Patent · US Active

Compression of an exchange traded derivative portfolio

US12282960B2 · kind B2 · utility

0Cited by
8References
20Claims
0Family size

Assignee

Inventors

Key dates

Filing dateOct 13, 2023
Grant dateApr 22, 2025
Priority date
Expiry dateOct 13, 2043

Classification

  • Technology area (CPC G)Physics
  • CPC primaryG06F7/08
  • WIPO fieldComputer technology
  • WIPO sectorElectrical engineering

Abstract

An illustrative computing device may include a processor and a non-transitory memory device for storing a data structure capable of being compressed, where the data structure includes a plurality of data elements and each of the plurality of data elements includes a date field and a quantity field. The computing device may process instructions to arrange the plurality of data elements in a consecutive series in date order based on a value stored in the date field of each data element, determine whether a gap appears in the consecutive series of data elements based on a value stored in the quantity field of each element, remove the determined gaps in each of the data elements, and repeat the determining and removing steps until a predetermined criterion has been reached.

Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.