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
Automotive lighting system
Display module
Tailoring the band gap of solar cells made of liquid silane by adding germanium
Terminal device, system and computer readable medium
Optoelectronic semiconductor chip comprising a reflective layer
Collaborative data redundancy for configuration tracking systems
Control method and allocation structure for flash memory device
  Randomly Featured Patents
Method of making spherical dental alloy powders
Flame retardant thermoplastic resin composition containing styrene polymer as compatabilizer and oxaphospholane compound as flame retardant
Integrated connector for powerline network and power supply
Absorption-type air conditioning apparatus having fin tube absorption liquid regenerators
Handset front cover
System and apparatus for reducing the effects of circuit mismatch in analog-to-digital converters
Musket loader
Ink jet recording method and ink jet recording apparatus
Character recognition
Kimchi fermentor and control system thereof using a kimchi curing sensor