WO2000046714A3 - Techniques for measuring transaction costs and scheduling trades on an exchange - Google Patents

Techniques for measuring transaction costs and scheduling trades on an exchange Download PDF

Info

Publication number
WO2000046714A3
WO2000046714A3 PCT/US2000/002692 US0002692W WO0046714A3 WO 2000046714 A3 WO2000046714 A3 WO 2000046714A3 US 0002692 W US0002692 W US 0002692W WO 0046714 A3 WO0046714 A3 WO 0046714A3
Authority
WO
WIPO (PCT)
Prior art keywords
trades
exchange
transaction
scheduling
techniques
Prior art date
Application number
PCT/US2000/002692
Other languages
French (fr)
Other versions
WO2000046714A2 (en
Inventor
Berry Cox
Tim Sargent
Original Assignee
Dlj Long Term Invest Corp
Berry Cox
Tim Sargent
Priority date (The priority date is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the date listed.)
Filing date
Publication date
Application filed by Dlj Long Term Invest Corp, Berry Cox, Tim Sargent filed Critical Dlj Long Term Invest Corp
Priority to AU35870/00A priority Critical patent/AU3587000A/en
Publication of WO2000046714A2 publication Critical patent/WO2000046714A2/en
Publication of WO2000046714A3 publication Critical patent/WO2000046714A3/en

Links

Classifications

    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/04—Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange

Abstract

Techniques predict transaction costs in filling an order by one or more trades on an exchange. Data indicating past transactions on an exchange are received. Measurements of transaction price and transaction volume and transaction time are derived from the data (110). A predicted price return for a time period is computed based on the measurements (110). Then a predicted transaction cost is computed in response to the predicted price return (150), for use in deciding whether to trade and for use in scheduling trades (160).
PCT/US2000/002692 1999-02-05 2000-02-04 Techniques for measuring transaction costs and scheduling trades on an exchange WO2000046714A2 (en)

Priority Applications (1)

Application Number Priority Date Filing Date Title
AU35870/00A AU3587000A (en) 1999-02-05 2000-02-04 Techniques for measuring transaction costs and scheduling trades on an exchange

Applications Claiming Priority (2)

Application Number Priority Date Filing Date Title
US11878799P 1999-02-05 1999-02-05
US60/118,787 1999-02-05

Publications (2)

Publication Number Publication Date
WO2000046714A2 WO2000046714A2 (en) 2000-08-10
WO2000046714A3 true WO2000046714A3 (en) 2000-12-14

Family

ID=22380734

Family Applications (1)

Application Number Title Priority Date Filing Date
PCT/US2000/002692 WO2000046714A2 (en) 1999-02-05 2000-02-04 Techniques for measuring transaction costs and scheduling trades on an exchange

Country Status (2)

Country Link
AU (1) AU3587000A (en)
WO (1) WO2000046714A2 (en)

Families Citing this family (5)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
KR20020034007A (en) * 2000-11-01 2002-05-08 김호빈 Method for forecasting price and stock-goods price using of internet
US20020143604A1 (en) * 2001-02-02 2002-10-03 Wisconsin Alumni Research Foundation Method for forecasting the effects of trade policies and supply and demand conditions on the world dairy sector
USRE44393E1 (en) * 2002-09-03 2013-07-23 Ebs Group Limited System and method for deriving data
GB2394802A (en) * 2002-10-31 2004-05-05 Hewlett Packard Co Making Purchase Decisions
GB2394806A (en) * 2002-10-31 2004-05-05 Hewlett Packard Co Purchase Decisions

Citations (4)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US5313560A (en) * 1990-05-11 1994-05-17 Hitachi, Ltd. Method for determining a supplemental transaction changing a decided transaction to satisfy a target
US5761442A (en) * 1994-08-31 1998-06-02 Advanced Investment Technology, Inc. Predictive neural network means and method for selecting a portfolio of securities wherein each network has been trained using data relating to a corresponding security
US5799287A (en) * 1994-05-24 1998-08-25 Dembo; Ron S. Method and apparatus for optimal portfolio replication
US5812988A (en) * 1993-12-06 1998-09-22 Investments Analytic, Inc. Method and system for jointly estimating cash flows, simulated returns, risk measures and present values for a plurality of assets

Patent Citations (4)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US5313560A (en) * 1990-05-11 1994-05-17 Hitachi, Ltd. Method for determining a supplemental transaction changing a decided transaction to satisfy a target
US5812988A (en) * 1993-12-06 1998-09-22 Investments Analytic, Inc. Method and system for jointly estimating cash flows, simulated returns, risk measures and present values for a plurality of assets
US5799287A (en) * 1994-05-24 1998-08-25 Dembo; Ron S. Method and apparatus for optimal portfolio replication
US5761442A (en) * 1994-08-31 1998-06-02 Advanced Investment Technology, Inc. Predictive neural network means and method for selecting a portfolio of securities wherein each network has been trained using data relating to a corresponding security

Non-Patent Citations (3)

* Cited by examiner, † Cited by third party
Title
KARSTEN RIEMER: "A Process-driven event-based business object model", SUN MICROSYSTEMS, INC., 1998, pages 68 - 74, XP002929994 *
LANG P. ET. AL.: "Modeling business rules with situation/activation diagrams", INSTITUT FUR WIRSTCHFTSINFOMATIK, 1997, pages 455 - 464, XP002929995 *
OSAMA MOSELHI: "Estimating the cost of change orders", TRANSACTIONS OF AACE INTERNATIONAL, MORGANTOWN, 1998, pages 1 - 7, XP002929996 *

Also Published As

Publication number Publication date
WO2000046714A2 (en) 2000-08-10
AU3587000A (en) 2000-08-25

Similar Documents

Publication Publication Date Title
EP1217381A3 (en) Multiple virtual meters in one physical meter
WO2001069347A3 (en) Prepaid debit cards system
DE3069918D1 (en) Meters for measuring electrical energy consumption
WO2002025987A3 (en) Automated meter reading, billing, and payment processing system
WO2003021378A3 (en) Technical field
IL181099A0 (en) Integrated metrology system and information and control apparatus for interaction with integrated metrology systems
MXPA04008142A (en) Systems and methods for analysis of portfolio returns and trade cost measurement based on fiduciary roles.
EP0962875A3 (en) Electronic money apparatus, method, card and computer readable record medium having electronic money processing program recorded thereon
WO2007011787A9 (en) System and method for immediate issuance of transaction cards
EP0858057A3 (en) Electronic commerce settlement system
WO2003030050A1 (en) Point return method and apparatus
WO2002037216A3 (en) System of a computer-networked, point-of-sale rebate award program
EP1091329A4 (en) Electronic money system and electronic money terminal device
EP1178418A3 (en) Support system for setting price of transaction target article
WO2000046714A3 (en) Techniques for measuring transaction costs and scheduling trades on an exchange
WO2002047040A3 (en) Aging of electronic payment units
JP3313912B2 (en) Price display meter system
ATE220815T1 (en) CREDIT TRANSFER IN MEASURING SYSTEMS
HERRING Intermediate term forecasting techniques for management[M. S. Thesis]
Meier Supply curves of conserved energy[Ph. D. Thesis]
Horn Annual Flow Statistics and Drought Characteristic for Gaged and Ungaged Streams in Idaho
Betteridge Meter Testing Program Leads to Fair and Equitable Water Business
Schruben Field measurements: Dependable data when you need it.
HU9200453D0 (en) Method and device for evaluation of consumption
NZ513253A (en) Pricing system using customer's and vendor's parameters for application in a price calculator

Legal Events

Date Code Title Description
AK Designated states

Kind code of ref document: A2

Designated state(s): AE AL AM AT AU AZ BA BB BG BR BY CA CH CN CR CZ DE DK DM EE ES FI GB GD GE GH GM HR HU ID IL IN IS JP KE KG KR KZ LC LK LR LS LT LU LV MA MD MG MK MN MW MX NO NZ PL PT RO RU SD SE SG SI SK SL TJ TM TR TT TZ UA UG US UZ VN YU ZA ZW

AL Designated countries for regional patents

Kind code of ref document: A2

Designated state(s): GH GM KE LS MW SD SL SZ TZ UG ZW AM AZ BY KG KZ MD RU TJ TM AT BE CH CY DE DK ES FI FR GB GR IE IT LU MC NL PT SE BF BJ CF CG CI CM GA GN GW ML MR NE SN TD TG

121 Ep: the epo has been informed by wipo that ep was designated in this application
AK Designated states

Kind code of ref document: A3

Designated state(s): AE AL AM AT AU AZ BA BB BG BR BY CA CH CN CR CZ DE DK DM EE ES FI GB GD GE GH GM HR HU ID IL IN IS JP KE KG KR KZ LC LK LR LS LT LU LV MA MD MG MK MN MW MX NO NZ PL PT RO RU SD SE SG SI SK SL TJ TM TR TT TZ UA UG US UZ VN YU ZA ZW

AL Designated countries for regional patents

Kind code of ref document: A3

Designated state(s): GH GM KE LS MW SD SL SZ TZ UG ZW AM AZ BY KG KZ MD RU TJ TM AT BE CH CY DE DK ES FI FR GB GR IE IT LU MC NL PT SE BF BJ CF CG CI CM GA GN GW ML MR NE SN TD TG

DFPE Request for preliminary examination filed prior to expiration of 19th month from priority date (pct application filed before 20040101)
REG Reference to national code

Ref country code: DE

Ref legal event code: 8642

122 Ep: pct application non-entry in european phase