Calculation of a price of a security based on volatility detection
US9026470B2 · kind B2 · utility
6Cited by
6References
27Claims
0Family size
Assignee
Inventors
Key dates
| Filing date | Oct 21, 2008 |
| Grant date | May 5, 2015 |
| Priority date | — |
| Expiry date | Jul 16, 2031 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06Q40/03
- WIPO fieldIT methods for management
- WIPO sectorElectrical engineering
Abstract
Amongst other things, a computer implemented method for releasing a security for trading in a trading venue includes determining volatility in prices of quotations for a security before the security is released for trading; comparing the determined volatility to a volatility threshold; calculating an adjusted price of the quotations based on the output of the determined volatility in the prices; sending a message to release the security for trading, with the security having the adjusted price that is based on the outcome of comparing.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.