| 主权项 |
1. A computer-implemented method of conducting a pairs trade, said method comprising:
presenting, by a programmed computer, a plurality of predefined pairs of unrelated securities; receiving, by the programmed computer, a selection of a predefined pair from said plurality of predefined pairs for a pairs trade order, said predefined pair for said pairs trade order comprising a first leg and a second leg; entering, by the programmed computer, said pairs trade order as a single order in an order book designated to receive orders for said predefined pair; determining, by the programmed computer, whether order parameters associated with said first leg and said second leg have been met; and executing, by the programmed computer, said pairs trade order when order parameters associated with said first leg and said second leg are both met. |
