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Benjamin C Rutledge, 464942 N Wolcott Ave #2, Chicago, IL 60640

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4942 N Wolcott Ave #2, Chicago, IL 60640   

2738 Pine Grove Ave, Chicago, IL 60614   

2470 Clark St, Chicago, IL 60614    773-5493513   

2629 Hampden Ct, Chicago, IL 60614   

Nashville, TN   

La Vergne, TN   

Chesterton, IN   

Mcminnville, TN   

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Us Patents

Spread Price Scaling For Implied Trade Matching

US Patent:
2020021, Jul 2, 2020
Filed:
Jan 2, 2019
Appl. No.:
16/238246
Inventors:
- Chicago IL, US
Thomas Patrick Rafferty - Chicago IL, US
Murphy James Brennan - Hinsdale IL, US
Timothy Francis McCourt - New York NY, US
Giovanni Vicioso - New York NY, US
David Paul Plandowski - Chicago IL, US
Benjamin Carl Rutledge - Chicago IL, US
International Classification:
G06Q 40/04
G06Q 20/36
Abstract:
A computer implemented method for creating and matching implied inter-commodity spread orders where a spread ratio between legs of the inter-commodity spread is endogenous. The implied spread price is determined with a multi-step calculation including determining the price ratio between the underlying products and balancing the quantity of contracts required of each leg product.

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