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
Method of and apparatus for laser drilling holes with improved taper
System and method for seamlessly increasing download throughput
Process for preparing red cocoa ingredients, red chocolate, and food products
Hydrogenolysis of ethyl acetate in alcohol separation processes
Level-shift circuit, electro-optical device, and level shift method
Efficient relay automatic repeat request procedure in broadband wireless access system
Techniques for data assignment from an external distributed file system to a database management system
  Randomly Featured Patents
Mass spectrometer
Multiple windings electrical motors controllers
Network control system, and controller, target and consumer for use in the network control system
Gravy boat
Method and apparatus for making contour seams
Superoxide dismutase and process for production
System and method for producing a video skim
System and method for processing multimedia data using an audio-video link
Use of non-absorbable fat in determining dietary fat absorption
Apparatus for enclosing electronic components used in telecommunication systems