EP 2174283 A4 20110615 - SYSTEM, METHOD AND PROGRAM FOR AGENCY COST ESTIMATION
Title (en)
SYSTEM, METHOD AND PROGRAM FOR AGENCY COST ESTIMATION
Title (de)
SYSTEM, VERFAHREN UND PROGRAMM ZUR AGENTURKOSTENSCHÄTZUNG
Title (fr)
SYSTÈME, PROCÉDÉ ET PROGRAMME POUR UNE ESTIMATION DE COÛT D'AGENCE
Publication
Application
Priority
- US 2008007083 W 20080605
- US 92490407 P 20070605
- US 92992907 P 20070718
Abstract (en)
[origin: WO2008153909A1] A method, system and computer program product for forecasting the transaction cost of a portfolio trade execution that may be applied to any given trading strategy or an optimal trading strategy that minimizes transaction costs. The system accepts user-defined input variables from customers and generates a transaction cost estimation report based on those variables. Two models are utilized: discretionary and non-discretionary. A specific transaction cost estimation and optimization is performed that model the transaction costs of a specific trade execution based on the user's trading profile and market variables.
IPC 8 full level
G06Q 40/00 (2012.01)
CPC (source: EP)
G06Q 40/00 (2013.01)
Citation (search report)
- No further relevant documents disclosed
- See references of WO 2008153909A1
Designated contracting state (EPC)
AT BE BG CH CY CZ DE DK EE ES FI FR GB GR HR HU IE IS IT LI LT LU LV MC MT NL NO PL PT RO SE SI SK TR
DOCDB simple family (publication)
WO 2008153909 A1 20081218; AU 2008262367 A1 20081218; CA 2689491 A1 20081218; EP 2174283 A1 20100414; EP 2174283 A4 20110615; JP 2010529553 A 20100826
DOCDB simple family (application)
US 2008007083 W 20080605; AU 2008262367 A 20080605; CA 2689491 A 20080605; EP 08768160 A 20080605; JP 2010511193 A 20080605