Patents by Inventor Antonin Dolezal

Antonin Dolezal has filed for patents to protect the following inventions. This listing includes patent applications that are pending as well as patents that have already been granted by the United States Patent and Trademark Office (USPTO).

  • Risk management system and method providing rule-based evolution of a portfolio of instruments
    Patent number: 7395236
    Abstract: A risk management system and method provides for the establishment of dynamic portfolios, whose evolution over time is defined by one or more rules. Each dynamic portfolio can have instruments added and removed over time in accordance with Trade Managers as a result of evaluation of the user-defined rules which can be dependent upon various attributes, including time, portfolio contents, risk factor values, risk values and other information. Such dynamic portfolios can be used to analyze risk associated with settlement, liquidity and/or collateral management issues, to name a few. Also, a user can define multiple candidate trading strategies, each implemented in one or more Trade Managers, and the user can then analyze the effectiveness of the candidate strategies, before adopting one.
    Type: Grant
    Filed: April 21, 2004
    Date of Patent: July 1, 2008
    Assignee: Algorithmics Software LLC
    Inventors: Jim Degraaf, Ben De Prisco, Antonin Dolezal
  • Risk management system and method providing rule-based evolution of a portfolio of instruments
    Publication number: 20040205018
    Abstract: A risk management system and method provides for the establishment of dynamic portfolios, whose evolution over time is defined by one or more rules. Each dynamic portfolio can have instruments added and removed over time in accordance with Trade Managers as a result of evaluation of the user-defined rules which can be dependent upon various attributes, including time, portfolio contents, risk factor values, risk values and other information. Such dynamic portfolios can be used to analyze risk associated with settlement, liquidity and/or collateral management issues, to name a few. Also, a user can define multiple candidate trading strategies, each implemented in one or more Trade Managers, and the user can then analyze the effectiveness of the candidate strategies, before adopting one.
    Type: Application
    Filed: April 21, 2004
    Publication date: October 14, 2004
    Applicant: Algorithmics International Corp.
    Inventors: Jim Degraaf, Ben De Prisco, Antonin Dolezal