Patent Application
App. No. 14/167,540
METHODS AND APPARATUS FOR OPTIMIZING THE DISTRIBUTION OF TRADING EXECUTIONS
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Abstract
The present invention relates to electronic trading of securities. In some embodiments, the present invention relates to methods and apparatus for optimizing the distribution of trading executions in an investor's accounts. Pursuant to some embodiments, an integer allocation algorithm is provided.
Claims (4)
1 . A computer implemented method, comprising:
allocating a total executed quantity proportionally on a plurality of customer accounts, said allocating based on a pro-rata basis; and
constructing an initial solution, distributing the executed prices, wherein at least one of the allocating and constructing is performed using a computer.
2 - 12 . (canceled)
Assignments (2)
CHANGE OF NAME
Recorded Jul 12, 2017
From: GOLDMAN, SACHS & CO.
To: GOLDMAN SACHS & CO. LLC
Reel/Frame 043177/0001 →
ASSIGNMENT OF ASSIGNOR'S INTEREST
Recorded Mar 11, 2015
From: VINTE, CLAUDIU
To: GOLDMAN, SACHS & CO.
Reel/Frame 035136/0283 →