Method and System for Calculating and Utilizing Realized Spread in Financial Transactions
AssigneeIntegral Development Corporation
InventorsVikas Srivastava, Patrick Barkhordarian, Michelle Yip Chen
Life of this patent
Estimating the term…
Abstract
A system for generating and utilizing financial trading metrics, comprising: (i) a data-obtaining module configured to obtain raw financial trade data; (ii) a data-normalizing module, operatively connected to the data-obtaining module and configured to convert raw financial-trade data into normalized financial-trade data; and (iii) a metric-generating module, operatively connected to the data-normalizing module and configured to generate financial-trade metrics based on the normalized financial-trade data.
Claims41
A system for generating and utilizing financial trading metrics, comprising:
- a data-obtaining module configured to obtain raw financial trade data;
- a data-normalizing module, operatively connected to the data-obtaining module and configured to convert the raw financial-trade data into normalized financial-trade data;
- a metric-generating module, operatively connected to the data-normalizing module and configured to generate financial-trade metrics based on the normalized financial-trade data.
The system of 1 wherein one of the generated financial-trade metrics generated comprises a realized spread.
A computer-implemented method for calculating realized spreads in financial transactions, comprising the following steps:
- obtaining, via one or more processing units, one or more data files comprised of raw financial transaction data converting the raw financial data into normalized financial transaction data;
- and
- generating one or more financial-trade metrics from the normalized financial data.
A non-transitory computer-readable medium comprising executable instructions that when executed by one or more processing units cause the one or more processing units to carry out a method comprising:
- obtaining, via one or more processing units, one or more data files comprised of raw financial transaction data
- converting the raw financial data into normalized financial transaction data;
- and
- generating one or more financial-trade metrics from the normalized financial data.
Dependencies are inferred from the claim text.