| 摘要 |
A computer-implemented method for providing an allocation of a filled order made at a particular time, that involves receiving at least a price of a filled order made at a later time; generating a starting allocation across multiple managed accounts based at least in part on allocation factors of each of the multiple managed accounts; generating at least one additional allocation based at least in part on the starting allocation; determining a closest-fitting allocation according to a metric from amongst the starting allocation and the at least one additional allocation, the metric being based at least in part on the price of the filled order made at the later time and on a price of the filled order made at the particular time; and outputting the closest-fitting allocation. |
