The patent badge is an abbreviated version of the USPTO patent document. The patent badge does contain a link to the full patent document.
The patent badge is an abbreviated version of the USPTO patent document. The patent badge covers the following: Patent number, Date patent was issued, Date patent was filed, Title of the patent, Applicant, Inventor, Assignee, Attorney firm, Primary examiner, Assistant examiner, CPCs, and Abstract. The patent badge does contain a link to the full patent document (in Adobe Acrobat format, aka pdf). To download or print any patent click here.
Patent No.:
Date of Patent:
Jan. 01, 2019
Filed:
Jan. 06, 2015
Morgan Stanley, New York, NY (US);
Aditya Damodaran, Short Hills, NJ (US);
Richard Huddleston, New York, NY (US);
Joseph Edward Pendergast, Jr., Brookhaven, NY (US);
MORGAN STANLEY SERVICES GROUP INC., New York, NY (US);
Abstract
A system that can detect when abnormal trading activity is occurring and take action to halt the detected abnormal trading activity without human intervention using a computer-implemented anomaly detection and action stage that performs an exponential weighted averaging of trade order flow, on a per symbol basis within a sliding volume based window and a volume based exponential weighted averaging, on a per symbol basis, on trade update messages received during the sliding volume based window and checks for an inflection in covariance between them. A related method is also described.