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1. 发明申请

US20130232058A1 DETERMINATION OF IMPLIED ORDERS IN A TRADE MATCHING SYSTEM 审中-公开
标题翻译：在贸易配对系统中确定隐含订单
公开(公告)号：US20130232058A1
公开(公告)日：2013-09-05
申请号：US13866785
申请日：2013-04-19
申请人： NEW YORK MERCANTILE EXCHANGE, INC.
发明人： Andrew Milne , Aleksandr Sedlin
IPC分类号： G06Q40/04
CPC分类号： G06Q40/04 , G06Q40/00 , G06Q40/06
摘要： 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 real orders. Market data corresponding to the implied orders can also be identified. At least one additional order is received and the tradability of the additional order is determined against the real or implied orders within the first set of real orders. A resting set of orders is determined from those real and implied orders within the first set of orders not affected by the tradability of the additional order. Implied orders are determined from within the set of resting orders.
摘要翻译：提供了一种用于确定电子交易系统中隐含订单的计算机实现方法。所述方法包括接收一个或多个实际订单的第一组，其中所述订单不能彼此交易。在第一组真实订单中识别一个或多个隐含订单。也可以识别与隐含订单相对应的市场数据。收到至少一个额外的订单，并且附加订单的可交易性是根据第一组真实订单中的实际或隐含订单确定的。一组休息的订单是根据不受附加订单的可交易性影响的第一套订单中的真实和隐含的订单确定的。隐含的订单是从休息订单集中确定的。

2. 发明申请

US20110087584A1 DISTRIBUTED TRADING BUS ARCHITECTURE 审中-公开
标题翻译：分销交易总线架构
公开(公告)号：US20110087584A1
公开(公告)日：2011-04-14
申请号：US12967931
申请日：2010-12-14
申请人： Matt Morano , Ian Wall , Samuel Gaer , Kai Neumann
发明人： Matt Morano , Ian Wall , Samuel Gaer , Kai Neumann
IPC分类号： G06Q40/00
CPC分类号： G06Q40/04
摘要： A distributed trading system for handling a plurality of order requests, each order request comprising parameters under which a participant will buy and/or sell a futures contract. A validator component is coupled to a messaging bus and has a first interface for receiving order request and an interface generating a validated order message on the messaging bus related to validated orders, wherein the validator implements processes for validating the order requests. A risk allocation value (RAV) component is coupled to the messaging bus and has an interface for receiving validated order messages from the validator, wherein the RAV component implements processes for evaluating risk associated with an order should that order be completed. A match engine is coupled to the messaging bus and has an interface for receiving validated order messages from the RAV component, wherein the match engine implements processes for matching orders based on the order-specified criteria. A persist component is coupled to the messaging bus and has an interface for receiving messages related to orders and trades, wherein the persist component implements processes for persistently storing information related to orders and trades.
摘要翻译：一种用于处理多个订单请求的分布式交易系统，每个订单请求包括参与者将在其下购买和/或出售期货合约的参数。验证器组件耦合到消息总线，并且具有用于接收订单请求的第一接口和在与验证订单相关的消息收发总线上生成经验证的订单消息的接口，其中，验证器实现用于验证订单请求的处理。风险分配值（RAV）组件耦合到消息总线，并且具有用于从验证器接收经验证的订单消息的接口，其中RAV组件实现用于评估与该订单相关联的风险的过程。匹配引擎耦合到消息总线，并具有用于从RAV组件接收经验证的订单消息的接口，其中匹配引擎根据订单指定的标准来实现匹配订单的处理。持久化组件耦合到消息总线，并且具有用于接收与订单和交易相关的消息的接口，其中持久组件实现持久存储与订单和交易相关的信息的过程。

3. 发明申请

US20140081829A1 Symbolic Language for Trade Matching 审中-公开
标题翻译：符号语言的贸易匹配
公开(公告)号：US20140081829A1
公开(公告)日：2014-03-20
申请号：US14089071
申请日：2013-11-25
申请人： New York Mercantile Exchange, Inc.
发明人： Andrew Milne
IPC分类号： G06Q40/04
CPC分类号： G06Q40/04 , G06F8/10 , G06F8/34 , G06Q40/00 , G06Q40/06
摘要： A symbolic modeling language for trade matching providers techniques to describe the specialized operations of a match engine in a form that can be understood by business analysts and readily translated into program code and test cases by developers and testers. Associated techniques for calculating implied markets and testing can expedite match engine development, testing and maintenance.
摘要翻译：用于贸易匹配提供商的符号建模语言，用于以业务分析人员可以理解的形式来描述匹配引擎的专业化操作，并由开发人员和测试人员轻松地转换为程序代码和测试用例。用于计算隐含市场和测试的相关技术可以加速匹配发动机开发，测试和维护。

4. 发明授权

US08442904B2 Determination of implied orders in a trade matching system 有权
标题翻译：确定交易配对系统中的隐含订单
公开(公告)号：US08442904B2
公开(公告)日：2013-05-14
申请号：US13532352
申请日：2012-06-25
申请人： Andrew Ferguson Milne , Aleksandr Sedlin
发明人： Andrew Ferguson Milne , Aleksandr Sedlin
IPC分类号： G06Q40/00
CPC分类号： G06Q40/04 , G06Q40/00 , G06Q40/06
摘要： 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 real orders. Market data corresponding to the implied orders can also be identified. At least one additional order is received and the tradability of the additional order is determined against the real or implied orders within the first set of real orders. A resting set of orders is determined from those real and implied orders within the first set of orders not affected by the tradability of the additional order. Implied orders are determined from within the set of resting orders.
摘要翻译：提供了一种用于确定电子交易系统中隐含订单的计算机实现方法。所述方法包括接收一个或多个实际订单的第一组，其中所述订单不能彼此交易。在第一组真实订单中识别一个或多个隐含订单。也可以识别与隐含订单相对应的市场数据。收到至少一个额外的订单，并且附加订单的可交易性是根据第一组真实订单中的实际或隐含订单确定的。一组休息的订单是根据不受附加订单的可交易性影响的第一套订单中的真实和隐含的订单确定的。隐含的订单是从休息订单集中确定的。

5. 发明授权

US07813988B2 Method and system for determining margin requirements 有权
标题翻译：确定保证金要求的方法和系统
公开(公告)号：US07813988B2
公开(公告)日：2010-10-12
申请号：US11766667
申请日：2007-06-21
申请人： Robert A. Levin , Benjamin M. Chesir , Robert A. Biolsi
发明人： Robert A. Levin , Benjamin M. Chesir , Robert A. Biolsi
IPC分类号： G06Q40/00
CPC分类号： G06Q40/06 , G06Q40/00 , G06Q40/04
摘要： The present invention provides for a system and method of applying value-at-risk determination of a financial portfolio to a performance bond requirement and comparing the value-at-risk determination with a traditional scenario-based performance bond requirement.
摘要翻译：本发明提供了将金融组合的风险价值确定应用于履约保证金要求并将风险价值确定与传统的基于场景的履约保证金要求进行比较的系统和方法。

6. 发明申请

US20080177675A1 Commodity-Based Index and Investment and Financial Risk Management Products 审中-公开
标题翻译：商品指数及投资及金融风险管理产品
公开(公告)号：US20080177675A1
公开(公告)日：2008-07-24
申请号：US11955071
申请日：2007-12-12
申请人： Jonathan Arginteanu
发明人： Jonathan Arginteanu
IPC分类号： G06Q40/00 , G06F17/00
CPC分类号： G06Q40/06
摘要： Investment and financial risk management products and methods are provided that are based on a commodity index. The commodity index has a numerical value that, based on an algorithm, tracks the settlement prices of a predetermined group of commodities on a futures exchange. Based on this index, a futures contract is offered on the futures exchange. Moreover, an exchange-traded fund, options on the exchange-traded fund, and options on the futures contract are also provided.
摘要翻译：提供了基于商品指数的投资和金融风险管理产品和方法。商品指数具有数值，其基于算法，跟踪期货交易所上的预定商品组的结算价格。根据该指数，期货交易所提供期货合约。此外，还提供了交易所交易基金，交易所交易基金期权，期货合约期权等。

7. 发明授权

US07039610B2 Implied market trading system 有权
公开(公告)号：US07039610B2
公开(公告)日：2006-05-02
申请号：US09971172
申请日：2001-10-04
申请人： Matt N. Morano , Iain West , Kai Neumann
发明人： Matt N. Morano , Iain West , Kai Neumann
IPC分类号： G06F17/60
CPC分类号： G06Q40/04 , G06Q40/00 , G06Q40/06 , G06Q40/10
摘要： A computer based trading system implies spread markets from multiple real or implied spread markets. In particular, one aspect of the invention permits implication of a spread market from a combination of inter-commodity and inter-calendar spread orders. Furthermore, another aspect of the invention allows use of nontradeable implied or bridge markets to combine with other implied or real markets to create further tradeable implied markets. The method described herein thereby permits the creation of all implied markets that are inherent in the combination of futures, calendar spread and inter-commodity spread real orders.

8. 发明授权

US11216878B2 Determination of implied orders in a trade matching system 有权
公开(公告)号：US11216878B2
公开(公告)日：2022-01-04
申请号：US16459744
申请日：2019-07-02
申请人： New York Mercantile Exchange, Inc.
发明人： Andrew Milne , Aleksandr Sedlin
IPC分类号： G06Q40/04 , G06Q40/00 , G06Q40/06
摘要： 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 real orders. Market data corresponding to the implied orders can also be identified. At least one additional order is received and the tradability of the additional order is determined against the real or implied orders within the first set of real orders. A resting set of orders is determined from those real and implied orders within the first set of orders not affected by the tradability of the additional order. Implied orders are determined from within the set of resting orders.

9. 发明授权

US08595119B2 Symbolic language for trade matching 有权
标题翻译：用于贸易匹配的符号语言
公开(公告)号：US08595119B2
公开(公告)日：2013-11-26
申请号：US12032379
申请日：2008-02-15
申请人： Andrew Milne
发明人： Andrew Milne
IPC分类号： G06Q40/00 , G06Q40/04 , G06Q40/06
CPC分类号： G06Q40/04 , G06F8/10 , G06F8/34 , G06Q40/00 , G06Q40/06
摘要： A symbolic modeling language for trade matching provides techniques to describe the specialized operations of a match engine in a form that can be understood by business analysts and readily translated into program code and test cases by developers and testers. Associated techniques for calculating implied markets and testing can expedite match engine development, testing and maintenance.
摘要翻译：用于贸易匹配的符号建模语言提供了以业务分析人员可以理解的形式描述匹配引擎的专门操作的技术，并由开发人员和测试人员轻松转换为程序代码和测试用例。用于计算隐含市场和测试的相关技术可以加速匹配发动机开发，测试和维护。

10. 发明申请

US20100174633A1 Determination of Implied Orders in a Trade Matching System 有权
标题翻译：确定贸易配对制度中的隐含订单
公开(公告)号：US20100174633A1
公开(公告)日：2010-07-08
申请号：US12350788
申请日：2009-01-08
申请人： Andrew Milne , Aleksandr Sedlin
发明人： Andrew Milne , Aleksandr Sedlin
IPC分类号： G06Q40/00 , G06F9/44
CPC分类号： G06Q40/04 , G06Q40/00 , G06Q40/06
摘要： 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 real orders. Market data corresponding to the implied orders can also be identified. At least one additional order is received and the tradability of the additional order is determined against the real or implied orders within the first set of real orders. A resting set of orders is determined from those real and implied orders within the first set of orders not affected by the tradability of the additional order. Implied orders are determined from within the set of resting orders.
摘要翻译：提供了一种用于确定电子交易系统中隐含订单的计算机实现方法。所述方法包括接收一个或多个实际订单的第一组，其中所述订单不能彼此交易。在第一组真实订单中识别一个或多个隐含订单。也可以识别与隐含订单相对应的市场数据。收到至少一个额外的订单，并且附加订单的可交易性是根据第一组真实订单中的实际或隐含订单确定的。一组休息的订单是根据不受附加订单的可交易性影响的第一套订单中的真实和隐含的订单确定的。隐含的订单是从休息订单集中确定的。

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