Patent application number | Description | Published |
20090265267 | DERIVATIVES TRADING METHODS THAT USE A VARIABLE ORDER PRICE - Methods and systems for an exchange to handle variable derivative product order prices are disclosed. The price of a derivative product order (bid or offer) is updated based on changes in the price of a related underlying product. Price determination variable(s), such as delta and gamma, are used to determine the price of the order. The exchange may periodically recalculate the price without requiring the trader to transmit additional information to the exchange. | 10-22-2009 |
20100121787 | HEDGING RISKS ASSOCIATED WITH VARIABLE PRICED ORDERS FOR DERIVATIVE FINANCIAL PRODUCTS - Systems and methods are provided for executing a hedge transaction in connection with the execution of a derivative product order in which the price of the derivative product is defined by one or more variables. The hedge transaction may be executed at an exchange or match engine that is different from the exchange or match engine executing the derivative product order. The execution of derivative product transaction may be contingent on the existence of an appropriate hedge transaction. Alternatively, a best efforts approach may be used to fill the hedge transaction order after executing the derivative product transaction. | 05-13-2010 |
20100306133 | Order Risk Management for Financial Product Processing - Systems and methods are provided for processing derivative product orders at an exchange. Traders provide derivative product order risk data to the exchange. The order risk data may include maximum delta, gamma and/or vega utilization values for derivative product contracts based on the same underlying product. Before executing a trade, a match system analyzes the trader's current utilization state and the utilization that would result after the trade. The match system may then execute all or a portion of the trade. | 12-02-2010 |
20110082786 | HEDGING RISKS ASSOCIATED WITH VARIABLE PRICED ORDERS FOR DERIVATIVE FINANCIAL PRODUCTS - Systems and methods are provided for executing a hedge transaction in connection with the execution of a derivative product order in which the price of the derivative product is defined by one or more variables. The hedge transaction may be executed at an exchange or match engine that is different from the exchange or match engine executing the derivative product order. The execution of derivative product transaction may be contingent on the existence of an appropriate hedge transaction. Alternatively, a best efforts approach may be used to fill the hedge transaction order after executing the derivative product transaction. | 04-07-2011 |
20110270737 | ORDER RISK MANAGEMENT FOR DERIVATIVE PRODUCTS - Systems and methods are provided for processing derivative product orders at an exchange. Traders provide derivative product order risk data to the exchange. The order risk data may include maximum delta, gamma and/or vega utilization values for derivative product contracts based on the same underlying product. Before executing a trade, a match system analyzes the trader's current utilization state and the utilization that would result after the trade. The match system may then execute all or a portion of the trade. | 11-03-2011 |
20120030090 | Hedging Risks Associated With Variable Priced Orders For Derivative Financial Products - Systems and methods are provided for executing a hedge transaction in connection with the execution of a derivative product order in which the price of the derivative product is defined by one or more variables. The hedge transaction may be executed at an exchange or match engine that is different from the exchange or match engine executing the derivative product order. The execution of derivative product transaction may be contingent on the existence of an appropriate hedge transaction. Alternatively, a best efforts approach may be used to fill the hedge transaction order after executing the derivative product transaction. | 02-02-2012 |
20120041896 | Order Risk Management for Financial Product Processing - Systems and methods are provided for processing derivative product orders at an exchange. Traders provide derivative product order risk data to the exchange. The order risk data may include maximum delta, gamma and/or vega utilization values for derivative product contracts based on the same underlying product. Before executing a trade, a match system analyzes the trader's current utilization state and the utilization that would result after the trade. The match system may then execute all or a portion of the trade. | 02-16-2012 |
20120239548 | Hedging Risks Associated with Variable Priced Orders for Derivative Financial Products - Systems and methods are provided for executing a hedge transaction in connection with the execution of a derivative product order in which the price of the derivative product is defined by one or more variables. The hedge transaction may be executed at an exchange or match engine that is different from the exchange or match engine executing the derivative product order. The execution of derivative product transaction may be contingent on the existence of an appropriate hedge transaction. Alternatively, a best efforts approach may be used to fill the hedge transaction order after executing the derivative product transaction. | 09-20-2012 |
20130124388 | Derivatives Trading Methods That Use a Variable Order Price and a Hedge Transaction - Systems and methods are provided for executing a hedge transaction in connection with the execution of a derivative product order in which the price of the derivative product is defined by one or more variables. The hedge transaction may be executed at an exchange or match engine that is different from the exchange or match engine executing the derivative product order. The execution of derivative product transaction may be contingent on the existence of an appropriate hedge transaction. Alternatively, a best efforts approach may be used to fill the hedge transaction order after executing the derivative product transaction. | 05-16-2013 |
20130124390 | Order Risk Management for Financial Product Processing - Systems and methods are provided for processing derivative product orders at an exchange. Traders provide derivative product order risk data to the exchange. The order risk data may include maximum delta, gamma and/or vega utilization values for derivative product contracts based on the same underlying product. Before executing a trade, a match system analyzes the trader's current utilization state and the utilization that would result after the trade. The match system may then execute all or a portion of the trade. | 05-16-2013 |
20130185183 | Order Risk Management for Derivative Products - Systems and methods are provided for processing derivative product orders at an exchange. Traders provide derivative product order risk data to the exchange. The order risk data may include maximum delta, gamma and/or vega utilization values for derivative product contracts based on the same underlying product. Before executing a trade, a match system analyzes the trader's current utilization state and the utilization that would result after the trade. The match system may then execute all or a portion of the trade. | 07-18-2013 |
20130246247 | Hedging Risks Associated with Variable Priced Orders for Derivative Financial Products - Systems and methods are provided for executing a hedge transaction in connection with the execution of a derivative product order in which the price of the derivative product is defined by one or more variables. The hedge transaction may be executed at an exchange or match engine that is different from the exchange or match engine executing the derivative product order. The execution of derivative product transaction may be contingent on the existence of an appropriate hedge transaction. Alternatively, a best efforts approach may be used to fill the hedge transaction order after executing the derivative product transaction. | 09-19-2013 |
20140006250 | DERIVATIVES TRADING METHODS THAT USE A VARIABLE ORDER PRICE AND A HEDGE TRANSACTION | 01-02-2014 |
20140129414 | Order Risk Management for Derivative Products - Systems and methods are provided for processing derivative product orders at an exchange. Traders provide derivative product order risk data to the exchange. The order risk data may include maximum delta, gamma and/or vega utilization values for derivative product contracts based on the same underlying product. Before executing a trade, a match system analyzes the trader's current utilization state and the utilization that would result after the trade. The match system may then execute all or a portion of the trade. | 05-08-2014 |
Patent application number | Description | Published |
20110258426 | BOOTING AND CONFIGURING A SUBSYSTEM SECURELY FROM NON-LOCAL STORAGE - According to one aspect, a multifunctional computing device having a wireless communications processor (e.g., cellular processor) and an application processor (e.g., general-purpose processor such as a CPU) share a storage device that is associated with or attached to the application processor. An example of such a multifunctional computing device may be a Smartphone device having a cellular phone and handheld computer functionalities. There is no specific storage device directly associated with or attached to the wireless communications processor (hereinafter simply referred to as a wireless processor). Instead, the wireless processor communicates with the application processor via a high speed communications link, such as a USB link, to access code and data stored in the storage device (e.g., flash memory device) associated with the application processor. | 10-20-2011 |
20130332764 | INTELLIGENT INTER-PROCESSOR COMMUNICATION WITH POWER OPTIMIZATION - One embodiment of the present invention provides a system that facilitates intelligent inter-processor communication with power optimization. The system comprises a memory, a first router, a second router, a first physical link coupled between the first router and the second router, and a second physical link coupled between the first router and the second router. Furthermore, the system comprises a first communication bus implemented on the first physical link, as well as a second communication bus implemented on the second physical link. Note that the second communication bus provides lower power consumption and lower bandwidth than the first communication bus. During operation, the system receives a packet at the first router, wherein the packet is destined for the second router. Next, the system selects either the first communication bus or the second communication bus over which to route the packet. Finally, the system routes the packet according to the selection. | 12-12-2013 |
20140064167 | INTER-CHIP DATA COMMUNICATIONS WITH POWER-STATE TRANSITION MANAGEMENT - A method includes inter-chip data communications between a power-managed integrated circuit (IC) and a peer IC. The peer IC generates a data frame and prepends a discardable preamble of a predefined size to a payload of the data frame. The predefined size is a size not less than a size of data discarded by the power-managed IC upon the power-managed IC receiving a data frame while in a low-power state. The peer IC transmits the data frame to the power-managed IC. The power-managed IC, while in a low-power state, may receive the data frame from the peer IC and in response to receiving the data frame, begin exiting the low-power state. The power-managed IC, while exiting the low-power state, may discard a portion of the data frame such as for example, some or all of the discardable preamble, without discarding payload. | 03-06-2014 |
20140181471 | Adaptive Data Collection Practices in a Multi-Processor Device - Adaptive data collection practices in a multi-processor device. The device may include a first processor and a second processor. The first processor may operate in any of a plurality of power states. The first processor may indicate to the second processor when it transitions to a different power state. The second processor may collect information relating to its operation. The second processor may collect the information according to different information collecting modes depending on in which power state the first processor is operating. Less information may be collected in an information collecting mode corresponding to a lower power state of the first processor than in an information collecting mode corresponding to a higher power state of the first processor. | 06-26-2014 |
20140293961 | FACILITATING RETURN TO A FIRST WIRELESS NETWORK FROM A SECOND WIRELESS NETWORK AFTER PERFORMANCE OF A CIRCUIT SWITCHED FALLBACK PROCEDURE - Method and apparatus for facilitating return to a first wireless network from a second wireless network by a wireless communication device is provided. A method includes the wireless communication device engaging in data transfer for an application session on the first wireless network; participating in a CSFB procedure to transition from the first wireless network to the second wireless network for servicing a voice connection; buffering data received for the application session before and/or during the CSFB procedure; releasing the voice connection; discontinuing requests for downlink data for the application session in response to termination of the voice connection to provide a gap in data transfer; reselecting to the first wireless network during the gap in data transfer; using the buffered data to continue the application session during reselection; and resuming data transfer for the application session on the first wireless network after completing reselection. | 10-02-2014 |