Ratio spreads for contracts of different sizes in implied market trading
US8793180B2 · kind B2 · utility
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37References
20Claims
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Key dates
| Filing date | Jul 6, 2012 |
| Grant date | Jul 29, 2014 |
| Priority date | — |
| Expiry date | Jul 6, 2032 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06Q40/04
- WIPO fieldIT methods for management
- WIPO sectorElectrical engineering
Abstract
A method for matching orders is provided. The method includes receiving a first order for a product, the first order specifying a first volume, receiving a second order for the product, the second order specifying a second volume, wherein the first volume is different than the second volume, generating an implied order based on a ratio spread defined between the first order and the second order, and matching a third order with the implied order.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.