Resources Contact Us Home
Browse by: INVENTOR PATENT HOLDER PATENT NUMBER DATE
 
 
Methods and systems for trade cost estimation










Image Number 16 for United States Patent #7941360.

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.








 
 
  Recently Added Patents
Multiple secure elements in mobile electronic device with near field communication capability
Method for producing a sulfonated polyarylether block copolymer
Wrench
Motilin-like peptide compound having transmucosal absorbability imparted thereto
Method and apparatus for controlling the use of data stored on a media sample
Ventilated vacuum communication structure
Fuel cell stack including ejector and blower for anode recirculation and method for controlling the same
  Randomly Featured Patents
Mounting power unit in front wheel vehicle
Selective data flow analysis of bounded regions of computer software applications
Suction dredger barge
Method of forming a shallow trench isolation structure
Electrode for electrochemical processes
Running control method and running control system
PC card
High internal phase polymeric emulsion composition
Method and system for fast ethernet serial port multiplexing to reduce I/O pin count
IC testing methods and apparatus