做市商相关的专利数据

序号	专利名	申请号	申请日	公开（公告）号	公开（公告）日	发明人
61	Montage for automated market system	US11625127	2007-01-19	US07870056B2	2011-01-11	Richard G. Ketchum; Stuart Serkin; John Malitzis; Peter Martyn; Debra Peter; Patti Dizenhaus; Doug Brown
An electronic market for trading of securities includes a plurality of client stations for entering quotes for securities and a server process that receives quotes from the clients, aggregates the quotes and causes a total of all aggregated quotes to be displayed for a plurality of price levels on the client systems. The market uses a graphical user that depicts aggregated quotes in an aggregate window a plurality of price levels of a product traded in the market. The market also includes processes to handle lock/cross market conditions, match-off of order flow and provides a central quote/order collector that interfaces to disparate order delivery systems to minimize dual liability of market makers.
62	Directed order processing for automated market system	US09903390	2001-07-09	US20030009414A1	2003-01-09	Dean Furbush; Richard G. Ketchum; Daniel B. Franks; John Malitzis; Thomas P. Moran; Peter Martyn
An electronic market for trading of securities includes a plurality of client stations for entering quotes for securities and a server process that receives quotes from the clients, aggregates the quotes and causes a total of all aggregated quotes to be displayed for a plurality of price levels on the client systems. The market uses a graphical user that depicts aggregated quotes in an aggregate window a plurality of price levels of a product traded in the market. The market also includes processes to handle lock/cross market conditions, match-off of order flow and provides a central quote/order collector that interfaces to disparate order delivery systems to minimize dual liability of market makers.
63	Bourse exchange margin transaction system and conversion method for foreign currency-based settlement profit and loss	JP2008269088	2008-10-17	JP2010097503A	2010-04-30	SAITO JIRO
<P>PROBLEM TO BE SOLVED: To reduce a burden on a transaction participant in an inter-foreign-currency transaction. <P>SOLUTION: A bourse exchange margin transaction system for executing an exchange margin transaction through a bourse includes: a storage part storing first currency-based margin deposit information and foreign currency-based margin deposit information except first currency of a market maker, and first currency-based margin deposit information of an orderer; and a conversion processing part netting a foreign currency-based settlement profit and loss in the inter-foreign-currency exchange transaction based on order information and bid/offer information with foreign currency-based margin of the market maker, and executing conversion processing of transferring first currency-based settlement profit and loss corresponding to the netted foreign currency-based settlement profit and loss between first currency-based margin of the market maker and first currency-based margin of the orderer. <P>COPYRIGHT: (C)2010,JPO&INPIT
64	Montage for Automated Market System	US11625127	2007-01-19	US20070136182A1	2007-06-14	Richard Ketchum; Stuart Serkin; John Malitzis; Peter Martyn; Debra Peter; Patti Dizenhaus; Doug Brown
An electronic market for trading of securities includes a plurality of client stations for entering quotes for securities and a server process that receives quotes from the clients, aggregates the quotes and causes a total of all aggregated quotes to be displayed for a plurality of price levels on the client systems. The market uses a graphical user that depicts aggregated quotes in an aggregate window a plurality of price levels of a product traded in the market. The market also includes processes to handle lock/cross market conditions, match-off of order flow and provides a central quote/order collector that interfaces to disparate order delivery systems to minimize dual liability of market makers.
65	Automated market system preferenced orders	US09903389	2001-07-09	US20030009413A1	2003-01-09	Dean Furbush; Richard G. Ketchum; Daniel B. Franks; John Malitzis; Thomas P. Moran; Peter Martyn
An electronic market for trading of securities includes a plurality of client stations for entering quotes for securities and a server process that receives quotes from the clients, aggregates the quotes and causes a total of all aggregated quotes to be displayed for a plurality of price levels on the client systems. The market uses a graphical user that depicts aggregated quotes in an aggregate window a plurality of price levels of a product traded in the market. The market also includes processes to handle lock/cross market conditions, match-off of order flow and provides a central quote/order collector that interfaces to disparate order delivery systems to minimize dual liability of market makers.
66	Multi site solution for security trading	JP2011005213	2011-01-13	JP2011123907A	2011-06-23	WINBOM HAKAN
PROBLEM TO BE SOLVED: To provide a method and a system for trading in securities at a primary site. SOLUTION: The trading is carried out according to information received from market makers and traders, the information including limited order and orders for one or more documents. The method includes the reception and storing of the information at the primary site, and using the information to create deals in the securities, the deals also being stored at the primary site. The method additionally includes the use of a secondary site, where replicas of the orders and deals are stored, with the deals stored at the secondary site being used to update the orders stored at the secondary site. The information regarding the replicas stored at the secondary site can be forwarded from the primary site, at which the information on which the replicas are based is first received from the market makers and traders, or it can be received at the secondary site directly from the market makers or traders. COPYRIGHT: (C)2011,JPO&INPIT
67	Directed order processing for automated market system	US09903390	2001-07-09	US08296216B2	2012-10-23	Dean Furbush; Richard G. Ketchum; Daniel B. Franks; John Malitzis; Thomas P. Moran; Peter Martyn
An electronic market for trading of securities includes a plurality of client stations for entering quotes for securities and a server process that receives quotes from the clients, aggregates the quotes and causes a total of all aggregated quotes to be displayed for a plurality of price levels on the client systems. The market uses a graphical user that depicts aggregated quotes in an aggregate window a plurality of price levels of a product traded in the market. The market also includes processes to handle lock/cross market conditions, match-off of order flow and provides a central quote/order collector that interfaces to disparate order delivery systems to minimize dual liability of market makers.
68	Montage for automated market system	US09401872	1999-09-23	US07181424B1	2007-02-20	Richard G. Ketchum; Stuart Serkin; John Malitzis; Peter Martyn; Debra Peter; Patti Dizenhaus; Doug Brown
An electronic market for trading of securities includes a plurality of client stations for entering quotes for securities and a server process that receives quotes from the clients, aggregates the quotes and causes a total of all aggregated quotes to be displayed for a plurality of price levels on the client systems. The market uses a graphical user that depicts aggregated quotes in an aggregate window a plurality of price levels of a product traded in the market. The market also includes processes to handle lock/cross market conditions, match-off of order flow and provides a central quote/order collector that interfaces to disparate order delivery systems to minimize dual liability of market makers.
69	System and method for managing the execution of trades between market makers	JP2011093145	2011-04-19	JP2011141903A	2011-07-21	RENTON NIGEL J; SWEETING MICHAEL
<P>PROBLEM TO BE SOLVED: To provide a system and method for managing the execution of trades between market makers on a trading market. <P>SOLUTION: According to one embodiment, a method of managing trading is provided. A first bid for a first instrument is received from a first market maker at a first bid price. A first offer for the first instrument is received from a second market maker at a first offer price, the first offer price being lower than the first bid price. As a result of a decrease in the first offer price below the first bid price, the first bid price is automatically decreased to match the first offer price, so that a first timer having a predetermined duration is started. If the first timer expires and both the first bid and the first offer exist at the first offer price when the first timer expires, a trade between the first bid and the first offer is automatically executed. <P>COPYRIGHT: (C)2011,JPO&INPIT
70	System and method for the creation and rebalancing of beneficial interests in tracking investment vehicles over multiple market	US13350012	2012-01-13	US08630935B1	2014-01-14	Jack Fonss
A computer implemented process and system is disclosed that relates to methods and systems for creating, tracking, and adjusting beneficial interests of collective investment vehicles on a real-time basis based on exogenous market price movement and transaction activity on the beneficial interests. The disclosed technology encompasses systems and methods of communication with securities exchanges, market makers, brokerage firms, custodians, investors, and the administrator of the investment vehicle. Such communications enable the market value of the interests to accurately track an underlying reference index, over time horizons equal to or longer than one trading day. Such accurate tracking occurs even in a collective investment vehicle relating to leveraged or inverse returns.
71	Order processing for automated market system	US09903388	2001-07-09	US08301539B2	2012-10-30	Dean Furbush; Richard G. Ketchum; Daniel B. Franks; John Malitzis; Thomas P. Moran; Peter Martyn
An electronic market for trading of securities includes a plurality of client stations for entering quotes for securities and a server process that receives quotes from the clients, aggregates the quotes and causes a total of all aggregated quotes to be displayed for a plurality of price levels on the client systems. The market uses a graphical user that depicts aggregated quotes in an aggregate window a plurality of price levels of a product traded in the market. The market also includes processes to handle lock/cross market conditions, match-off of order flow and provides a central quote/order collector that interfaces to disparate order delivery systems to minimize dual liability of market makers.
72	Order processing for automated market system	US10040941	2002-01-07	US20030130926A1	2003-07-10	Daniel F. Moore; John Hughes
An electronic market for trading of securities includes a plurality of client stations for entering quotes for securities and a server process that receives quotes from the clients, aggregates the quotes and causes a total of all aggregated quotes to be displayed for a plurality of price levels on the client systems. The market uses a graphical user that depicts aggregated quotes in an aggregate window a plurality of price levels of a product traded in the market. The market also includes processes to handle lock/cross market conditions, match-off of order flow and provides a central quote/order collector that interfaces to disparate order delivery systems to minimize dual liability of market makers.
73	Stock price index future trading system	JP2010117573	2010-05-21	JP2011248397A	2011-12-08	OTA SHOZO
PROBLEM TO BE SOLVED: To provide a stock price index future trading of which dealing object is a stock price index itself in spot stock trading while offering an environment where a trading loss for an orderer is suitably restricted.SOLUTION: Transaction processing is performed against order information entered by an orderer of a stock price index future transaction into an orderer terminal. For the processing, a bid price and/or an offer price made by a market maker who offers such price in stock price index future transactions of which dealing object is a stock price index in spot stock trading is used. In daily mark-to-market processing at the end of a trading date, interests and dividends for unsettled transactions owned by the orderer at the time of transaction termination is calculated for the period between the transaction date and the next transaction date. A processing for delivering the calculated interests and dividends between buyer and seller of unsettled transactions is performed. In addition, a balance gain and loss of an unsettled transaction is calculated with the mark-up price of the trading date.
74	BINARY OPTION STRUCTURE WITH PERFORMANCE RANKING WITHOUT MARKET MAKER	US13492941	2012-06-11	US20130275287A1	2013-10-17	Yochai GRAETZ
In a binary option structure, trades of buyers do not having counterpart trades of a market maker. Instead, for each order in a series, a digital processor assigns a zero value to orders whose barrier was not hit and for buyers whose barrier was hit calculates a distance between an entry price and the barrier, the digital processor ranking the distances of buyers associated with each order in the series. Upon expiration of the touch option, the digital processor divides the ranking into a winning part and a losing part and calculates payouts to buyers in the winning part by dividing the total investment series, less any commissions, among buyers in the winning part of the ranking. A display structure seen by participants shows current ranking. In response, buyers can move their barrier after placing the order, provided the barrier was not been hit, and without crossing the entry price.
75	Trading Game Simulation Method	US12259278	2008-10-27	US20100102509A1	2010-04-29	Charles Pickelhaupt
A trading simulation game that emulates the roles of market makers and traders involved in the securities market. The simulation allows for random market activity by specifying a starting market price and employing a subset of a pool of market-affecting items to modify the starting price and determine the final game price. Items in the subset are incrementally revealed to simulation participants during play, and designated participants may make the first offer to trade. All participants simultaneously make and accept offers to buy and sell the simulated security without restriction, based on the public and private information they have and their dynamic estimates of the final game price. Trades are tracked with a novel tally sheet or game status chart, and they are settled at the final game price when all items are revealed. The use of a subset of a pool of market-affecting items allows for probability-based strategy similar to popular card games like blackjack and poker.
76	Methodology and System For Creating And Trading A Non-DIsclosed Active Exchange Traded Fund	US14946970	2015-11-20	US20160180462A1	2016-06-23	Robert S. Tull, JR.
Methodologies and systems for creating and trading non-disclosed exchange traded funds (“NDETFs”) that provide a means for market makers to monitor trading prices on public exchanges and to create a hedge on the non-disclosed securities that relate to a difference in value of two portfolio composition files (“PCF”), is disclosed. In one embodiment, the NDETF creates a standard PCF used to calculate an indicative intraday value, IIV1, of the ETF. A second PCF, being a pro-rata portion of the holdings of the NDETF at trade date minus one, is formed to calculate a second indicative intraday value, IIV2. The methodology determines the difference between IIV1 and IIV2 which is then used by market makers to create competitive bid/offer spreads on the NDETF and to create a hedge to manage intraday risk between the two IIVs. The final value of NDETF creation and redemption unit is determined after market close.
77	Derivative Securities And System For Trading Same	US12147972	2008-06-27	US20080256001A1	2008-10-16	Bradley J. McGill
The present invention provides a derivative security whose value is determined by whether an underlying instrument will trade above or below a given price at or by a given time. The price of the underlying instrument in the inventive instrument must move a certain amount in a certain direction in a limited amount of time. If it does, that trade yields a fixed amount of money for the acceptor of the contract. If it does not, that acceptor loses the premium he paid for the contract.The inventive derivative securities may have a short-term expiry. The underlying instrument of the inventive derivative may be a stock or other security, or an index or interest rate.The present invention also provides for a system to trade the inventive security that allows any participant to post offers or fill orders from posted offers, with order flow coming from individual investors, institutions, specialists and market makers.
78	INTELLECTUAL PROPERTY TRADING EXCHANGE	PCT/US2011026077	2011-02-24	WO2011126616A3	2011-12-15	MALACKOWSKI JAMES E
A computerized intellectual property trading exchange is disclosed for facilitating the trading of license contracts relating to intellectual property rights or pools of intellectual property rights. The exchange includes at least one intellectual property license contract relating to intellectual property rights or pools of intellectual property rights and a computer-accessible forum configured to allow a plurality of participants to trade the license contract. The plurality of participants includes at least one seller, which may be the owner, having the license contract and desiring to trade the license contract. The plurality of participants also includes at least one buyer desiring to obtain the license contract. The buyer may be an investor, speculator, market maker, or arbitrageur, who purchases the license contract to achieve appreciation. The buyer also may be a licensee, who purchases the license contract to practice the intellectual property rights.
79	BINARY OPTION STRUCTURE WITH PERFORMANCE RANKING WITHOUT MARKET MAKER	PCT/IB2011/050773	2011-02-24	WO2011107906A1	2011-09-09	GREATZ, Yochai
In a binary option structure, trades of buyers do not having counterpart trades of a market maker. Instead, for each order in a series, a digital processor assigns a zero value to orders whose barrier was not hit and for buyers whose barrier was hit calculates a distance between an entry price and the barrier, the digital processor ranking the distances of buyers associated with each order in the series. Upon expiration of the touch option, the digital processor divides the ranking into a winning part and a losing part and calculates payouts to buyers in the winning part by dividing the total investment series, less any commissions, among buyers in the winning part of the ranking. A display structure seen by participants shows current ranking. In response, buyers can move their barrier after placing the order, provided the barrier was not been hit, and without crossing the entry price.
80	Trading Game Simulation Method	US13197538	2011-08-03	US20110285085A1	2011-11-24	Charles Pickelhaupt
A trading simulation game that emulates the roles of market makers and traders involved in the securities market. The simulation allows for random market activity by specifying a starting market price and employing a subset of a pool of market-affecting items to modify the starting price and determine the final game price. Items in the subset are incrementally revealed to simulation participants during play, and designated participants may make the first offer to trade. All participants simultaneously make and accept offers to buy and sell the simulated security without restriction, based on the public and private information they have and their dynamic estimates of the final game price. Trades are tracked with a novel tally sheet or game status board, and they are settled at the final game price when all items are revealed. The use of a subset of a pool of market-affecting items allows for probability-based strategy similar to popular card games like blackjack and poker.

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