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1. 发明授权

US08874500B2 Rule based processing system and method for identifying events 有权
标题翻译：基于规则的处理系统和识别事件的方法
公开(公告)号：US08874500B2
公开(公告)日：2014-10-28
申请号：US12639381
申请日：2009-12-16
申请人： Daniel Sandholdt , Erick Berkowitz
发明人： Daniel Sandholdt , Erick Berkowitz
IPC分类号： G06N5/00 , G06F1/00 , G06Q10/06
CPC分类号： G06Q10/06
摘要： The present invention generally relates to a computerized system and method for creating, optimizing, and using a rules processing system that evaluates multiple rules against facts and events and detects, identifies, reacts to, and reports on events of interest. Events of interest may pertain to any subject matter, and in an embodiment, relate to securities (e.g., stocks, bonds, etc.) transactions. The system and method of the present invention also identifies patterns in large data sets using dynamically changing rules, and as a result, makes the processing and use of rules more efficient.
摘要翻译：本发明一般涉及一种用于创建，优化和使用规则处理系统的计算机化系统和方法，所述规则处理系统针对事实和事件评估多个规则，并且检测，识别，响应和报告感兴趣的事件。利益事件可能涉及任何主题事项，而且在一个实施例中涉及证券（例如股票，债券等）交易。本发明的系统和方法还使用动态变化的规则来识别大数据集中的模式，结果使得规则的处理和使用更有效率。

2. 发明授权

US08793175B2 Method for executing a single tranche synthetic ABS derivative transaction 有权
标题翻译：执行单次合成ABS衍生交易的方法
公开(公告)号：US08793175B2
公开(公告)日：2014-07-29
申请号：US12831423
申请日：2010-07-07
申请人： Jonathan Lai , Jeong Gu Lee
发明人： Jonathan Lai , Jeong Gu Lee
IPC分类号： G06Q40/00
CPC分类号： G06Q40/06
摘要： A Single Tranche Synthetic ABS product designed to replicate economics returns of structured finance collateralized debt obligations (SF CDO) securities, allow parties to express a leveraged and/or correlation view on a custom ABS portfolio by transferring a credit risk of a particular transacted tranche of a portfolio in swap format, and account for an available funds cap risk of the ABS securities within the underlying portfolio in a manner equivalent to a cash analog based on the same underlying portfolio with sequential pay structure.
摘要翻译：单一合成ABS产品旨在复制结构性融资抵押债务（SF CDO）证券的经济回报，允许各方通过转移特定交易部分的信用风险，对自定义ABS组合表达杠杆和/或相关性观点以交换形式组合，并以相当于基于具有连续薪酬结构的相同基础投资组合的现金模拟的方式考虑了基础投资组合中的可获得性有限责任公司证券的可用资金上限风险。

3. 发明申请

US20140114881A1 Systems and Methods for Portfolio Analysis 审中-公开
标题翻译：投资组合分析系统与方法
公开(公告)号：US20140114881A1
公开(公告)日：2014-04-24
申请号：US14041099
申请日：2013-09-30
申请人： Barclays Capital Inc.
发明人： Attilio Meucci
IPC分类号： G06Q40/06
CPC分类号： G06Q40/00 , G06Q40/06
摘要： In one aspect, the invention comprises a computer-implemented method comprising: (i) electronically receiving data describing one or more risk factors driving volatility of each of a plurality of securities comprised in a specified portfolio; (ii) for each of the plurality of securities, categorizing each of the risk factors as a random variable and identifying a distribution that best fits each risk factor's historical behavior; and generating a return distribution for the security, based on the best fit distributions; and (iii) aggregating the security return distributions to generate a return distribution for in the specified portfolio. Other aspects and embodiments comprise analogous software and computer systems.
摘要翻译：一方面，本发明包括一种计算机实现的方法，包括：（i）电子地接收描述一个或多个驱动指定组合中包含的多个证券中的每一个的波动性的风险因素的数据; （ii）对于每个多个证券，将每个风险因素分类为随机变量并且识别最适合每个风险因素的历史行为的分布; 并基于最佳拟合分布生成安全性的返回分配; 和（iii）汇总安全回报分配以产生指定投资组合的回报分配。其他方面和实施例包括类似的软件和计算机系统。

4. 发明申请

US20130241933A1 METHODS AND SYSTEMS FOR PROVIDING INTEREST RATE SIMULATION DISPLAYS 审中-公开
标题翻译：提供利率模拟显示的方法和系统
公开(公告)号：US20130241933A1
公开(公告)日：2013-09-19
申请号：US13750478
申请日：2013-01-25
申请人： BARCLAYS CAPITAL INC.
发明人： Husnu Kipcak , Michael Lawley , Kevin Thatcher
IPC分类号： G06Q40/06 , G06T11/20
CPC分类号： G06Q40/06 , G06Q40/00 , G06T11/206
摘要： In one aspect, the invention comprises a computer system comprising means for displaying on a computer screen a chart illustrating level and volatility of a projected accounting performance based on a plurality of possible future interest rates, wherein the chart comprises a 50th percentile line, a 95th percentile line, and a 5th percentile line, and wherein the 50th percentile line, 95th percentile line, and 5th percentile line represent probability distribution over time of the projected accounting performance. In various embodiments: (1) for each of the one or more vertical bars, the uppermost dot represents a 95% best case for projected accounting performance and the lowermost dot represents a 95% worst case for projected accounting performance; and (2) the projected accounting performance comprises one or more of: net interest margin, interest expense, interest income, and present value.
摘要翻译：在一个方面，本发明包括一种计算机系统，其包括用于在计算机屏幕上显示基于多个可能的未来利率来显示预计会计绩效的水平和波动性的图表的装置，其中所述图表包括第50百分位数线，第95 百分位数线和第五百分位数线，其中第50百分位数线，第95百分位数线和第五百分位线代表预计会计绩效随时间的概率分布。在各种实施例中：（1）对于一个或多个垂直条中的每一个，最上面的点表示预计会计性能的最佳情况的95％，最下面的点表示预计会计性能的最坏情况的95％。（2）预计会计业绩包括净利息收益率，利息支出，利息收入和现值的一项或多项。

5. 发明授权

US08538849B2 Methods and systems regarding volatility risk premium index 有权
标题翻译：波动风险溢价指数的方法和系统
公开(公告)号：US08538849B2
公开(公告)日：2013-09-17
申请号：US13190655
申请日：2011-07-26
申请人： Michael Schmanske , Maneesh Deshpande , Rohit Bhatia , Yidong Ding , Pankaj Khandelwal
发明人： Michael Schmanske , Maneesh Deshpande , Rohit Bhatia , Yidong Ding , Pankaj Khandelwal
IPC分类号： G06Q40/00
CPC分类号： G06Q40/04 , G06Q40/06
摘要： An exemplary aspect comprises receiving data related to an underlying asset; calculating values corresponding to near-term implied volatility and realized volatility for the underlying asset; and transmitting data sufficient to describe an index based on a difference between the values corresponding to the near-term implied volatility and the realized volatility for the underlying asset. Another exemplary aspect comprises receiving electronic data related to an underlying asset; calculating data sufficient to describe a plurality of call options and a plurality of put options related to the underlying asset and written on a first settlement date; crediting an account with proceeds from selling the call and put options; and debiting the account to settle one or more of the options that are in-the-money on a second settlement date. Other aspects are apparent from the description and claims.
摘要翻译：示例性方面包括接收与标的资产相关的数据; 计算相应资产的近期隐含波动率和实现波动率的值; 并且基于与短期隐含波动率相对应的值与标的资产的实现波动率之间的差异来传送足以描述指数的数据。另一示例性方面包括接收与标的资产相关的电子数据; 计算足以描述多个看涨期权的数据和与相关资产相关并在第一结算日期写入的多个看跌期权; 记入销售电话和放置期权的收益; 并借记帐户以在第二个结算日期结算一个或多个在货币中的期权。从描述和权利要求中，其它方面是显而易见的。

6. 发明申请

US20130191308A1 METHODS AND SYSTEMS FOR PROVIDING QUALIFIED DIVIDEND INCOME UNITS 审中-公开
标题翻译：提供合格收益单位的方法和系统
公开(公告)号：US20130191308A1
公开(公告)日：2013-07-25
申请号：US13750465
申请日：2013-01-25
申请人： Barclays Capital Inc.
发明人： Anthony J. Tuths
IPC分类号： G06Q40/06
CPC分类号： G06Q40/06 , G06Q40/04
摘要： In at least one aspect, the invention comprises a computer-implemented method comprising: (1) receiving investment amounts for a first class of partnership units with a senior position, with a second class having a subordinate position, wherein either: (a) options on an underlying security are bought and/or sold into the partnership, or (b) the first class of partnership units has an embedded short option on an underlying security, and the second class has an embedded long option; and (2) paying coupon payments on the first class for a specified period of time, wherein the coupon payments comprise dividend payments received on shares of a dividend-paying portfolio, wherein the second class absorbs losses in the portfolio up to a first specified amount, and wherein the first class absorbs losses above the first specified amount. Other aspects of the invention comprise related structure, software, and system implementations.
摘要翻译：在至少一个方面，本发明包括一种计算机实现的方法，包括：（1）接收具有高级职位的第一类合作单位的投资额，第二类具有从属位置，其中：（a）选项基础证券买入和/或出售到合伙企业中，或（b）第一类合伙单位对基础证券具有嵌入式期权，第二类具有嵌入式长期权益; 和（2）在一定时间内支付第一类的优惠券付款，其中优惠券支付包括在股息支付投资组合的股票上收到的股利支付，其中第二类吸收投资组合中的损失，直到第一指定金额，并且其中所述第一类吸收高于所述第一指定量的损失。本发明的其它方面包括相关的结构，软件和系统实现。

7. 发明授权

US08346647B1 Systems and methods relating to bond liquidity 有权
标题翻译：与债券流动性有关的制度和方法
公开(公告)号：US08346647B1
公开(公告)日：2013-01-01
申请号：US12896368
申请日：2010-10-01
申请人： Bruce D. Phelps , Siddhartha Dastidar , Ariel Edelstein
发明人： Bruce D. Phelps , Siddhartha Dastidar , Ariel Edelstein
IPC分类号： G06Q40/00
CPC分类号： G06Q40/04 , G06Q40/06
摘要： In one aspect, an embodiment comprises a computer system comprising: (a) a computer readable memory that stores price information for a plurality of bonds; and (b) a processor unit that calculates a liquidity cost score for one or more of said plurality of bonds; wherein said liquidity cost score calculation is based on data regarding quoted bid price and quoted ask price if a bond is a quoted bond, wherein said liquidity cost score calculation is based on a regression analysis if a bond is a non-quoted bond, and wherein said processor unit comprises one or more processors.
摘要翻译：一方面，一个实施例包括一种计算机系统，包括：（a）存储多个债券的价格信息的计算机可读存储器; 和（b）处理器单元，其计算所述多个债券中的一个或多个的流动性成本分数; 其中所述流动性成本分数计算是基于如果债券是被引用的债券的关于所引用的投标价格和所述询价的数据，其中所述流动性成本分数计算是基于回归分析，如果债券是非引用债券，并且其中所述处理器单元包括一个或多个处理器。

8. 发明授权

US08264947B1 Fault tolerant wireless access system and method 有权
标题翻译：容错无线接入系统及方法
公开(公告)号：US08264947B1
公开(公告)日：2012-09-11
申请号：US11453411
申请日：2006-06-15
申请人： Jason William Tavares
发明人： Jason William Tavares
IPC分类号： H04L12/26
CPC分类号： H04L43/10 , H04L63/02 , H04L63/104
摘要： A fault tolerant wireless system and method is disclosed that provides redundancy against a data center failure. Wireless connections are routed to a switch at a primary data center and forwarded through a gateway router, also located at the primary data center, to the internet. A backup switch and backup gateway router provides redundancy and are located at a backup data center geographically separate from the primary data center. The backup switch and backup gateway router provides an alternate path to the internet if the primary path fails. Both the primary switch and backup switch are assigned to the same subnet but the backup switch is advertised with an offset to favor routes through the primary switch.
摘要翻译：公开了提供针对数据中心故障的冗余的容错无线系统和方法。无线连接路由到主数据中心的交换机，并通过位于主数据中心的网关路由器转发到互联网。备份交换机和备份网关路由器提供冗余，并位于与主数据中心地理位置分离的备份数据中心。如果主路径发生故障，备份交换机和备份网关路由器将提供互联网的备用路径。主交换机和备份交换机都分配给同一个子网，但是备用交换机通过偏移通告，有利于通过主交换机的路由。

9. 发明授权

US07941360B2 Methods and systems for trade cost estimation 有权
标题翻译：贸易成本估算方法和系统
公开(公告)号：US07941360B2
公开(公告)日：2011-05-10
申请号：US11770205
申请日：2007-06-28
申请人： Liye Zhang , Stephen Vandermark , Manwani Amit , Xavier Abdobal
发明人： Liye Zhang , Stephen Vandermark , Manwani Amit , Xavier Abdobal
IPC分类号： G06Q40/00
CPC分类号： G06Q40/04 , G06Q40/00
摘要： In one aspect, the invention comprises: (a) calculating an average bid-ask spread of securities; (b) calculating values associated with one or more markets; (c) receiving and storing data regarding an order size for the securities; (d) receiving and storing data regarding an average daily volume of the securities traded on a specified market; (d) calculating data regarding expected historical volatility over a trading interval of the securities; (e) calculating data regarding an average rate of trading over the trading interval of the securities; and (f) calculating an estimated cost of trading the securities using data comprising a formula based on the average bid-ask spread, the values associated with one or more markets, the data regarding order size, the data regarding average daily volume, the data regarding expected historical volatility, and the data regarding an average rate of trading over the trading interval.
摘要翻译：一方面，本发明包括：（a）计算证券的平均买卖价差; （b）计算与一个或多个市场相关的价值; （c）接收和存储关于证券的订单大小的数据; （d）接收和存储有关在指定市场上交易的证券的平均每日交易量的数据; （d）计算证券交易区间内预期历史波动的数据; （e）计算证券交易间隔内平均交易速度的数据; 以及（f）使用包括基于平均买卖价差的公式，与一个或多个市场相关联的值，关于订单大小的数据，关于平均日量的数据，数据的数据来计算交易证券的估计成本关于预期的历史波动率以及交易区间内平均交易量的数据。

10. 发明授权

US07885884B2 Methods and systems for interest rate prediction 有权
标题翻译：利率预测的方法和系统
公开(公告)号：US07885884B2
公开(公告)日：2011-02-08
申请号：US11212408
申请日：2005-08-26
申请人： Bruce Tuckman
发明人： Bruce Tuckman
IPC分类号： G06Q40/00
CPC分类号： G06Q40/00 , G06Q40/04 , G06Q40/06
摘要： In one aspect, the invention comprises a computer-implemented method for predicting interest rates, comprising the steps of: electronically receiving data describing one or more Fed fund futures rates; electronically adjusting the data describing the one or more Fed fund futures rates to obtain adjusted data regarding the one or more Fed fund futures rates; and electronically determining data regarding one or more expected Fed fund target rates. In another aspect, the invention comprises a system for predicting interest rates, comprising: one or more processors operable to determine probability distribution data for one or more Eurodollar rates based on Eurodollar futures option data; one or more processors operable to link said probability distribution data for one or more Eurodollar rates to overnight forward Fed funds rate data; and one or more processors operable to link said forward Fed funds rate data to expected Fed funds rate data.
摘要翻译：一方面，本发明包括一种用于预测利率的计算机实现的方法，包括以下步骤：电子地接收描述一个或多个联邦基金期货价格的数据; 电子调整描述一个或多个联邦基金期货利率的数据，以获得关于一个或多个联邦基金期货价格的调整数据; 并电子地确定关于一个或多个预期联邦基金目标利率的数据。另一方面，本发明包括一种用于预测利率的系统，包括：一个或多个处理器，可操作以基于欧洲美元期货期权数据确定一个或多个欧洲美元利率的概率分布数据; 一个或多个处理器可操作以将一个或多个欧洲美元利率的所述概率分布数据链接到隔夜向前联储基金利率数据; 以及一个或多个处理器，其可操作以将所述远期联储基金利率数据链接到预期的联邦基金利率数据。

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