Is a
Patent attributes
Patent Jurisdiction
Patent Number
Date of Patent
August 2, 2011
Patent Application Number
12056465
Date Filed
March 27, 2008
Patent Citations Received
Patent Primary Examiner
Patent abstract
The disclosed embodiments utilize hedge ratios to determine the optimal hedge ratio and associated scanning spread. This tells traders what ratios of the quantities of products they should have in their portfolio in order to maintain the status of the portfolios as delta neutral, i.e. be delta hedged, and receive optimal margin credits therefore.
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