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:
Dec. 03, 2013
Filed:
Jun. 18, 2012
Applicants:
Muhammed Hadi, Chicago, IL (US);
Amy Stephan, Chicago, IL (US);
Ketan Patel, Hanover Park, IL (US);
Dmitriy Glinberg, Northbrook, IL (US);
Inventors:
Muhammed Hadi, Chicago, IL (US);
Amy Stephan, Chicago, IL (US);
Ketan Patel, Hanover Park, IL (US);
Dmitriy Glinberg, Northbrook, IL (US);
Assignee:
Chicago Mercantile Exchange Inc., Chicago, IL (US);
Attorney:
Primary Examiner:
Assistant Examiner:
Int. Cl.
CPC ...
G06Q 40/00 (2012.01);
U.S. Cl.
CPC ...
Abstract
The disclosed embodiments utilize hedge ratios to determine the optimal hedge ratio and associated scanning spread. This tells traders what ratios of the quantities of products they should have in their portfolio in order to maintain the status of the portfolios as delta neutral, i.e. be delta hedged, and receive optimal margin credits therefore.