Is a
Patent attributes
Patent Jurisdiction
Patent Number
Patent Inventor Names
John Krowas0
Ian Domowitz0
Date of Patent
March 8, 2011
0Patent Application Number
103765990
Date Filed
March 3, 2003
0Patent Primary Examiner
Patent abstract
A method and computer program product for minimizing short-term risk to a portfolio of securities holdings during implementation of executing an outstanding trade list of securities to be traded, takes into account covariances between securities in the outstanding trade list and between securities in the outstanding trade list and securities in the portfolio of holdings so as to minimize risk to the portfolio of holdings as well as to a residual trade list of unexecuted orders during said implementation.
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