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1. 发明申请

US20110047060A1 APPARATUSES, METHODS AND SYSTEMS FOR A MARGINAL CONTRIBUTION TO PERFORMANCE PLATFORM 审中-公开
标题翻译：性能平台的标准贡献的装置，方法和系统
公开(公告)号：US20110047060A1
公开(公告)日：2011-02-24
申请号：US12705270
申请日：2010-02-12
申请人： DOUGLAS LAWRENCE BORDEN , Oliver Hansch , Youxun Shen , Xiaolin Xie
发明人： DOUGLAS LAWRENCE BORDEN , Oliver Hansch , Youxun Shen , Xiaolin Xie
IPC分类号： G06Q40/00
CPC分类号： G06Q40/04
摘要： The APPARATUSES, METHODS AND SYSTEMS FOR A MARGINAL CONTRIBUTION TO PERFORMANCE PLATFORM (“MCP PLATFORM”) brings about significant advances in the utility and efficacy of algorithmic trading. In one embodiment, the MCP Platform facilitates optimized trading of financial instruments by employing an optimization framework that extends down to the order-placement level. The MCP Platform may minimize a total, generalized cost associated with a trade by separating the overall optimization problem into current order placement decisions and future order placement decisions. Future order placement decisions may then be evaluated analytically and the current order placement decisions evaluated numerically to effectively reduce the dimensionality of the optimization problem and allow optimization to be performed in a relatively short period of time.
摘要翻译： “性能平台”（“MCP PLATFORM”）对设备，方法和系统的贡献，在算法交易的效用和效用方面取得了显着进步。在一个实施例中，MCP平台通过采用延伸到订单放置级别的优化框架来促进金融工具的优化交易。 MCP平台可以通过将整体优化问题分解为当前订单放置决策和未来订单放置决策来最大限度地减少与交易相关的总体广义成本。然后可以分析地评估未来订单放置决策，并且以数字方式评估当前订单放置决策，以有效地降低优化问题的维度，并允许在相对较短的时间段内执行优化。

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