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System And Method For Aggressively Trading A Strategy In An Electronic Trading Environment

  • US 20120284170A1
  • Filed: 07/19/2012
  • Published: 11/08/2012
  • Est. Priority Date: 05/28/2008
  • Status: Active Grant
First Claim
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1. A method comprising:

  • receiving, via a computing device, a desired spread price to buy or sell a spread trading strategy where the spread trading strategy includes trading a first tradeable object and a second tradeable object;

    determining, via the computing device, a leaned on price based on a selected level of quoting aggressiveness where the leaned on price is a price level within a market gap between a best ask and a best bid in the second tradeable object without an available bid quantity or an available offer quantity;

    calculating, via the computing device, a quote order price for the first tradeable object where the quote order price is calculated based on the leaned on price and the desired spread price; and

    submitting, via the computing device, a quote order at the calculated quote order price.

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