发明名称 |
ALGORITHMIC TRADING SYSTEM AND METHOD |
摘要 |
A system and method for allowing market participants to evaluate the likelihood of finding hidden volume. The model can predict hidden volume and assess the probability that a market order will be executed within the spread and better than the mid-quote. The cost per immediate execution can be assessed. |
申请公布号 |
WO2007149378(A2) |
申请公布日期 |
2007.12.27 |
申请号 |
WO2007US14175 |
申请日期 |
2007.06.18 |
申请人 |
ITG SOFTWARE SOLUTIONS, INC.;BORKOVEC, MILAN |
发明人 |
BORKOVEC, MILAN |
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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