发明名称 Model-Based Selection of Trade Execution Strategies
摘要 Effective selection of trade execution strategies using a multi-dimensional model is disclosed. A relationship exists between order difficulty and execution strategy. Execution strategy depends on order difficulty, and order difficulty has many dimensions. The multi-dimensional model classifies trade orders according to the dimensions, and then maps these classified trade orders into suitable execution strategies. For each trade order, one or more appropriate strategies are automatically selected and presented to the trader to assist the trader in making an informed and timely decision.
申请公布号 US2012150712(A1) 申请公布日期 2012.06.14
申请号 US201113118658 申请日期 2011.05.31
申请人 SOFIANOS GEORGHIOS A. 发明人 SOFIANOS GEORGHIOS A.
分类号 G06Q40/04 主分类号 G06Q40/04
代理机构 代理人
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