Department of Finance
Date of this Version
11-7-2013
Citation
United States Patent Application Publication Hammond Pub. No.: US 2013/0297476 Al
Abstract
A method and apparatus of selecting derivative strategies, where candidate derivative strategies are selected from a set of essentially all possible derivative strategies available for an underlying, based upon a user's market sentiment for an underlying, to perform favorably under the foreseen conditions being most appropriate to the user's strategic intent and the choices afforded by the relevant markets.