Systems, methods and computer program products for adaptive transaction cost estimation
摘要
Abstract A system, method and computer program product are provided for forecasting the transaction costs of a trade using empirical data and user-defined modeling constraints based on real-time data regarding changes in market conditions. In preferred embodiments, the invention acts as a forecaster whereby it accepts inputs from customers and identifies real-time market analytics, and provides dynamically adjusted ex ante cost estimates and metrics for the prevailing market conditions. Specific cost estimation and optimization algorithms can be provided to model transaction costs of a specific trade based on empirical data and real-time variables.
申请公布号
AU2016201135(A1)
申请公布日期
2016.03.10
申请号
AU20160201135
申请日期
2016.02.23
申请人
ITG SOFTWARE SOLUTIONS, INC.
发明人
BORKOVEC, MILAN;DOMOWITZ, IAN;EL-GAMAL, MAHMOUD;HEIDLE, HANS G.;SCHWEIGER, AARON;TYURIN, KONSTANTIN