专利名称:COMPUTER IMPLEMENTED AND/OR
ASSISTED METHODS AND SYSTEMS FORDETECTING, TRACKING AND RESPONDINGTO TOXIC, OR LIKELY TOXIC, ORDERS IN ANEQUITIES ORDER FLOW USING TOXICITYAND/OR PROFIT ANALYZERS
发明人:Kenneth C. Griffin,Matthew Andresen申请号:US12546854申请日:20090825
公开号:US20090313179A1公开日:20091217
专利附图:
摘要:Methods and systems are provided which enable equities broker-dealers toexecute an equity trade order while simultaneously eliminating (or at least reducing)exposure to the negative consequences associated with toxic (or likely toxic) orders in theequities market. By using toxicity and/or profit analyzers, for example, to detect, trackand respond to the level of toxic (or likely toxic) orders present in an equities order flow,a broker dealer can reduce the level of risk inherent in serving as counter-party to orderflows, such as anonymous equities order flows. Various alternative embodiments are alsodisclosed.
申请人:Kenneth C. Griffin,Matthew Andresen
地址:Chicago IL US,Chicago IL US
国籍:US,US
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