Dynamic, efficient, and continuous generation and dissemination of implied correlation index values
US12236483B1 · kind B1 · utility
Assignee
Inventors
Key dates
| Filing date | Sep 27, 2022 |
| Grant date | Feb 25, 2025 |
| Priority date | — |
| Expiry date | Oct 13, 2042 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06Q40/06
- WIPO fieldIT methods for management
- WIPO sectorElectrical engineering
Abstract
An exchange computer system configured to continuously, securely, dynamically, and efficiently generate and disseminate implied correlation index values is described. The exchange computer system may include at least one communication interface that is configured to receive, via a computer network, data related to a stock market index option, data related to a plurality of stocks, and data related to a plurality of stock options. The exchange computer system may further include at least one non-transitory computer-readable medium configured to store data received over particular periods of time, and an index engine including at least one hardware processor that is configured to continuously generate and disseminate implied correlation index values for display on a plurality of user computing devices that are connected via the computer network, and that are configured to facilitate trading of financial instruments related to the implied correlation index via a graphical user interface.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.