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US 2019/0102838 A1Published application
Systems and methods for optimizing trade execution
AssigneeImperative Execution Inc
InventorRoman Ginis
Life of this patent
Estimating the term…
Abstract
Systems and methods for optimizing trade execution by computing market reaction to recent trades of a security; calculating matching parameters for the security in response to the computed market reaction and at least one of historical market data and real-time market data; calculating a trade window for the next match; and executing the trade during the window.
Claims22
A method of optimizing trade execution, comprising the steps of:
- computing a market reaction to a recent trade of a security;
- calculating a matching parameter for said security in response to said market reaction and at least one of a historical market data for said security and a real-time market data for said security;
- and
- executing a trade of said security in accordance with said matching parameter.
1 more element
A system for optimizing security trade execution, comprising:
- a processor for computing a market reaction to a recent trade of a security;
- a machine learning engine for calculating a matching parameter for said security in response to said market reaction and at least one of a historical market data and a real-time market data;
- and
- a matching engine for executing a trade of said security in accordance with said matching parameter.
1 more element
Dependencies are inferred from the claim text.