发明名称 |
Calculation of a Price of a Security Based on Volatility Detection |
摘要 |
Amongst other things, a computer implemented method for releasing a security for trading in a trading venue includes determining volatility in prices of quotations for a security before the security is released for trading; comparing the determined volatility to a volatility threshold; calculating an adjusted price of the quotations based on the output of the determined volatility in the prices; sending a message to release the security for trading, with the security having the adjusted price that is based on the outcome of comparing
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申请公布号 |
US2010100500(A1) |
申请公布日期 |
2010.04.22 |
申请号 |
US20080255154 |
申请日期 |
2008.10.21 |
申请人 |
THE NASDAQ OMX GROUP, INC. |
发明人 |
NUNES ADAM;MACK CHARLES;SOKOLOFF CONSTANTINE |
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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