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
Network traffic demotion
Flame-protected impact-modified polycarbonate compositions
System and method for configuring a direct lift control system of a vehicle
Information retrieval system, information retrieval method, and information retrieval program
Power supply input voltage detection circuit
Shape based similarity of continuous wave doppler images
Magnetic circuit and speaker using same
  Randomly Featured Patents
Frame/packet-based calibration for wireless transceivers
High speed current limiting sense amplifier
Bistable fuse by amorphization of polysilicon
UDP broadcast for a user interface in a download and configuration gaming method
High-reliability cluster management
Shoe
Animal waste vacuum with disposable pickup tool & disposable container
Medicament delivery device
Milling machine as well as method for working ground surfaces
Measuring method of machine tool accuracy using a computer aided kinematic transducer link and its apparatus