Hi,
This is a US patent application document from JP Morgan. It is describing a system for placing orders, mainly though an "Execution Optimizer".
The whole system is described in great detail.
It refers mainly to securities, but it gives us a general idea on how big orders are executed by the big players.
Also provides screenshots from the trading terminal.
I think that many concepts that is describing is useful for System design and EA Programming.
Nikos.
This is a US patent application document from JP Morgan. It is describing a system for placing orders, mainly though an "Execution Optimizer".
The whole system is described in great detail.
It refers mainly to securities, but it gives us a general idea on how big orders are executed by the big players.
Also provides screenshots from the trading terminal.
I think that many concepts that is describing is useful for System design and EA Programming.
Nikos.
Attached File(s)
US2015339771A1.pdf
2.8 MB
|
464 downloads