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1. 发明申请

US20130246305A1 VOLATILITY INDEX AND DERIVATIVE CONTRACTS BASED THEREON 审中-公开
公开(公告)号：US20130246305A1
公开(公告)日：2013-09-19
申请号：US13618704
申请日：2012-09-14
申请人： William Speth , Joseph Levin , Sandy Rattray , Devesh Shah
发明人： William Speth , Joseph Levin , Sandy Rattray , Devesh Shah
IPC分类号： G06Q40/06
CPC分类号： G06Q40/06 , G06Q40/00 , G06Q40/04
摘要： An improved volatility index and related futures contracts are provided. An index in accordance with the principals of the present invention estimates expected volatility from the prices of stock index options in a wide range of strike prices, not just at-the-money strikes. Also, an index in accordance with the principals of the present invention is not calculated from the Black/Scholes or any other option pricing model: the index of the present invention uses a newly developed formula to derive expected volatility by averaging the weighted prices of out-of-the money put and call options. In accordance with another aspect of the present invention, derivative contracts such as futures and options based on the volatility index of the present invention are provided.

2. 发明申请

US20090063362A1 SYSTEM AND METHOD FOR CREATING AND TRADING A DERIVATIVE INVESTMENT INSTRUMENT OVER A RANGE OF INDEX VALUES 有权
标题翻译：用于创建和交易衍生投资仪器的系统和方法
公开(公告)号：US20090063362A1
公开(公告)日：2009-03-05
申请号：US11849835
申请日：2007-09-04
申请人： Marty O'Connell , John Hiatt, JR. , William Speth
发明人： Marty O'Connell , John Hiatt, JR. , William Speth
IPC分类号： G06Q40/00
CPC分类号： G06Q40/06 , G06Q20/10 , G06Q30/0611 , G06Q40/00 , G06Q40/04 , G06Q40/08 , G06Q40/12 , G06Q40/123
摘要： An investment instrument based on a range of index values is disclosed that allows investors to take risk positions relative to the size, or length, of the range. The investment instrument has a monetary value that increases as the index value increases within a low range interval of the range, decreases as the index value increases within a high range interval of the range, and is fixed or capped if the index value falls within a middle range interval of the range. Typically, one settlement amount will be zero and the other will be an amount greater than the investment instrument price.
摘要翻译：披露了基于一系列指标值的投资工具，允许投资者相对于该范围的大小或长度采取风险头寸。投资工具具有随着指标值在范围的低范围区间内增加而增加的货币价值，随着指标值在该范围的高范围区间内增加而降低，并且如果指标值落在中距离间隔范围。通常，一个结算金额将为零，另一个是大于投资工具价格的金额。

3. 发明申请

US20080059356A1 Method and system for creating and trading derivative investment instruments based on an index of investment management companies 有权
标题翻译：基于投资管理公司指数创造和交易衍生投资工具的方法和制度
公开(公告)号：US20080059356A1
公开(公告)日：2008-03-06
申请号：US11513893
申请日：2006-08-31
申请人： William Brodsky , William Speth
发明人： William Brodsky , William Speth
IPC分类号： G06Q40/00
CPC分类号： G06Q40/04 , G06Q20/10 , G06Q40/00 , G06Q40/06 , G06Q40/08
摘要： A method and system for creating a stock index for a group of investment management companies is disclosed. The method may include obtaining first trade information for each security representative of the group of investment management companies during a first time period, aggregating the first trade information for a predetermined time period, storing the aggregated first trade information, calculating from the aggregated first trade information an index for the group of investment management companies, determining a standardized measure of the index based on the aggregated first trade information obtained in the first time period, and periodically recalculating the index based on second trade information for each security representative of the group of investment management companies during a second time period.
摘要翻译：披露了一批投资管理公司创建股票指数的方法和制度。该方法可以包括在第一时间段期间为投资管理公司组的每个安全代表获取第一交易信息，将预定时间段内的第一交易信息聚合，存储聚合的第一交易信息，从汇总的第一交易信息投资管理公司集团的指标，根据第一期获得的第一批交易信息确定标准化指标，并根据投资集团各证券代理人的第二交易信息定期重新计算指标管理公司在第二时期。

4. 发明授权

US08204816B2 Method and system for creating and trading derivative investment instruments based on an index of investment management companies 有权
标题翻译：基于投资管理公司指数创造和交易衍生投资工具的方法和制度
公开(公告)号：US08204816B2
公开(公告)日：2012-06-19
申请号：US13210588
申请日：2011-08-16
申请人： William Brodsky , William Speth
发明人： William Brodsky , William Speth
IPC分类号： G06Q40/00 , G06F19/00
CPC分类号： G06Q40/04 , G06Q20/10 , G06Q40/00 , G06Q40/06 , G06Q40/08
摘要： A method and system for creating a stock index for a group of investment management companies is disclosed. The method may include obtaining first trade information for each security representative of the group of investment management companies during a first time period, aggregating the first trade information for a predetermined time period, storing the aggregated first trade information, calculating from the aggregated first trade information an index for the group of investment management companies, determining a standardized measure of the index based on the aggregated first trade information obtained in the first time period, and periodically recalculating the index based on second trade information for each security representative of the group of investment management companies during a second time period.
摘要翻译：披露了一批投资管理公司创建股票指数的方法和制度。该方法可以包括在第一时间段期间为投资管理公司组的每个安全代表获取第一交易信息，将预定时间段内的第一交易信息聚合，存储聚合的第一交易信息，从汇总的第一交易信息投资管理公司集团的指标，根据第一期获得的第一批交易信息确定标准化指标，并根据投资集团各证券代理人的第二交易信息定期重新计算指标管理公司在第二时期。

5. 发明授权

US08108290B2 Market sentiment indicator 有权
标题翻译：市场情绪指标
公开(公告)号：US08108290B2
公开(公告)日：2012-01-31
申请号：US12030696
申请日：2008-02-13
申请人： William Speth , Steve Chodash
发明人： William Speth , Steve Chodash
IPC分类号： G06Q40/00
CPC分类号： G06Q40/06 , G06Q10/087 , G06Q40/00 , G06Q40/04
摘要： A method and system for determining and displaying market sentiment information is disclosed. The method may include obtaining customer opening option activity information from an order routing system database, excluding spread transactions from the customer opening option activity information, calculating a sum of buy call trades and sell put trades from the customer opening option activity information, calculating a total number of customer trades from the customer opening option activity information and dividing the sum of buy call trades and sell put trades by the total number of customer trades to calculate an indicator value. The indicator value may be recalculated every N period until an end of a trading day using all trades through the N period in the trading day.
摘要翻译：公开了一种用于确定和显示市场情绪信息的方法和系统。该方法可以包括从订单路由系统数据库获取客户开放期权活动信息，不包括来自客户开立期权活动信息的差价交易，从客户开户期权活动信息计算购买买卖交易和卖出交易的总和，计算总计从客户开立期权活动信息的客户交易数量，将买入买卖交易和卖出交易的总和除以客户交易总数计算指标值。指标值可以每N个期间重新计算，直到交易日结束时，在交易日通过N期间的所有交易。

6. 发明申请

US20080208768A1 DERIVATIVE CONTRACT AND METHOD FOR CREATING SAME FROM A PREDEFINED PERCENTAGE OF AN UNDERLYING SECURITY 审中-公开
标题翻译：从相关安全性的预计百分比创建的衍生合同和方法
公开(公告)号：US20080208768A1
公开(公告)日：2008-08-28
申请号：US12030701
申请日：2008-02-13
申请人： William Speth
发明人： William Speth
IPC分类号： G06Q40/00
CPC分类号： G06Q40/06 , G06Q40/00 , G06Q40/04
摘要： A derivative contract is disclosed including an option notional value of an underlying unit calculated from a predefined percentage of an underlying security according to the formula: UU=X%(US*UOD) wherein UU is the option notional value of the underlying unit, X% is the predefined percentage, US is the price of the underlying security and UOD is a number of units per option deliverable.
摘要翻译：披露衍生合约，包括根据以下公式从基础证券的预定百分比计算的基础单位的期权名义值：<？in-line-formula description =“In-line Formulas”end =“lead”？> （U S）U X U X Z Z Z Z Z Z X Z Z X Z Z Z Z X X X X Z X Z Z Z X Z Z X Z X Z X Z X Z X Z Z X X X X X X X X N 其中U 是底层单元的选项名义值，X <％> 是预定义的百分比，U < S 是基础安全性的价格，U 是可选择的每个选项的单位数量。

7. 发明申请

US20070112659A1 Method and system for generating and trading derivative investment instruments based on a covered stock portfolio benchmark index 审中-公开
标题翻译：基于覆盖股票投资组合基准指数生成和交易衍生投资工具的方法和系统
公开(公告)号：US20070112659A1
公开(公告)日：2007-05-17
申请号：US11599841
申请日：2006-11-15
申请人： Catherine Shalen , William Speth
发明人： Catherine Shalen , William Speth
IPC分类号： G06Q40/00
CPC分类号： G06Q40/00
摘要： A computer-readable memory containing processor executable program instructions for creating a benchmark index (XXX) is disclosed including obtaining gross daily rates of return of a covered stock index portfolio since an inception date, multiplying the cumulative product of the gross daily rates of return of the covered stock index portfolio since the inception date by a multiplier, and wherein the value of the index is calculated according to the formula XXXt=XXXt-1(1+Rt) where Rt is a daily rate of return of the covered stock index portfolio, the daily rate of return including ordinary cash dividends paid on component stocks of the index that trade ex-dividend on a date.
摘要翻译：公开了一种包含用于创建基准指数（XXX）的处理器可执行程序指令的计算机可读存储器，包括从成立日期起获得覆盖股票指数投资组合的每日总回报率，乘以每日总收益率的累积乘积所述股票指数投资组合自成立之日起是乘数，并且其中所述指数的值根据公式<？in-line-formula description =“In-line Formulas”end =“lead”？> XXX < α-in-line-formula description =“In-line Formulas”end =“in-line-formula”=“ 尾部“？>其中R 是涵盖股票指数投资组合的每日回报率，每日回报率包括在组合股上支付的普通现金股利，该指数是在日期。

8. 发明申请

US20120323755A1 SYSTEM AND METHOD FOR CREATING AND TRADING A DERIVATIVE INVESTMENT INSTRUMENT OVER A RANGE OF INDEX VALUES 有权
标题翻译：用于创建和交易衍生投资仪器的系统和方法
公开(公告)号：US20120323755A1
公开(公告)日：2012-12-20
申请号：US13422536
申请日：2012-03-16
申请人： Marty O'Connell , John Hiatt, JR. , William Speth
发明人： Marty O'Connell , John Hiatt, JR. , William Speth
IPC分类号： G06Q40/04
CPC分类号： G06Q40/06 , G06Q20/10 , G06Q30/0611 , G06Q40/00 , G06Q40/04 , G06Q40/08 , G06Q40/12 , G06Q40/123
摘要： An investment instrument based on a range of index values is disclosed that allows investors to take risk positions relative to the size, or length, of the range. The investment instrument has a monetary value that increases as the index value increases within a low range interval of the range, decreases as the index value increases within a high range interval of the range, and is fixed or capped if the index value falls within a middle range interval of the range. Typically, one settlement amount will be zero and the other will be an amount greater than the investment instrument price.
摘要翻译：披露了基于一系列指标值的投资工具，允许投资者相对于该范围的大小或长度采取风险头寸。投资工具具有随着指标值在范围的低范围区间内增加而增加的货币价值，随着指标值在该范围的高范围区间内增加而降低，并且如果指标值落在中距离间隔范围。通常，一个结算金额将为零，另一个是大于投资工具价格的金额。

9. 发明授权

US08165953B2 System and method for creating and trading a derivative investment instrument over a range of index values 有权
标题翻译：在一系列指标值上创建和交易衍生投资工具的制度和方法
公开(公告)号：US08165953B2
公开(公告)日：2012-04-24
申请号：US11849835
申请日：2007-09-04
申请人： Marty O'Connell , John Hiatt, Jr. , William Speth
发明人： Marty O'Connell , John Hiatt, Jr. , William Speth
IPC分类号： G06Q40/00
CPC分类号： G06Q40/06 , G06Q20/10 , G06Q30/0611 , G06Q40/00 , G06Q40/04 , G06Q40/08 , G06Q40/12 , G06Q40/123
摘要： An investment instrument based on a range of index values is disclosed that allows investors to take risk positions relative to the size, or length, of the range. The investment instrument has a monetary value that increases as the index value increases within a low range interval of the range, decreases as the index value increases within a high range interval of the range, and is fixed or capped if the index value falls within a middle range interval of the range. Typically, one settlement amount will be zero and the other will be an amount greater than the investment instrument price.
摘要翻译：披露了基于一系列指标值的投资工具，允许投资者相对于该范围的大小或长度采取风险头寸。投资工具具有随着指标值在范围的低范围区间内增加而增加的货币价值，随着指标值在该范围的高范围区间内增加而降低，并且如果指标值落在中距离间隔范围。通常，一个结算金额将为零，另一个是大于投资工具价格的金额。

10. 发明申请

US20070016497A1 Financial indexes and instruments based thereon 审中-公开
标题翻译：财务指标和工具基于此
公开(公告)号：US20070016497A1
公开(公告)日：2007-01-18
申请号：US11180213
申请日：2005-07-13
申请人： Catherine Shalen , William Speth
发明人： Catherine Shalen , William Speth
IPC分类号： G06Q40/00
CPC分类号： G06Q40/06 , G06Q40/00
摘要： In accordance with the principles of the present invention, various financial instruments are provided. In one embodiment, a financial instrument measures the performance of a covered call strategy by selling out-of-the-money call options on an underlying asset. In another embodiment, a financial instrument measures the total return of a put protected strategy on an underlying asset. In another embodiment, a financial instrument measures the total return of a collar strategy on an underlying asset.
摘要翻译：根据本发明的原理，提供了各种金融工具。在一个实施例中，金融工具通过在标的资产上销售不合格的看涨期权来衡量被覆盖的通话策略的表现。在另一个实施例中，一种金融工具衡量对被保护的策略对标的资产的总回报。在另一个实施方案中，金融工具测量了标的资产上领领战略的总回报。

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