发明名称 |
System and method for estimating transaction costs related to trading a security |
摘要 |
A method for creating a peer group database includes a step of collecting security transaction data for a preselected period of time, for a plurality of investment institutions. The transaction data includes identity of securities being traded, transaction order sizes, execution prices and execution times. The transaction data is grouped into a plurality of orders. A plurality of cost benchmarks are calculated for each of the orders. Transaction costs are estimated for each investment institution relative to the cost benchmarks. The data is stored.
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申请公布号 |
US2004215549(A1) |
申请公布日期 |
2004.10.28 |
申请号 |
US20030674432 |
申请日期 |
2003.10.01 |
申请人 |
INVESTMENT TECHNOLOGY GROUP, INC. |
发明人 |
MADHAVAN ANANTH;ASRIEV ARTEM V.;BORKOVEC MILAN P. |
分类号 |
G06F;G06Q40/00;(IPC1-7):G06F17/60 |
主分类号 |
G06F |
代理机构 |
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代理人 |
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地址 |
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