ALGORITHM FOR POST-TRADE ANALYSIS AND FORMULATION OF OPTIMIZED STRATEGY FOR SUBSEQUENT TRADES

A computer-implemented system and method for using market data and analysis of previous trades to improve return on investment in one or more future trades. Historical trading data relating to a fund is collected and used to identify an alpha profile of the fund. Outcomes of a plurality of strategie...

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Bibliographische Detailangaben
Hauptverfasser: BORKOVEC MILAN, MITTAL HITESH, KARTINEN SCOTT J
Format: Patent
Sprache:eng
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Beschreibung
Zusammenfassung:A computer-implemented system and method for using market data and analysis of previous trades to improve return on investment in one or more future trades. Historical trading data relating to a fund is collected and used to identify an alpha profile of the fund. Outcomes of a plurality of strategies for trading a security are simulated based on the identified alpha profile, and an optimized trading strategy is determined based on the results of the simulations.