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1. 发明申请

US20190295167A1 SYSTEM AND METHOD FOR ESTIMATING AND OPTIMIZING TRANSACTION COSTS 审中-公开
公开(公告)号：US20190295167A1
公开(公告)日：2019-09-26
申请号：US16283115
申请日：2019-02-22
申请人： ITG Software Solutions, Inc.
发明人： Ananth Madhavan , Artem Asriev
IPC分类号： G06Q40/04 , G06Q10/04 , G06Q40/00
摘要： A method and system for forecasting the transaction cost of a portfolio trade execution that may be applied to any given trade strategy or an optimal trade strategy that minimizes transaction costs. In preferred embodiments, a server comprises one or more computers that act as an automated forecaster whereby it accepts user-defined input variables from customers and generates a transaction cost estimation report based on those variables. The server is programmed with specific transaction cost estimation and optimization algorithms that model the transaction costs of a specific trade execution based on the user's trading profile and market variables.

2. 发明申请

US20180005321A1 APPARATUS AND METHOD FOR TRADE AGGREGATION OF TRADE ALLOCATIONS AND SETTLEMENTS 审中-公开
公开(公告)号：US20180005321A1
公开(公告)日：2018-01-04
申请号：US15707652
申请日：2017-09-18
申请人： ITG SOFTWARE SOLUTIONS, INC.
发明人： Ronald D. Lee , Mervin C. Newell , Scott H. Kurland , Ian P.L. Hoenisch , James B. Weiner , Gerald B. Drayer , Robert L. Sher
IPC分类号： G06Q40/04 , G06Q40/02 , G06Q40/00
CPC分类号： G06Q40/04 , G06Q40/00 , G06Q40/02 , G06Q40/10
摘要： A post-trade aggregation system for financial instrument trading systems, wherein a trader manages a plurality of trade orders to be executed by one or more executing brokers on behalf of customers via a data interface system. The plurality of trade orders includes at least one wrap block order and at least one institutional block order. The plurality of trade orders are merged into a single merged block order, apportioned into a plurality of smaller electronic trade orders, and transmitted to a plurality of order destinations. One or more computer systems are in electronic communication with the data interface system and with a clearing system, and configured to compress individual executions from the plurality of order destinations corresponding to the plurality of smaller electronic trade orders into a single net marked-up step-out for wrap orders and a single average-priced block for institutional orders.

3. 发明申请

US20170109822A1 NETWORK COMMUNICATION SYSTEM FOR EXCHANGE TRADING 审中-公开
公开(公告)号：US20170109822A1
公开(公告)日：2017-04-20
申请号：US15127864
申请日：2015-03-20
申请人： ITG SOFTWARE SOLUTIONS, INC
发明人： Milan BORKOVEC , Ian DOMOWITZ
IPC分类号： G06Q40/04
CPC分类号： G06Q40/04
摘要： A network communication system and method are provided. The system and method communicate in a electronic trading environment and receive and send signals representing trading information in order to determine trading cost for trading pairs of currencies. In an embodiment, the system may request electronic price quotes from the set of electronic trading venues and may receive the electronic price quotes over a network. The system and method generates a cost curves that relates trading cost to order size for a plurality of order sizes. The system and method may determine trading costs for an electronic trade order based on the cost curves.

4. 发明授权

US09619839B2 Systems and methods for viewing and trading futures 有权
公开(公告)号：US09619839B2
公开(公告)日：2017-04-11
申请号：US12371070
申请日：2009-02-13
申请人： Jeff Crist
发明人： Jeff Crist
IPC分类号： G06Q40/00 , G06Q40/04 , G06Q40/06 , G06Q30/08
CPC分类号： G06Q40/04 , G06Q30/08 , G06Q40/00 , G06Q40/06
摘要： A method and system for viewing and trading futures and other tradeable objects. The invention includes improved user interfaces for use with trading systems that allows users to more efficiently execute and manage trades. A dynamic price ladder allows a trader to see price gaps while remaining in a dynamic mode. The “sticky cells” feature prevents user errors which can occur when the display updates causing the cell under the mouse pointer to move up or down. Particular portions of the display can be color coded to provide a user with a easy way to determine market trends. A static working order screen allows a trader to visually see working orders from closest to furthest away from the market and can also allow for orders to be cancelled.

5. 发明申请

US20150052037A1 SYSTEMS AND METHODS FOR TRADING A TRADE LIST IN FINANCIAL MARKETS 审中-公开
标题翻译：在金融市场上交易贸易名单的制度和方法
公开(公告)号：US20150052037A1
公开(公告)日：2015-02-19
申请号：US14334777
申请日：2014-07-18
申请人： ITG SOFTWARE SOLUTIONS, INC.
发明人： Hitesh MITTAL , Ronald TAUR , Ryan LEE , Scott KARTINEN
IPC分类号： G06Q40/04
CPC分类号： G06Q40/04 , G06Q40/06
摘要： Systems and methods are provided for maintaining neutrality while trading a list of securities using an algorithmic trading facility coupled with at least one destination. This destination includes at least one alternative trading system (ATS). This facility is coupled, via an electronic data network, to a plurality of trading clients, and configured to receive a trade request to trade a list of securities from a trading client. This request includes user defined trading constraints that are used to generate and transmit trade orders to at least one ATS. The orders are transmitted based on trading data related to the destinations, the trade list, and the trading constraints. The facility can identify each executed trade corresponding to the trade orders and calculate a trade imbalance. The facility can determine whether the trade imbalance exceeds the trading constraints, and reallocate one or more of said submitted orders based on this determination.
摘要翻译：提供的系统和方法用于在使用与至少一个目的地相结合的算法交易设备交易证券列表时维持中立性。该目的地包括至少一个替代交易系统（ATS）。该设施通过电子数据网络耦合到多个交易客户端，并且被配置为从交易客户端接收交易证券交易请求。该请求包括用于定义的交易约束，用于生成和传送至少一个ATS的交易订单。根据与目的地，交易名单和交易限制相关的交易数据传送订单。该设施可以识别与交易订单相对应的每个执行交易，并计算交易不平衡。该设施可以确定贸易不平衡是否超过贸易限制，并根据这一决定重新分配所提交的一个或多个订单。

6. 发明申请

US20140372277A1 SYSTEMS AND METHODS REGARDING TARGETED DISSEMINATION 审中-公开
标题翻译：关于目标传播的系统和方法
公开(公告)号：US20140372277A1
公开(公告)日：2014-12-18
申请号：US14282833
申请日：2014-05-20
申请人： ITG SOFTWARE SOLUTIONS, INC.
发明人： Alfred R. Berkeley, III , Marcus Hooper , Henri Waelbroeck
IPC分类号： G06Q40/04
CPC分类号： G06Q40/04 , G06Q10/0637 , G06Q30/0239 , G06Q30/0601 , G06Q40/025 , G06Q50/188
摘要： One exemplary aspect comprises a computer-implemented method comprising: (a) electronically receiving, from a first securities market participant, data including information related to a first order and to one or more group rankings for dissemination; (b) electronically determining with one or more processors, based on data regarding a second securities market participant and the order information and group rankings, whether the second securities market participant has a second order, on the contra side of the first order, and whether, in accordance with the group rankings, the second securities market participant is qualified to receive information about the first order; and, (c) after, and only if, the second participant is determined to be qualified, transmitting information sufficient to display to the second securities market participant the information about the first order.
摘要翻译：一个示例性方面包括计算机实现的方法，包括：（a）从第一证券市场参与者电子地接收包括与第一订单相关的信息和用于传播的一个或多个组排名的数据; （b）根据第二证券市场参与者的数据和第二证券市场参与者是否具有第二级的第二证券市场参与者的订单信息和组排名的电子确定，以及是否按照集团排名，第二证券市场参与者有资格接收有关第一批信息; 以及（c）之后且仅当第二参与者被确定为合格时，向第二证券市场参与者发送足以显示关于第一订单的信息的信息。

7. 发明授权

US08732071B2 Systems and methods regarding targeted dissemination 有权
标题翻译：有针对性地传播的系统和方法
公开(公告)号：US08732071B2
公开(公告)日：2014-05-20
申请号：US13842107
申请日：2013-03-15
申请人： ITG Software Solutions, Inc.
发明人： Alfred R. Berkeley, III , Marcus Hooper , Henri Waelbroeck
IPC分类号： G06Q40/00
CPC分类号： G06Q40/04 , G06Q10/0637 , G06Q30/0239 , G06Q30/0601 , G06Q40/025 , G06Q50/188
摘要： One exemplary aspect comprises a computer-implemented method comprising: (a) electronically receiving, from a first securities market participant, data including information related to a first order and to one or more group rankings for dissemination; (b) electronically determining with one or more processors, based on data regarding a second securities market participant and the order information and group rankings, whether the second securities market participant has a second order, on the contra side of the first order, and whether, in accordance with the group rankings, the second securities market participant is qualified to receive information about the first order; and (c) after, and only if, the second participant is determined to be qualified, transmitting information sufficient to display to the second securities market participant the information about the first order.
摘要翻译：一个示例性方面包括计算机实现的方法，包括：（a）从第一证券市场参与者电子地接收包括与第一订单相关的信息和用于传播的一个或多个组排名的数据; （b）根据第二证券市场参与者的数据和第二证券市场参与者是否具有第二级的第二证券市场参与者的订单信息和组排名的电子确定，以及是否按照集团排名，第二证券市场参与者有资格接收有关第一批信息; 以及（c）在第二参与者确定为合格之后，并且仅当第二参与者被确定为合格时，向第二证券市场参与者发送足以显示关于第一订单的信息的信息。

8. 发明申请

US20140025554A1 SYSTEMS, METHODS, AND COMPUTER PROGRAM PRODUCTS FOR PROVIDING REAL TIME ANALYTIC WIDGETS IN A FINANCIAL TRADING SYSTEM 审中-公开
标题翻译：用于在财务交易系统中提供实时分析手段的系统，方法和计算机程序产品
公开(公告)号：US20140025554A1
公开(公告)日：2014-01-23
申请号：US14010394
申请日：2013-08-26
申请人： ITG SOFTWARE SOLUTIONS, INC.
发明人： Yossef BRANDES , Maria MEI
IPC分类号： G06Q40/04
CPC分类号： G06Q40/04 , G06Q10/04 , G06Q40/06 , G06Q40/08
摘要： Methods, systems, and computer program products are provided for providing real time analytics and monitoring to a user of a securities trading system. In one embodiment, a list of one or more securities may be selected from a trading blotter and a widget engine may obtain one or more analytics for the list of one or more securities based on real time market and/or transaction cost data. The widget engine may display a graphical representation of the analytics in a manner that compliments the workflow of a trader. The graphical representation may be automatically updated based on real-time market data.
摘要翻译：提供了方法，系统和计算机程序产品，用于为证券交易系统的用户提供实时分析和监控。在一个实施例中，可以从交易吸墨纸中选择一个或多个证券的列表，并且小窗口引擎可以基于实时市场和/或交易成本数据获得一个或多个证券的列表的一个或多个分析。小部件引擎可以以符合交易者工作流程的方式显示分析的图形表示。可以基于实时市场数据自动更新图形表示。

9. 发明申请

US20130166431A1 SYSTEM AND METHOD FOR PROVIDING HIGH PERFORMANCE COMPLIANCE SERVICES USING PRE-CALCULATED RULE EVALUATION 审中-公开
标题翻译：使用预先计算的规则评估提供高性能合规性服务的系统和方法
公开(公告)号：US20130166431A1
公开(公告)日：2013-06-27
申请号：US13622060
申请日：2012-09-18
申请人： ITG Software Solutions, Inc
发明人： Michael L. Coglianese , Hui Yang , David M. Curley
IPC分类号： G06Q40/04
CPC分类号： G06Q40/04 , G06Q30/0201
摘要： The present invention relates to a compliance system that allows users to verify that trading rules and regulations are being followed throughout the intraday trading activity. In particular, the systems and methods of the present invention allow a user to verify compliance with trading rules locally at a trading terminal.
摘要翻译：本发明涉及一种遵守系统，其允许用户验证在整个日内交易活动中遵守交易规则和法规。特别地，本发明的系统和方法允许用户在交易终端本地验证对交易规则的符合性。

10. 发明授权

US08429054B2 Managing security holdings risk during portfolio trading 有权
标题翻译：管理证券交易中的证券持有风险
公开(公告)号：US08429054B2
公开(公告)日：2013-04-23
申请号：US13251708
申请日：2011-10-03
申请人： John Krowas , Ian Domowitz
发明人： John Krowas , Ian Domowitz
IPC分类号： G06Q40/00
CPC分类号： G06Q40/06 , G06Q40/08
摘要： The present invention provides methods and systems for managing short-term risk to a portfolio of securities holdings while executing an outstanding trade list. The methods and systems may include steps of determining covariances between securities in the outstanding trade list and securities in the portfolio of holdings; receiving a risk variable, at least one constraint on the execution of a trade, and a proposed quantity representing a portion of said outstanding trade list desired to be executed at a particular time; and determining an immediately executable trade list based at least in part on the covariances and risk variable. The executable trade list must satisfy all of the trade constraints and also must be substantially equal to or less then the proposed quantity.
摘要翻译：本发明提供了在执行未完成的交易清单时管理证券持有组合的短期风险的方法和系统。这些方法和系统可能包括确定未完成的贸易名单中的证券与持有的投资组合中的证券之间的协方差的步骤; 接收风险变量，对交易的执行至少有一个限制，以及表示期望在特定时间执行的所述未完成的交易名单的一部分的建议数量; 以及至少部分地基于协方差和风险变量来确定立即可执行的交易列表。可执行交易清单必须满足所有交易限制，并且必须基本上等于或小于提议数量。

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