Is a
Patent attributes
Patent Applicant
Patent Jurisdiction
Patent Number
Patent Inventor Names
Aditya Damodaran0
Joseph Edward Pendergast, Jr.0
Richard Huddleston0
Date of Patent
January 1, 2019
0Patent Application Number
145902010
Date Filed
January 6, 2015
0Patent Citations Received
Patent Primary Examiner
Patent abstract
A system that can detect when abnormal trading activity is occurring and take action to halt the detected abnormal trading activity without human intervention using a computer-implemented anomaly detection and action stage that performs an exponential weighted averaging of trade order flow, on a per symbol basis within a sliding volume based window and a volume based exponential weighted averaging, on a per symbol basis, on trade update messages received during the sliding volume based window and checks for an inflection in covariance between them. A related method is also described.
Timeline
No Timeline data yet.
Further Resources
No Further Resources data yet.