发明名称 |
LEAN LEVEL SUPPORT FOR TRADING STRATEGIES |
摘要 |
Certain embodiments of the present invention provide techniques for lean level support for a trading strategy. According to certain embodiments, the support for a price level under consideration as a lean level is determined based at least in part on quantity available at the price level. According to certain embodiments, the support for a price level under consideration as a lean level is determined based at least in part on quantity available at one or more other price levels. According to certain embodiments, the support for a price level under consideration as a lean level is determined based at least in part on the number of orders at one or more price levels. A lean level may then be determined based on the determined support. According to certain embodiments, a lean multiplier and/or a lean base are determined dynamically based on the determined support.
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申请公布号 |
CA2775617(A1) |
申请公布日期 |
2011.05.12 |
申请号 |
CA20102775617 |
申请日期 |
2010.10.18 |
申请人 |
TRADING TECHNOLOGIES INTERNATIONAL, INC. |
发明人 |
BRIANTI, STEPHAN;MINTZ, SAGY P. |
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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