发明名称 Computer implemented and/or assisted methods and systems for providing guaranteed, specified and/or predetermined execution prices in a guaranteed, specified and/or predetermined timeframe on the purchase or sale of, for example, listed options
摘要 Methods and systems are provided which enable options broker-dealers to guarantee execution of an option trade order within a specified time window. By providing means to quantify and mitigate the effects of several factors which contribute to options market inefficiency (e.g., market structure, regulatory constraints, and "market misbehavior"), these methods and systems eliminate or at least reduce the level of broker-dealer risk inherent in offering an execution speed guarantee, while optionally simultaneously providing better execution quality for investors.
申请公布号 US2006069636(A1) 申请公布日期 2006.03.30
申请号 US20050236106 申请日期 2005.09.26
申请人 CITADEL INVESTMENT GROUP, L.L.C. 发明人 GRIFFIN KENNETH C.;ANDRESEN MATTHEW
分类号 G06Q40/00 主分类号 G06Q40/00
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