# Andrew Milne

## Andrew Milne, Maplewood, NJ US

Patent application number | Description | Published |
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20090327153 | Symbolic Language For Trade Matching - A symbolic modeling language for trade matching provides techniques to describe the specialized operations of a match engine in a form that can be understood by business analysts and readily translated into program code and test cases by developers and testers. Associated techniques for calculating implied markets and testing can expedite match engine development, testing and maintenance. | 12-31-2009 |

20100174633 | Determination of Implied Orders in a Trade Matching System - A computer implemented method for determining implied orders in an electronic trading system is provided. The method comprises receiving a first set of one or more real orders, wherein the orders are not tradable against each other. One or more implied orders are identified within the first set of real orders. Market data corresponding to the implied orders can also be identified. At least one additional order is received and the tradability of the additional order is determined against the real or implied orders within the first set of real orders. A resting set of orders is determined from those real and implied orders within the first set of orders not affected by the tradability of the additional order. Implied orders are determined from within the set of resting orders. | 07-08-2010 |

20110055067 | UTILIZING A TRIGGER ORDER WITH MULTIPLE COUNTERPARTIES IN IMPLIED MARKET TRADING - An electronic trading system utilizes a Match Engine that receives orders, stores them internally, calculates tradeable combinations and advertises the availability of real and implied orders in the form of market data. Calculating tradeable combinations or cycles for certain strategies becomes complex. Strategies that utilize legs having different volume ratios may form tradeable combinations that will traverse a trigger order more than one time. | 03-03-2011 |

20110066536 | RATIO SPREADS FOR CONTRACTS OF DIFFERENT SIZES IN IMPLIED MARKET TRADING - A method for matching orders is provided. The method includes receiving a first order for a product, the first order specifying a first volume, receiving a second order for the product, the second order specifying a second volume, wherein the first volume is different than the second volume, generating an implied order based on a ratio spread defined between the first order and the second order, and matching a third order with the implied order. | 03-17-2011 |

20110066537 | IMPLIED VOLUME ANALYZER - A volume analyzer is provided. The volume analyzer includes an input, a processor, and an output. The input is operable to receive market data and a calculation policy. The processor is coupled with the input. The processor is operable to identify an available implied pattern based on the market data and the calculation policy. The available implied pattern has not been calculated by a match engine. The output is coupled with the processor. The processor is operable to provide the available implied pattern to the output. | 03-17-2011 |

20110066568 | TRANSFORMATION OF A MULTI-LEG SECURITY DEFINITION FOR CALCULATION OF IMPLIED ORDERS IN AN ELECTRONIC TRADING SYSTEM - An electronic trading system utilizes a Match Engine that receives orders, stores them internally, calculates tradable combinations and advertises the availability of real and implied orders in the form of market data. New tradable items defined as combinations of other tradable items may be included in the calculation of tradable combinations. A technique is disclosed for transforming a combination or strategy contract with an arbitrary number of buy and sell legs with an arbitrary volume ratio for each leg into a form that can be used for rapid implied order calculations. | 03-17-2011 |

20110087579 | LEG PRICER - An electronic trading system utilizes a Match Engine that receives orders, stores them internally, calculates tradable combinations and advertises the availability of real and implied orders in the form of market data. The tradable combinations may include spread orders where one leg of the spread has a different tick size than the other or where the tick of the spread contract is different from the tick size in one or both legs. A method and system for calculating on-tick leg prices in an equitable and predictable manner is provided. | 04-14-2011 |

20120265668 | DETERMINATION OF IMPLIED ORDERS IN A TRADE MATCHING SYSTEM - A computer implemented method for determining implied orders in an electronic trading system is provided. The method comprises receiving a first set of one or more real orders, wherein the orders are not tradable against each other. One or more implied orders are identified within the first set of real orders. Market data corresponding to the implied orders can also be identified. At least one additional order is received and the tradability of the additional order is determined against the real or implied orders within the first set of real orders. A resting set of orders is determined from those real and implied orders within the first set of orders not affected by the tradability of the additional order. Implied orders are determined from within the set of resting orders. | 10-18-2012 |

20120271755 | Ratio Spreads for Contracts of Different Sizes in Implied Market Trading - A method for matching orders is provided. The method includes receiving a first order for a product, the first order specifying a first volume, receiving a second order for the product, the second order specifying a second volume, wherein the first volume is different than the second volume, generating an implied order based on a ratio spread defined between the first order and the second order, and matching a third order with the implied order. | 10-25-2012 |

20120303512 | Transformation of a Multi-Leg Security Definition for Calculation of Implied Orders in an Electronic Trading System - An electronic trading system utilizes a Match Engine that receives orders, stores them internally, calculates tradable combinations and advertises the availability of real and implied orders in the form of market data. New tradable items defined as combinations of other tradable items may be included in the calculation of tradable combinations. A technique is disclosed for transforming a combination or strategy contract with an arbitrary number of buy and sell legs with an arbitrary volume ratio for each leg into a form that can be used for rapid implied order calculations. | 11-29-2012 |

20130006830 | Leg Pricer - An electronic trading system utilizes a Match Engine that receives orders, stores them internally, calculates tradable combinations and advertises the availability of real and implied orders in the form of market data. The tradable combinations may include spread orders where one leg of the spread has a different tick size than the other or where the tick of the spread contract is different from the tick size in one or both legs. A method and system for calculating on-tick leg prices in an equitable and predictable manner is provided. | 01-03-2013 |

20130041801 | Selective Suppression of Implied Contract Generation - An electronic trading system utilizes a Match Engine that receives orders, stores them internally, calculates tradable combinations and advertises the availability of real and implied orders in the form of market data. New tradable items defined as combinations of other tradable items may be included in the calculation of tradable combinations. A technique is disclosed for suppression of the calculation and/or subsequent listing of an implied order when the order is either undesired or unnecessary in the market therefore. | 02-14-2013 |

20130226762 | TRANSFORMATION OF A MULTI-LEG SECURITY DEFINITION FOR CALCULATION OF IMPLIED ORDERS IN AN ELECTRONIC TRADING SYSTEM - An electronic trading system utilizes a Match Engine that receives orders, stores them internally, calculates tradable combinations and advertises the availability of real and implied orders in the form of market data. New tradable items defined as combinations of other tradable items may be included in the calculation of tradable combinations. A technique is disclosed for transforming a combination or strategy contract with an arbitrary number of buy and sell legs with an arbitrary volume ratio for each leg into a form that can be used for rapid implied order calculations. | 08-29-2013 |

20130226806 | Utilizing a Trigger Order with Multiple Counterparties in Implied Market Trading - An electronic trading system utilizes a Match Engine that receives orders, stores them internally, calculates tradable combinations and advertises the availability of real and implied orders in the form of market data. Calculating tradable combinations or cycles for certain strategies becomes complex. Strategies that utilize legs having different volume ratios may form tradable combinations that will traverse a trigger order more than one time. | 08-29-2013 |

20130232058 | DETERMINATION OF IMPLIED ORDERS IN A TRADE MATCHING SYSTEM - A computer implemented method for determining implied orders in an electronic trading system is provided. The method comprises receiving a first set of one or more real orders, wherein the orders are not tradable against each other. One or more implied orders are identified within the first set of real orders. Market data corresponding to the implied orders can also be identified. At least one additional order is received and the tradability of the additional order is determined against the real or implied orders within the first set of real orders. A resting set of orders is determined from those real and implied orders within the first set of orders not affected by the tradability of the additional order. Implied orders are determined from within the set of resting orders. | 09-05-2013 |

20130290162 | Leg Pricer - An electronic trading system utilises a Match Engine that receives orders, stores them internally, calculates tradable combinations and advertises the availability of real and implied orders in the form of market data. The tradable combinations may include spread orders where one leg of the spread has a different tick size than the other or where the tick of the spread contract is different from the tick size in one or both legs. A method and system for calculating on tick leg prices in an equitable and predictable manner is provided. | 10-31-2013 |

20140032388 | Transformation of a Multi-Leg Security Definition for Calculation of Implied Orders in an Electronic Trading System - An electronic trading system utilizes a Match Engine that receives orders, stores them internally, calculates tradable combinations and advertises the availability of real and implied orders in the form of market data. New tradable items defined as combinations of other tradable items may be included in the calculation of tradable combinations. A technique is disclosed for transforming a combination or strategy contract with an arbitrary number of buy and sell legs with an arbitrary volume ratio for each leg into a form that can be used for rapid implied order calculations. | 01-30-2014 |

20140081829 | Symbolic Language for Trade Matching - A symbolic modeling language for trade matching providers techniques to describe the specialized operations of a match engine in a form that can be understood by business analysts and readily translated into program code and test cases by developers and testers. Associated techniques for calculating implied markets and testing can expedite match engine development, testing and maintenance. | 03-20-2014 |

## Andrew Milne, Edinburgh GB

Patent application number | Description | Published |
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20100042386 | METHOD AND APPARATUS FOR SIMULATION BY DISCRETE ELEMENT MODELING AND SUPPORTING CUSTOMISABLE PARTICLE PROPERTIES - One embodiment of the invention provides a computer-implemented simulation system for discrete element modeling. The system comprises discrete elements corresponding to objects or particles, where each particle has a predefined set of properties. The system further has an interface for receiving at least one behaviour model for applying to the particles, and supports receipt from the at least one model of one or more custom properties for the particles. The system is responsive to receipt of the one or more custom properties to extend the discrete elements to contain both the predefined set of properties and the one or more custom properties for the particles. The system is operable to perform a simulation using discrete element modeling by applying the at least one behaviour model to the particles and to update accordingly values of the predefined and custom properties. The values of the custom particle properties are stored with the default (built-in) particle property values and can be analysed and visualised in the same way as the default property values. | 02-18-2010 |

20110032255 | METHOD AND APPARATUS FOR DISCRETE ELEMENT MODELING WITH A VIRTUAL GEOMETRY OBJECT - One embodiment of the invention provides a computer-implemented method for discrete element modelling of a plurality of discrete elements corresponding to particles and physical geometry elements. The modelling performs a simulation through time of physical interactions of the particles with each other and with the physical geometry elements in a three-dimensional space. The method comprises providing a virtual geometry object comprising a user-defined shape. The virtual geometry object does not undergo physical interaction with the particles or physical geometry elements during the simulation. The method further comprises receiving user-defined parameters for determining the position, orientation and any movement of the virtual geometry object with respect to the three-dimensional space. The method further comprises locating the virtual geometry object in the three-dimensional space during the simulation in accordance with the user-defined parameters and identifying the particles, physical geometry elements and/or physical interactions having a particular relationship with respect to the virtual geometry object. The identified elements can then be analysed by the user, for example to determine the number of particles located at a given time within a specific region of the simulation space (as defined by the virtual geometry object). | 02-10-2011 |

20130332127 | METHOD AND APPARATUS FOR DISCRETE ELEMENT MODELING WITH A VIRTUAL GEOMETRY OBJECT - A method is described for discrete element modelling and for performing a three-dimensional simulation through time of a plurality of discrete elements corresponding to particles and physical geometry elements. The method can comprise the following operations: providing a virtual geometry object comprising a user-defined shape (the virtual geometry object does not undergo physical interaction with the particles or physical geometry elements during the simulation); receiving user-defined parameters for determining the position, orientation and any movement of the virtual geometry object with respect to the three-dimensional space; locating the virtual geometry object in the three-dimensional space during the simulation in accordance with the user-defined parameters; and/or identifying the particles, physical geometry elements and/or physical interactions having a particular relationship with respect to the virtual geometry object. The identified elements can then be analysed by the user. | 12-12-2013 |

## Andrew Milne, Ottawa CA

Patent application number | Description | Published |
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20090089617 | METHOD AND APPARATUS FOR TESTING MATHEMATICAL ALGORITHMS - A method and apparatus for testing mathematical programs where code coverage is exceedingly difficult to hit with random data test vectors (probability <2 | 04-02-2009 |

20120262312 | COMPRESSION PRODUCING OUTPUT EXHIBITING COMPRESSION RATIO THAT IS AT LEAST EQUAL TO DESIRED COMPRESSION RATIO - An embodiment may include first circuitry and second circuitry. The first circuitry may compress, at least in part, based at least in part upon a first set of statistics, input to produce first output exhibiting a first compression ratio. If the first compression ratio is less than a desired compression ratio, the second circuitry may compress, at least in part, based at least in part upon a second set of statistics, the first output to produce second output. The first set of statistics may be based, at least in part, after an initial compression, upon other data that has been previously compressed and is associated, at least in part, with the input. The second set of statistics may be based at least in part upon the input. Many alternatives, variations, and modifications are possible. | 10-18-2012 |

## Andrew Milne, Chicago, IL US

Patent application number | Description | Published |
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20140310146 | RATIO SPREADS FOR CONTRACTS OF DIFFERENT SIZES IN IMPLIED MARKET TRADING - A method for matching orders is provided. The method includes receiving a first order for a product, the first order specifying a first volume, receiving a second order for the product, the second order specifying a second volume, wherein the first volume is different than the second volume, generating an implied order based on a ratio spread defined between the first order and the second order, and matching a third order with the implied order. | 10-16-2014 |