Department of Finance

 

Authors

Greg Hammond

Document Type

Article

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.

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