Resources Contact Us Home
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
Methods for detection of cardiac rhythm disorders using basket style cardiac mapping catheter
Transmitting system and method of transmitting digital broadcast signal in transmitting system
Multi-input differential amplifier with dynamic transconductance compensation
HIFU induced cavitation with reduced power threshold
Enrollment apparatus, system, and method
ASLV vector system
Light-scattering substrate, method for manufacturing light-scattering substrate, polarizing plate and image display device
  Randomly Featured Patents
Chip bond layout for chip carrier for flip chip applications
Method of analyzing the complexing power of a pickling liquor
Apparatus for positioning the backrest of a vehicle seat
Digital video system
Installation for heating a fluid, preferably water, in a conventional central heating system, using the waste heat produced by a number of refrigerators
Undrawn tough durably melt-bondable macrodenier thermoplastic multicomponent filaments
Wiring method for checking wirings of an organic electroluminescent display
Noise cancellation device for use with recording devices
Polyolefin-based resin compositions and fabricated products produced therefrom
Torque reactive tension mechanism and method