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1. 发明申请

WO2011081711A2 SYNTHETIC SPREAD TRADING 审中-公开
标题翻译：合作贸易
公开(公告)号：WO2011081711A2
公开(公告)日：2011-07-07
申请号：PCT/US2010/055336
申请日：2010-11-03
申请人： TRADING TECHNOLOGIES INTERNATIONAL, INC. , HALDES, Tom, James , MINTZ, Sagy, P. , MESSINA, Patricia, A. , DEITZ, Alexander, D. , ROONEY, Patrick, J.
发明人： HALDES, Tom, James , MINTZ, Sagy, P. , MESSINA, Patricia, A. , DEITZ, Alexander, D. , ROONEY, Patrick, J.
IPC分类号： G06Q40/00
CPC分类号： G06Q40/00
摘要： Synthetic spread trading strategies are represented and managed as homogeneous tradeable objects. Relationships between a synthetic spread and its constituent parts are defined and states for a spread are developed for accurately reporting, tracking and otherwise administering a synthetic spread and its constituent parts. A state of a synthetic spread is identified as working, pending, legged or filled. The states, in addition to identification of a synthetic spread's constituent parts, introduces information to allow a spread order and its post trade analysis to be consistently and effectively managed by multiple trading tools.
摘要翻译：合成传播交易策略被表示和管理为均匀的可交易对象。定义合成传播与其组成部分之间的关系，开发扩散状态以准确报告，跟踪和以其他方式施用合成传播及其组成部分。合成传播的状态被识别为工作，待定，有腿或填充。除了识别合成传播的组成部分之外，各州还引入了信息，以便通过多种交易工具来持续有效地管理传播订单及其后期交易分析。

2. 发明申请

WO2007041281A2 SYSTEM AND METHOD FOR ORDER PLACEMENT IN AN ELECTRONIC TRADING ENVIRONMENT 审中-公开
标题翻译：电子交易环境中的订单放置系统和方法
公开(公告)号：WO2007041281A2
公开(公告)日：2007-04-12
申请号：PCT/US2006/038030
申请日：2006-09-29
申请人： TRADING TECHNOLOGIES INTERNATIONAL, INC. , BURNS, Michael, J. , MINTZ, Sagy, P. , HERZ, Eric, M. , DEITZ, Alexander, D.
发明人： BURNS, Michael, J. , MINTZ, Sagy, P. , HERZ, Eric, M. , DEITZ, Alexander, D.
IPC分类号： G06Q40/00
CPC分类号： G06Q40/04 , G06Q40/00 , G06Q40/06
摘要： A system and associated methods are provided for intelligent placement and movement of orders in an electronic trading environment. According to one example method, in addition to submitting a leg order at a calculated price level, additional orders, queue holder orders, are submitted for the leg order at prices either below or above the calculated price level. Based on this configuration, if the conditions change such that it is necessary to reprice the leg order, there will be already an order resting in the exchange order book at the recalculated price that can be used in the strategy. Upon repricing the leg order, one or more additional queue holder orders will be placed in the market. Other tools are provided as well.
摘要翻译：提供了一种系统和相关方法，用于在电子交易环境中智能放置和移动订单。根据一个示例性方法，除了以计算的价格水平提交支票订单之外，还可以以低于或高于所计算的价格水平的价格提交附加订单，队列持有人订单。基于这种配置，如果条件发生变化，以便有必要重新订购该订单，那么将在订单中已经有一个订单可以重新计算的价格在战略中使用。在对订单重新定价后，一个或多个额外的队列持有者订单将被放置在市场中。还提供其他工具。

3. 发明申请

WO2007041281A3 ORDER PLACEMENT IN AN ELECTRONIC TRADING ENVIRONMENT 审中-公开
标题翻译：电子交易环境中的订单放置
公开(公告)号：WO2007041281A3
公开(公告)日：2007-10-25
申请号：PCT/US2006038030
申请日：2006-09-29
申请人： TRADING TECHNOLOGIES INT INC , BURNS MICHAEL J , MINTZ SAGY P , HERZ ERIC M , DEITZ ALEXANDER D
发明人： BURNS MICHAEL J , MINTZ SAGY P , HERZ ERIC M , DEITZ ALEXANDER D
IPC分类号： G06Q40/00
CPC分类号： G06Q40/04 , G06Q40/00 , G06Q40/06
摘要： A system and associated methods are provided for intelligent placement and movement of orders in an electronic trading environment. According to the present invention, in addition to submitting a leg order at a calculated price level, additional orders, queue holder orders, are submitted for the leg order at prices either below or above the calculated price level Based on this configuration, if the conditions change such that it is necessary to reprice the leg order, there will be already an order resting in the exchange order book at the recalculated price that can be used in the strategy Upon re-pncing the leg order, one or more additional queue holder orders will be placed in the market Other tools are provided as well.
摘要翻译：提供了一种系统和相关方法，用于在电子交易环境中智能放置和移动订单。根据本发明，除了以计算的价格水平提交支票订单之外，还可以以低于或高于所计算的价格水平的价格向该订单提交额外的订单，持卡人订单，基于该配置，如果条件改变，以便有必要重新订立订单，已经有一个订单休息在兑换订单簿中，重新计算的价格可以在策略中使用。重新订购该订单后，一个或多个附加的订单列表订单将被放置在市场上也提供其他工具。

4. 发明申请

WO2009146363A1 SYSTEM AND METHOD FOR AGGRESSIVELY TRADING A STRATEGY IN AN ELECTRONIC TRADING ENVIRONMENT 审中-公开
标题翻译：用于在电子交易环境中积极交易策略的系统和方法
公开(公告)号：WO2009146363A1
公开(公告)日：2009-12-03
申请号：PCT/US2009/045449
申请日：2009-05-28
申请人： TRADING TECHNOLOGIES INTERNATIONAL, INC. , KONTOS, Nicholas , MINTZ, Sagy, P. , DEITZ, Alexander, D.
发明人： KONTOS, Nicholas , MINTZ, Sagy, P. , DEITZ, Alexander, D.
IPC分类号： G06Q40/00
CPC分类号： G06Q40/04
摘要： System and method for aggressively trading a spread trading strategy in an electronic environment are provided herein. According to the example embodiments, a trader may configure the automated trading tool to trade as aggressively as possible by leaning on a price without an associated quantity. This allows a trader to possibly obtain a more profitable price as well as get filled faster. Traders submit an order for a spread and the automated trading tool calculates the quote order price based on a defined level of aggressiveness, the leaned on price, and the desired spread price. Based on the level of defined aggressiveness and the gap in the market, the automated trading tool may lean on a mildly, moderately, or extremely aggressive price.
摘要翻译：本文提供了在电子环境中积极交易传播交易策略的系统和方法。根据示例实施例，交易者可以配置自动交易工具以通过倾斜于没有相关数量的价格来尽可能地积极地进行交易。这使得交易者可能获得更有利可图的价格，并获得更快的收益。交易者提交点差订单，自动交易工具根据定义的侵略性水平，价格偏好和期望的差价计算报价单价格。根据定义的侵略性水平和市场差距，自动交易工具可能会依赖于轻微，适度或极具侵略性的价格。

5. 发明申请

WO2011081711A3 SYNTHETIC SPREAD TRADING 审中-公开
标题翻译：合作贸易
公开(公告)号：WO2011081711A3
公开(公告)日：2012-03-29
申请号：PCT/US2010055336
申请日：2010-11-03
申请人： TRADING TECHNOLOGIES INT INC , HALDES TOM JAMES , MINTZ SAGY P , MESSINA PATRICIA A , DEITZ ALEXANDER D , ROONEY PATRICK J
发明人： HALDES TOM JAMES , MINTZ SAGY P , MESSINA PATRICIA A , DEITZ ALEXANDER D , ROONEY PATRICK J
IPC分类号： G06Q40/00
CPC分类号： G06Q40/00
摘要： Synthetic spread trading strategies are represented and managed as homogeneous tradeable objects. Relationships between a synthetic spread and its constituent parts are defined and states for a spread are developed for accurately reporting, tracking and otherwise administering a synthetic spread and its constituent parts. A state of a synthetic spread is identified as working, pending, legged or filled. The states, in addition to identification of a synthetic spread's constituent parts, introduces information to allow a spread order and its post trade analysis to be consistently and effectively managed by multiple trading tools.
摘要翻译：合成传播交易策略被表示和管理为均匀的可交易对象。定义合成传播与其组成部分之间的关系，开发扩散状态以准确报告，跟踪和以其他方式施用合成传播及其组成部分。合成传播的状态被识别为工作，待定，有腿或填充。除了识别合成传播的组成部分之外，各州还引入了信息，以便通过多种交易工具来持续有效地管理传播订单及其后期交易分析。

6. 发明申请

WO2011056399A1 LEAN LEVEL SUPPORT FOR TRADING STRATEGIES 审中-公开
标题翻译： LEAN水平支持交易策略
公开(公告)号：WO2011056399A1
公开(公告)日：2011-05-12
申请号：PCT/US2010/053019
申请日：2010-10-18
申请人： TRADING TECHNOLOGIES INTERNATIONAL, INC. , BRIANTI, Stephan , MINTZ, Sagy, P.
发明人： BRIANTI, Stephan , MINTZ, Sagy, P.
IPC分类号： G06Q40/00
CPC分类号： G06Q40/04 , G06Q40/06
摘要： Certain embodiments of the present invention provide techniques for lean level support for a trading strategy. According to certain embodiments, the support for a price level under consideration as a lean level is determined based at least in part on quantity available at the price level. According to certain embodiments, the support for a price level under consideration as a lean level is determined based at least in part on quantity available at one or more other price levels. According to certain embodiments, the support for a price level under consideration as a lean level is determined based at least in part on the number of orders at one or more price levels. A lean level may then be determined based on the determined support. According to certain embodiments, a lean multiplier and/or a lean base are determined dynamically based on the determined support.
摘要翻译：本发明的某些实施例提供了用于交易策略的精简级支持的技术。根据某些实施例，至少部分地基于在价格水平可用的数量来确定作为精益水平的正在考虑的价格水平的支持。根据某些实施例，至少部分地基于在一个或多个其他价格水平可用的数量来确定作为精益水平的正在考虑的价格水平的支持。根据某些实施例，至少部分地基于在一个或多个价格水平的订单数量确定作为精益水平的正在考虑的价格水平的支持。然后可以基于确定的支持来确定精益水平。根据某些实施例，基于所确定的支持来动态地确定精益乘数和/或瘦基。

7. 发明申请

WO2008121516A1 SYSTEM AND METHOD FOR DYNAMICALLY CHANGING AN ELECTRONIC TRADE ORDER QUANTITY 审中-公开
标题翻译：动态更改电子商务订单数量的系统与方法
公开(公告)号：WO2008121516A1
公开(公告)日：2008-10-09
申请号：PCT/US2008/056623
申请日：2008-03-12
申请人： TRADING TECHNOLOGIES INTERNATIONAL, INC. , MINTZ, Sagy, P. , BURNS, Michael, J. , PETERSON, Thomas, A.
发明人： MINTZ, Sagy, P. , BURNS, Michael, J. , PETERSON, Thomas, A.
IPC分类号： G06Q40/00
CPC分类号： G06Q40/04 , G06Q40/00 , G06Q40/06
摘要： A system and methods for dynamically changing a trade order quantity in an electronic trading environment are described herein. According to one example embodiment, an automated trading tool determines if a leaned on quantity of a trading strategy has increased or decreased and if so, dynamically changing a desired order quantity to reflect the change in the leaned on quantity. Dynamically changing an order quantity may be more profitable for a trader as order queue position may be maintained and portion of the desired order quantity may get filled; rather than a trader losing their order queue position and/or taking a chance of not getting any of their order quantity filled.
摘要翻译：本文描述了在电子交易环境中动态地改变交易订单数量的系统和方法。根据一个示例性实施例，自动交易工具确定倾向于交易策略的数量是否增加或减少，如果是，则动态地改变期望的订单数量以反映倾斜的数量上的变化。动态地更改订单数量对于交易者来说可能更有利可图，因为可以保持订单队列位置并且期望订单数量的一部分可能被填充; 而不是一个交易者失去他们的订单排队位置和/或有机会没有获得任何订单数量填充。

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