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...
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Patent |
| Sprache: | eng |
| Schlagworte: | |
| Online-Zugang: | Volltext bestellen |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| container_end_page | |
|---|---|
| container_issue | |
| container_start_page | |
| container_title | |
| container_volume | |
| creator | BORKOVEC MILAN MITTAL HITESH KARTINEN SCOTT J |
| description | 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. |
| format | Patent |
| fullrecord | <record><control><sourceid>epo_EVB</sourceid><recordid>TN_cdi_epo_espacenet_US2013091072A1</recordid><sourceformat>XML</sourceformat><sourcesystem>PC</sourcesystem><sourcerecordid>US2013091072A1</sourcerecordid><originalsourceid>FETCH-epo_espacenet_US2013091072A13</originalsourceid><addsrcrecordid>eNrjZIh19HH3D_IM8fBVcPMPUgjwDw7RDQlydHFVcPRz9IkM9gwGMlxAcr6hPo4hnv5-Cv5uCv4BIZ6-nlGuLgrBQMUhru6RYN3BoU7BroGhrn4hCmAzgnkYWNMSc4pTeaE0N4Oym2uIs4duakF-fGpxQWJyal5qSXxosJGBobGBpaGBuZGjoTFxqgDuwDP4</addsrcrecordid><sourcetype>Open Access Repository</sourcetype><iscdi>true</iscdi><recordtype>patent</recordtype></control><display><type>patent</type><title>ALGORITHM FOR POST-TRADE ANALYSIS AND FORMULATION OF OPTIMIZED STRATEGY FOR SUBSEQUENT TRADES</title><source>esp@cenet</source><creator>BORKOVEC MILAN ; MITTAL HITESH ; KARTINEN SCOTT J</creator><creatorcontrib>BORKOVEC MILAN ; MITTAL HITESH ; KARTINEN SCOTT J</creatorcontrib><description>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.</description><language>eng</language><subject>CALCULATING ; COMPUTING ; COUNTING ; DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FORADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORYOR FORECASTING PURPOSES ; PHYSICS ; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE,COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTINGPURPOSES, NOT OTHERWISE PROVIDED FOR</subject><creationdate>2013</creationdate><oa>free_for_read</oa><woscitedreferencessubscribed>false</woscitedreferencessubscribed></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><linktohtml>$$Uhttps://worldwide.espacenet.com/publicationDetails/biblio?FT=D&date=20130411&DB=EPODOC&CC=US&NR=2013091072A1$$EHTML$$P50$$Gepo$$Hfree_for_read</linktohtml><link.rule.ids>230,308,780,885,25564,76547</link.rule.ids><linktorsrc>$$Uhttps://worldwide.espacenet.com/publicationDetails/biblio?FT=D&date=20130411&DB=EPODOC&CC=US&NR=2013091072A1$$EView_record_in_European_Patent_Office$$FView_record_in_$$GEuropean_Patent_Office$$Hfree_for_read</linktorsrc></links><search><creatorcontrib>BORKOVEC MILAN</creatorcontrib><creatorcontrib>MITTAL HITESH</creatorcontrib><creatorcontrib>KARTINEN SCOTT J</creatorcontrib><title>ALGORITHM FOR POST-TRADE ANALYSIS AND FORMULATION OF OPTIMIZED STRATEGY FOR SUBSEQUENT TRADES</title><description>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.</description><subject>CALCULATING</subject><subject>COMPUTING</subject><subject>COUNTING</subject><subject>DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FORADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORYOR FORECASTING PURPOSES</subject><subject>PHYSICS</subject><subject>SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE,COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTINGPURPOSES, NOT OTHERWISE PROVIDED FOR</subject><fulltext>true</fulltext><rsrctype>patent</rsrctype><creationdate>2013</creationdate><recordtype>patent</recordtype><sourceid>EVB</sourceid><recordid>eNrjZIh19HH3D_IM8fBVcPMPUgjwDw7RDQlydHFVcPRz9IkM9gwGMlxAcr6hPo4hnv5-Cv5uCv4BIZ6-nlGuLgrBQMUhru6RYN3BoU7BroGhrn4hCmAzgnkYWNMSc4pTeaE0N4Oym2uIs4duakF-fGpxQWJyal5qSXxosJGBobGBpaGBuZGjoTFxqgDuwDP4</recordid><startdate>20130411</startdate><enddate>20130411</enddate><creator>BORKOVEC MILAN</creator><creator>MITTAL HITESH</creator><creator>KARTINEN SCOTT J</creator><scope>EVB</scope></search><sort><creationdate>20130411</creationdate><title>ALGORITHM FOR POST-TRADE ANALYSIS AND FORMULATION OF OPTIMIZED STRATEGY FOR SUBSEQUENT TRADES</title><author>BORKOVEC MILAN ; MITTAL HITESH ; KARTINEN SCOTT J</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-epo_espacenet_US2013091072A13</frbrgroupid><rsrctype>patents</rsrctype><prefilter>patents</prefilter><language>eng</language><creationdate>2013</creationdate><topic>CALCULATING</topic><topic>COMPUTING</topic><topic>COUNTING</topic><topic>DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FORADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORYOR FORECASTING PURPOSES</topic><topic>PHYSICS</topic><topic>SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE,COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTINGPURPOSES, NOT OTHERWISE PROVIDED FOR</topic><toplevel>online_resources</toplevel><creatorcontrib>BORKOVEC MILAN</creatorcontrib><creatorcontrib>MITTAL HITESH</creatorcontrib><creatorcontrib>KARTINEN SCOTT J</creatorcontrib><collection>esp@cenet</collection></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext_linktorsrc</fulltext></delivery><addata><au>BORKOVEC MILAN</au><au>MITTAL HITESH</au><au>KARTINEN SCOTT J</au><format>patent</format><genre>patent</genre><ristype>GEN</ristype><title>ALGORITHM FOR POST-TRADE ANALYSIS AND FORMULATION OF OPTIMIZED STRATEGY FOR SUBSEQUENT TRADES</title><date>2013-04-11</date><risdate>2013</risdate><abstract>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.</abstract><oa>free_for_read</oa></addata></record> |
| fulltext | fulltext_linktorsrc |
| identifier | |
| ispartof | |
| issn | |
| language | eng |
| recordid | cdi_epo_espacenet_US2013091072A1 |
| source | esp@cenet |
| subjects | CALCULATING COMPUTING COUNTING DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FORADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORYOR FORECASTING PURPOSES PHYSICS SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE,COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTINGPURPOSES, NOT OTHERWISE PROVIDED FOR |
| title | ALGORITHM FOR POST-TRADE ANALYSIS AND FORMULATION OF OPTIMIZED STRATEGY FOR SUBSEQUENT TRADES |
| url | https://sfx.bib-bvb.de/sfx_tum?ctx_ver=Z39.88-2004&ctx_enc=info:ofi/enc:UTF-8&ctx_tim=2024-12-26T19%3A29%3A29IST&url_ver=Z39.88-2004&url_ctx_fmt=infofi/fmt:kev:mtx:ctx&rfr_id=info:sid/primo.exlibrisgroup.com:primo3-Article-epo_EVB&rft_val_fmt=info:ofi/fmt:kev:mtx:patent&rft.genre=patent&rft.au=BORKOVEC%20MILAN&rft.date=2013-04-11&rft_id=info:doi/&rft_dat=%3Cepo_EVB%3EUS2013091072A1%3C/epo_EVB%3E%3Curl%3E%3C/url%3E&disable_directlink=true&sfx.directlink=off&sfx.report_link=0&rft_id=info:oai/&rft_id=info:pmid/&rfr_iscdi=true |