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
Audio and music data transmission medium and transmission protocol
Memory device and method for repairing a semiconductor memory
Single well reservoir characterization apparatus and methods
Vacuum cleaner filter adapter ring
Stand for food service
High electron mobility transistor and manufacturing method thereof
Composition comprising a mixture of dextro- and levo-amphetamines complexed with ion-exchange resin particles to form drug resin particles
  Randomly Featured Patents
Soil cultivating machine with axially displaceable adjusting rod
(2,2-Diethoxyethyl)dimethyl[5-(4-nitrophenyl)-2-furoylmethyl]ammonium chloride hemihydrate
Angelonia plant named `Cas Wite 09`
Accessing data in a multi-generation database
Intergrated services digital network private branch exchange capable of choosing synchronization clock source automatically
Apparatus and method for reducing latency and buffering associated with multiple access communications systems
Connective tissue growth factor (CTGF) regulatory nucleic acid sequences
Method and apparatus for producing zircaloy tubes and zircaloy tubes thus produced
Beaded cane decoration
Multiple axis ring laser gyroscopes