System and method for managing the execution of trades between market makers
作者： Nigel J. Renton , Michael Innes House Sweeting
DOI:
关键词: National best bid and offer 、 Timer 、 Bid price 、 Duration (project management) 、 Mid price 、 Microeconomics 、 Business 、 Market maker 、 Ask price
摘要: According to one embodiment, a method of managing trading is provided. A first bid for instrument received from market maker at price. offer the second price, price being lower than As result automatically decreased match and timer having predetermined duration started. If expires both exist when expires, trade between executed.
google.it 参考文章(53)
Mark Selleck, Global trading system and method ,(2001)
Samuel Kaplan, Alan Fisher, Method and system for performing proxy bidding ,(2002)
Philip M. Ginsberg, Systems and methods for automated commission processing ,(2002)
Luc Bertrand, Thomas Peterffy, Ken Leibler, Price improvement processor for electronic trading of financial instruments ,(2003)
Bin Li, Michael Wu, Nan Lu, System for trading financial assets using volume weighted average price ,(2001)
Michael Merold, Electronic trading systems ,(2005)
David C. Cushing, Automated batch auctions in conjunction with continuous financial markets ,(2001)
Joseph Kelly, Joseph Klein, Colleen Sullivan, Hedging employee stock options ,(2002)