DELTA-T ORDER PROCESSING METHOD AND SYSTEM

摘要

A method, computer program product, and client computer for defining an order execution delay period, such that the order execution delay period defines a maximum delay between an option order placement time and an option order execution time. An order option is received for a particular option, thus defining the option order placement time. A market trend for the particular option is determined and, if a favorable market trend is determined, the option order execution time is delayed for at least a portion of the order execution delay period.