David D Jack

US Patent:

20070011081, Jan 11, 2007

Filed:

Jul 11, 2006

Appl. No.:

11/485030

Inventors:

Tomas Bok - Somerville MA, US
David Cushing - Lexington MA, US
David Jack - South Orange NJ, US
Sanjoy Choudhury - Stamford CT, US

Assignee:

Lehman Brothers Inc. - New York NY

International Classification:

G06Q 40/00

US Classification:

705037000

Abstract:

In one aspect, the present invention permits users of trading algorithms to jointly achieve the objectives described above, namely: (a) permit access to trading algorithms of (arbitrary) complexity without requiring proprietary protocol extensions; (b) allow users to easily identify and store one or more sets of dynamic vs. static parameters (and related details, including user interface layout); and (c) allow any given pre-defined set of parameters to be easily invoked and used to submit orders. In another aspect, the invention comprises a computer system comprising: (a) an authoring tool operable to enable a user to design custom trading strategies and create interface definitions; and (b) a pre-processor operable to receive a custom strategy order message delivered via a standard protocol, load an definition for a corresponding custom strategy, enrich the order message based on the definition, and pass the enriched message to a trading strategy destination.

US Patent:

20100299283, Nov 25, 2010

Filed:

Aug 6, 2010

Appl. No.:

12/851939

Inventors:

Tomas Bok - Somerville MA, US
David Charles Cushing - Lexington MA, US
David Andrew Jack - South Orange NJ, US
Sanjoy Roy Choudhury - Stamford CT, US

International Classification:

G06Q 40/00

US Classification:

705 36 R

Abstract:

In one aspect, the present invention permits users of trading algorithms to jointly achieve the objectives described above, namely: (a) permit access to trading algorithms of (arbitrary) complexity without requiring proprietary protocol extensions; (b) allow users to easily identify and store one or more sets of dynamic vs. static parameters (and related details, including user interface layout); and (c) allow any given pre-defined set of parameters to be easily invoked and used to submit orders. In another aspect, the invention comprises a computer system comprising: (a) an authoring tool operable to enable a user to design custom trading strategies and create interface definitions; and (b) a pre-processor operable to receive a custom strategy order message delivered via a standard protocol, load an definition for a corresponding custom strategy, enrich the order message based on the definition, and pass the enriched message to a trading strategy destination.

US Patent:

20100325032, Dec 23, 2010

Filed:

Aug 6, 2010

Appl. No.:

12/851986

Inventors:

Tomas BOK - Somerville MA, US
David Charles Cushing - Lexington MA, US
David Andrew Jack - South Orange NJ, US
Sanjoy Roy Choudhury - Stamford CT, US

International Classification:

G06Q 40/00

US Classification:

705 37

Abstract:

In one aspect, the present invention permits users of trading algorithms to jointly achieve the objectives described above, namely: (a) permit access to trading algorithms of (arbitrary) complexity without requiring proprietary protocol extensions; (b) allow users to easily identify and store one or more sets of dynamic vs. static parameters (and related details, including user interface layout); and (c) allow any given pre-defined set of parameters to be easily invoked and used to submit orders. In another aspect, the invention comprises a computer system comprising: (a) an authoring tool operable to enable a user to design custom trading strategies and create interface definitions; and (b) a pre-processor operable to receive a custom strategy order message delivered via a standard protocol, load an definition for a corresponding custom strategy, enrich the order message based on the definition, and pass the enriched message to a trading strategy destination.