Methods for trade decision making

US7496534B2 · kind B2 · utility

Inventors

• Richard Brady Olsen · Zürich, CH
• Michel Dacorogna · Zürich, CH
• Olivier V. Pictet · Geneva, CH
• Ulrich Müller · Neustadt, DE
• Rakhal Dave · Zürich, CH
• Lars A. Jaeger · Zürich, CH

Key dates

• Filing date: May 14, 2001
• Grant date: Feb 24, 2009
• Expiry date: May 23, 2025

Classification

• Technology area (CPC G): Physics
• CPC primary: G06Q40/06
• WIPO field: IT methods for management
• WIPO sector: Electrical engineering

Abstract

A method of trading assets on a market including: (1) receiving price data for an asset over one or more computer networks; (2) receiving current system position information; (3) storing the received asset price data and current system position information in a computer-readable medium; (4) calculating trade recommendation information form each of one or more trading sub-models, wherein each sub-model is based on a different time horizon, the calculation based on the received asset price data; and (5) calculating a trade recommendation regarding the asset based on the trade recommendation information from each of the trading sub-models. Each sub-model preferably includes: (1) a price collector component; (2) a price filter component; (3) a price database component; (4) a gearing calculator component; (5) a deal acceptor component; and (6) a book-keeper component.