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:
Oct. 30, 2012
Filed:
Jun. 21, 2011
Henri Waelbroeck, Scarsdale, NY (US);
Adriana Marcela Waelbroeck, Scarsdale, NY (US);
Carla Gomes, New York, NY (US);
Nataliya Bershova, Brooklyn, NY (US);
Henri Waelbroeck, Scarsdale, NY (US);
Adriana Marcela Waelbroeck, Scarsdale, NY (US);
Carla Gomes, New York, NY (US);
Nataliya Bershova, Brooklyn, NY (US);
Alpha Vision Services, LLC, New York, NY (US);
Abstract
One exemplary aspect comprises: (a) receiving data describing an executed trading order in a market traded security and related trade execution data; (b) estimating a price of the market traded security if the executed trading order had not been executed, based in part on the data describing the executed trading order; and (c) transmitting the impact-free price estimate. At least one other aspect comprises: (a) receiving data describing a potential trading order and related market data; (b) calculating an impact-free price estimate which estimates an execution price of the potential trading order if the potential trading order were to be executed without market impact, wherein the impact-free price estimate is based in part on the data describing the potential trading order; and (c) transmitting data sufficient to describe the impact-free price estimate.