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:
May. 05, 2020
Filed:
Feb. 24, 2017
Applicant:
Chicago Mercantile Exchange Inc., Chicago, IL (US);
Inventors:
Adam Olszewski, London, GB;
Dmitriy Glinberg, Northbrook, IL (US);
Edmund Li, Chicago, IL (US);
Feliks Landa, Glenview, IL (US);
Assignee:
Chicago Mercantile Exchange Inc., Chicago, IL (US);
Attorney:
Primary Examiner:
Int. Cl.
CPC ...
G06Q 40/06 (2012.01);
U.S. Cl.
CPC ...
G06Q 40/06 (2013.01);
Abstract
A set of estimated allocations N(X) through N(X) of portfolio positions to products Xthrough Xmay be determined, with products Xthrough Xincluding portfolio products and spread-traded products based on some of the portfolio products. Utilizing the set of estimated allocations, an optimized liquidation cost LCmay be designated. Data indicating at least a portion of a performance bond based on the optimized liquidation LCmay be output.