发明名称 |
System, method and program for agency cost estimation |
摘要 |
A method, system and computer program product for forecasting the transaction cost of a portfolio trade execution that may be applied to any given trading strategy or an optimal trading strategy that minimizes transaction costs. The system accepts user-defined input variables from customers and generates a transaction cost estimation report based on those variables. Two models are utilized: discretionary and non-discretionary. A specific transaction cost estimation and optimization is performed that model the transaction costs of a specific trade execution based on the user's trading profile and market variables. |
申请公布号 |
US8229834(B2) |
申请公布日期 |
2012.07.24 |
申请号 |
US20080133936 |
申请日期 |
2008.06.05 |
申请人 |
BORKOVEC MILAN;MADHAVAN ANANTH;HEIDLE HANS;ITG SOFTWARE SOLUTIONS, INC. |
发明人 |
BORKOVEC MILAN;MADHAVAN ANANTH;HEIDLE HANS |
分类号 |
G06Q40/00 |
主分类号 |
G06Q40/00 |
代理机构 |
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代理人 |
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主权项 |
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地址 |
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