transaction to the blockchain network. If the parameter(s) are not satisfied, verification offer(s) from among the verification system(s) including the second signature(s) are used to prompt the payer device to confirm the blockchain transaction by selecting at least one of the offer(s). The verification network receives selected offer(s) from the payer device and broadcasts the transaction to the blockchain network, in accordance with the selected offer(s) and the transaction request.