DETERMINATION OF IMPLIED ORDERS IN A TRADE MATCHING SYSTEM

A computer implemented method for determining implied orders in an electronic trading system is provided. The method comprises receiving a first set of one or more real orders, wherein the orders are not tradable against each other. One or more implied orders are identified within the first set of r...

Ausführliche Beschreibung

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Bibliographische Detailangaben
Hauptverfasser: Sedlin, Aleksandr, Milne, Andrew
Format: Patent
Sprache:eng
Schlagworte:
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