Spread price scaling for implied trade matching
US11042935B2 · kind B2 · utility
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5References
20Claims
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Key dates
| Filing date | Jan 2, 2019 |
| Grant date | Jun 22, 2021 |
| Priority date | — |
| Expiry date | Feb 14, 2040 |
Classification
- Technology area (CPC H)Electricity
- CPC primaryH04L9/50
- WIPO fieldIT methods for management
- WIPO sectorElectrical engineering
Abstract
A computer implemented method for creating and matching implied inter-commodity spread orders where a spread ratio between legs of the inter-commodity spread is endogenous. The implied spread price is determined with a multi-step calculation including determining the price ratio between the underlying products and balancing the quantity of contracts required of each leg product.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.