Compression optimization
US12387264B1 · kind B1 · utility
Assignee
Inventor
Key dates
| Filing date | Dec 18, 2023 |
| Grant date | Aug 12, 2025 |
| Priority date | — |
| Expiry date | Jan 21, 2044 |
Classification
- Technology area (CPC H)Electricity
- CPC primaryH03M7/3059
- WIPO fieldBasic communication processes
- WIPO sectorElectrical engineering
Abstract
A method is provided for compressing data in an exchange computer system. The method includes receiving position data indicative of a position held with respect to a financial instrument by an exchange participant from among a plurality of exchange participants, and receiving constraint data indicative of one or more constraints on compression defined by the exchange participant. The exchange computer system compresses data based on the position data and the constraint data, resulting in, for each of the plurality of exchange participants, a new allocation of position sizes relative to positions held prior to compression. The new allocation of position sizes is such that a set of long positions held by the plurality of exchange participants with respect to the financial instrument are cancelled out by a set of short positions held by the plurality of exchange participants with respect to the financial instrument.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.