发明名称 |
System and method for estimating and optimizing transaction costs |
摘要 |
A method and system for forecasting the transaction cost of a portfolio trade execution that may be applied to any given trade strategy or an optimal trade strategy that minimizes transaction costs. In preferred embodiments, a server comprises one or more computers that act as an automated forecaster whereby it accepts user-defined input variables from customers and generates a transaction cost estimation report based on those variables. The server is programmed with specific transaction cost estimation and optimization algorithms that model the transaction costs of a specific trade execution based on the user's trading profile and market variables.
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申请公布号 |
US2003233306(A1) |
申请公布日期 |
2003.12.18 |
申请号 |
US20020166719 |
申请日期 |
2002.06.12 |
申请人 |
ITG, INC. |
发明人 |
MADHAVAN ANANTH;ASRIEV ARTEM V. |
分类号 |
G06Q10/00;G06Q40/00;(IPC1-7):G06F17/60 |
主分类号 |
G06Q10/00 |
代理机构 |
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