Automatic strategy grouping for a trading system
First Claim
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1. A system for trading, comprising:
- a computer having a processor and a memory, the processor configured to;
receive an indication to automatically group a set of individual investment instruments held by a user, each of the set of individual investment instrument having a quantity of units associated therewith;
determine a set of possible strategies, each possible strategy comprising one or more units of the quantity of units of one or more of the set of individual investment instruments held by the user;
determine a set of groupings of strategies from the set of possible strategies, each grouping comprising a non-overlapping combination of strategies of the set of possible strategies which together include all units of the quantities of units of all of the set of individual investment instruments held by the user; and
determine one or more selected groupings from the set of groupings of strategies based at least in part on a selection criteria; and
a memory coupled to the processor and configured to provide the processor instructions.
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Abstract
A system for trading comprises a processor and a memory. The processor is configured to: receive an indication to automatically group a set of investment instruments; determine a set of possible strategies from the set of investment instruments; determine a set of groupings of strategies from the set of possible strategies; and determine one or more selected groupings from the set of groupings of strategies based at least in part on a selection criteria. The memory is coupled to the processor and configured to provide the processor instructions.
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Citations
21 Claims
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1. A system for trading, comprising:
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a computer having a processor and a memory, the processor configured to; receive an indication to automatically group a set of individual investment instruments held by a user, each of the set of individual investment instrument having a quantity of units associated therewith; determine a set of possible strategies, each possible strategy comprising one or more units of the quantity of units of one or more of the set of individual investment instruments held by the user; determine a set of groupings of strategies from the set of possible strategies, each grouping comprising a non-overlapping combination of strategies of the set of possible strategies which together include all units of the quantities of units of all of the set of individual investment instruments held by the user; and determine one or more selected groupings from the set of groupings of strategies based at least in part on a selection criteria; and a memory coupled to the processor and configured to provide the processor instructions. - View Dependent Claims (2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19)
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20. A method of trading, comprising:
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receiving an indication to automatically group a set of individual investment instruments held by a user, each of the set of individual investment instrument having a quantity of units associated therewith; determining, using a computer with a processor and a memory, a set of possible strategies, each possible strategy comprising one or more units of the quantity of units of one or more of the set of individual investment instruments held by the user; determining a set of groupings of strategies from the set of possible strategies, each grouping comprising a non-overlapping combination of strategies of the set of possible strategies which together include all units of the quantities of units of all of the set of individual investment instruments held by the user; and determining one or more selected groupings from the set of groupings of strategies based at least in part on a selection criteria.
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21. A non-transitory computer readable storage medium and comprising computer instructions for:
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receiving an indication to automatically group a set of individual investment instruments held by a user, each of the set of individual investment instrument having a quantity of units associated therewith; determining a set of possible strategies, each possible strategy comprising one or more units of the quantity of units of one or more of the set of individual investment instruments held by the user; determining a set of groupings of strategies from the set of possible strategies, each grouping comprising a non-overlapping combination of strategies of the set of possible strategies which together include all units of the quantities of units of all of the set of individual investment instruments held by the user; and determining one or more selected groupings from the set of groupings of strategies based at least in part on a selection criteria.
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Specification