发明名称 AN AUTOMATED TRADING SYSTEM AND METHODOLOGY FOR REALTIME IDENTIFICATION OF STATISTICAL ARBITRAGE MARKET OPPORTUNITIES
摘要 <p>A program for identifying and automatically acting on statistical arbitrage opportunities between related equities and contracts. The present invention describes an improved technique to perform statistical-pairs arbitraging in a dynamic marketplace with less risk than prior art approaches. The present invention employs an array of recent data and performance ratios involving bid and ask prices for correlated items, such as stocks.</p>
申请公布号 WO2009061929(A1) 申请公布日期 2009.05.14
申请号 WO2008US82652 申请日期 2008.11.06
申请人 SUTTON, REMINGTON, JOHN 发明人 SUTTON, REMINGTON, JOHN
分类号 G06Q40/00 主分类号 G06Q40/00
代理机构 代理人
主权项
地址