JAMES KOCIUBA
Pharmacy at Washington St, Wellesley, MA
License number
Massachusetts PH232553
Category
Pharmacy
Type
Pharmacist
Address
Address
266 Washington St, Wellesley, MA 02481
Phone
(781) 235-1464
Professional information
Systems, Methods, And Media For Automatically Controlling Trade Executions Based On Percentage Of Volume Trading Rates
US Patent:
2011023, Sep 22, 2011
Filed:
Jun 2, 2011
Appl. No.:
13/151505
Inventors:
James T. Kociuba - Wellesley Hills MA, US
Assignee:
BNY CONVERGEX GROUP, LLC - New York NY
International Classification:
G06Q 40/00
US Classification:
705 36 R
Abstract:
Systems, methods, and media for automatically controlling trade executions based on percentage of volume trading rates are provided. In some embodiments, systems for automatically controlling trade executions based on percentage of volume trading rates, are provided, the systems comprising at least one processor that: determines a market impact relationship for each of a plurality of positions included in a portfolio; determines a risk model associated with the portfolio; solves for a percentage of volume trading rate for each of the plurality of positions included in the portfolio based on the market impact relationship and the risk model; and causes trades to be executed in at least one of the plurality of positions included in the portfolio at the percentage of volume trading rate corresponding to the at least one of the plurality of positions.
Systems, Methods, And Media For Automatically Controlling Trade Executions Based On Percentage Of Volume Trading Rates
US Patent:
2010002, Jan 28, 2010
Filed:
May 26, 2009
Appl. No.:
12/472364
Inventors:
James T. Kociuba - Wellesley Hills MA, US
International Classification:
G06Q 40/00
US Classification:
705 36 R, 705 37
Abstract:
Systems, methods, and media for automatically controlling trade executions based on percentage of volume trading rates are provided. In some embodiments, systems for automatically controlling trade executions based on percentage of volume trading rates, are provided, the systems comprising at least one processor that: determines a market impact relationship for each of a plurality of positions included in a portfolio; determines a risk model associated with the portfolio; solves for a percentage of volume trading rate for each of the plurality of positions included in the portfolio based on the market impact relationship and the risk model; and causes trades to be executed in at least one of the plurality of positions included in the portfolio at the percentage of volume trading rate corresponding to the at least one of the plurality of positions.