公开(公告)号：US20110218935A1

公开(公告)日：2011-09-08

申请号：US13042052

申请日：2011-03-07

Applicant: John KROWAS ,  Ian DOMOWITZ

Inventor： John KROWAS ,  Ian DOMOWITZ

IPC: G06Q40/00

CPC classification number: G06Q40/04 ,  G06Q40/06 ,  G06Q40/08

Abstract: A method and computer program product for minimizing short-term risk to a portfolio of securities holdings during implementation of executing an outstanding trade list of securities to be traded, takes into account covariances between securities in the outstanding trade list and between securities in the outstanding trade list and securities in the portfolio of holdings so as to minimize risk to the portfolio of holdings as well as to a residual trade list of unexecuted orders during said implementation.

Abstract translation: 一种方法和计算机程序产品，用于在实施执行待交易的证券交易名单期间将证券持有量的短期风险降到最低，考虑到未完成的交易名单中的证券与未完成交易中的证券之间的协方差 列表和证券，以尽量减少持有的投资组合的风险，以及在执行期间剩余的未执行订单的交易清单。

公开(公告)号：US20110276464A1

公开(公告)日：2011-11-10

申请号：US13185929

申请日：2011-07-19

Applicant: Yossef BRANDES ,  Ian DOMOWITZ ,  Milan BORKOVEC ,  Jian YANG ,  Robert D. SINCLAIR ,  Vitaly SERBIN

Inventor： Yossef BRANDES ,  Ian DOMOWITZ ,  Milan BORKOVEC ,  Jian YANG ,  Robert D. SINCLAIR ,  Vitaly SERBIN

IPC: G06Q40/00

CPC classification number: G06Q40/04 ,  G06Q10/04 ,  G06Q40/00 ,  G06Q40/06 ,  G06Q40/08

Abstract: A trading platform computer system for detecting an abnormal trading condition of a security uses real-time and estimated values of one or more variables associated with the condition of the security to generate one or more analytic metrics that are compared to empirical distributions based on one or more peer groups for the security. An indicator can then be displayed to a trader as an indication of the abnormal condition.

Abstract translation: 用于检测安全性的异常交易状态的交易平台计算机系统使用与安全性条件相关联的一个或多个变量的实时和估计值来生成一个或多个分析度量，其与基于一个或多个 更多的同行群体为安全。 然后可以向交易者显示指示符作为异常状况的指示。

公开(公告)号：US20130110695A1

公开(公告)日：2013-05-02

申请号：US13283046

申请日：2011-10-27

Applicant: Ian DOMOWITZ ,  Sabitha ARPUTHAM ,  Brian KIERNAN ,  Kevin O'CONNOR

Inventor： Ian DOMOWITZ ,  Sabitha ARPUTHAM ,  Brian KIERNAN ,  Kevin O'CONNOR

IPC: G06Q40/04

CPC classification number: G06Q40/04

Abstract: The present invention relates generally to electronic trading systems. More particularly, the present invention relates to systems and methods for providing, within an electronic trading process, real-time or near real-time pre- and post-trade analytics to assist traders make the decision of how to trade electronically a particular tradeable asset. Pre- and post-trade analytics can be displayed to a trader without affecting their workflow. Moreover, pre- and post-trade analytics can be used to make trading recommendations, to select or modify a trading strategy, to select and or modify trading destinations, brokers, algorithms or venues, and/or to automatically generate and transmit electronic trade orders or to effect trades.

公开(公告)号：US20120179597A1

公开(公告)日：2012-07-12

申请号：US13423553

申请日：2012-03-19

Applicant: Milan BORKOVEC ,  Ian DOMOWITZ ,  Mahmoud El-GAMAL ,  Hans G. HEIDLE ,  Aaron SCHWEIGER ,  Konstantin TYURIN

Inventor： Milan BORKOVEC ,  Ian DOMOWITZ ,  Mahmoud El-GAMAL ,  Hans G. HEIDLE ,  Aaron SCHWEIGER ,  Konstantin TYURIN

IPC: G06Q40/04

CPC classification number: G06Q40/04 ,  G06Q10/04 ,  G06Q40/06

Abstract: A system, method and computer program product are provided for forecasting the transaction costs of a trade using empirical data and user-defined modeling constraints based on real-time data regarding changes in market conditions. In preferred embodiments, the invention acts as a forecaster whereby it accepts inputs from customers and identifies real-time market analytics, and provides dynamically adjusted ex ante cost estimates and metrics for the prevailing market conditions. Specific cost estimation and optimization algorithms can be provided to model transaction costs of a specific trade based on empirical data and real-time variables.

Abstract translation: 提供了一种系统，方法和计算机程序产品，用于基于关于市场条件变化的实时数据，使用经验数据和用户定义的建模约束来预测交易的交易成本。 在优选实施例中，本发明作为预报员，其接收来自客户的输入并识别实时市场分析，并为现行市场条件提供动态调整的事前成本估计和指标。 可以根据经验数据和实时变量提供具体的成本估算和优化算法来模拟特定交易的交易成本。

公开(公告)号：US20100268664A1

公开(公告)日：2010-10-21

申请号：US12424886

申请日：2009-04-16

Applicant: Milan BORKOVEC ,  Ian DOMOWITZ ,  Mahmoud EL-GAMAL ,  Hans G. HEIDLE ,  Aaron SCHWEIGER ,  Konstantin TYURIN

Inventor： Milan BORKOVEC ,  Ian DOMOWITZ ,  Mahmoud EL-GAMAL ,  Hans G. HEIDLE ,  Aaron SCHWEIGER ,  Konstantin TYURIN

IPC: G06Q40/00

CPC classification number: G06Q40/04 ,  G06Q10/04 ,  G06Q40/06

Abstract: A system, method and computer program product are provided for forecasting the transaction costs of a trade using empirical data and user-defined modeling constraints based on real-time data regarding changes in market conditions. In preferred embodiments, the invention acts as a forecaster whereby it accepts inputs from customers and identifies real-time market analytics, and provides dynamically adjusted ex ante cost estimates and metrics for the prevailing market conditions. Specific cost estimation and optimization algorithms can be provided to model transaction costs of a specific trade based on empirical data and real-time variables.

Abstract translation: 提供了一种系统，方法和计算机程序产品，用于基于关于市场条件变化的实时数据，使用经验数据和用户定义的建模约束来预测交易的交易成本。 在优选实施例中，本发明作为预报员，其接收来自客户的输入并识别实时市场分析，并为现行市场条件提供动态调整的事前成本估计和指标。 可以根据经验数据和实时变量提供具体的成本估算和优化算法来模拟特定交易的交易成本。

公开(公告)号：US20080183638A1

公开(公告)日：2008-07-31

申请号：US11955078

申请日：2007-12-12

Applicant: Michael CHIGIRINSKIY ,  Vitaly SERBIN ,  Leonid Alexander ZOSIN ,  Ananth MADHAVAN ,  Ian DOMOWITZ

Inventor： Michael CHIGIRINSKIY ,  Vitaly SERBIN ,  Leonid Alexander ZOSIN ,  Ananth MADHAVAN ,  Ian DOMOWITZ

IPC: G06Q40/00

CPC classification number: G06Q40/06

Abstract: Methods and systems for optimizing a plurality of portfolios, each portfolio including one or more shares of one or more tradable assets, and may include the steps of: receiving asset data associated with said plurality of said portfolios; receiving optimization constraints including at least one global constraint defining a constraint to be applied across an aggregate of the plurality of portfolios; receiving one or more objectives to be applied to individual portfolios during optimization; aggregating the optimized portfolio data to create aggregate optimized asset data; determining if the aggregate optimized asset data satisfies the global constraint; and only if said at least one global constraint is satisfied, outputting said optimized asset data.

Abstract translation: 用于优化多个投资组合的方法和系统，每个投资组合包括一个或多个可交易资产的一个或多个股份，并且可以包括以下步骤：接收与所述多个所述投资组合相关联的资产数据; 接收包括至少一个全局约束的优化约束，所述约束定义要跨越所述多个投资组合的聚合应用的约束; 在优化期间接收一个或多个应用于个人投资组合的目标; 聚合优化的投资组合数据以创建聚合优化的资产数据; 确定聚合优化资产数据是否满足全局约束; 并且仅当满足所述至少一个全局约束时才输出所述优化的资产数据。