Patents by Inventor David E. Taylor

David E. Taylor 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).

  • Publication number: 20110178911
    Abstract: Methods and systems for processing financial market data using reconfigurable logic are disclosed. Various functional operations to be performed on the financial market data can be implemented in firmware pipelines to accelerate the speed of processing. Also, a combination of software logic and firmware logic can be used to efficiently control and manage the high speed flow of financial market data to and from the reconfigurable logic.
    Type: Application
    Filed: March 31, 2011
    Publication date: July 21, 2011
    Applicant: EXEGY INCORPORATED
    Inventors: Scott Parsons, David E. Taylor, David Vincent Schuehler, Mark A. Franklin, Roger D. Chamberlain
  • Publication number: 20110178917
    Abstract: A high speed apparatus and method for processing a plurality of financial market data messages are disclosed. With respect to an exemplary embodiment, a reconfigurable logic device is employed to map the symbols present in the financial market data messages to another symbology.
    Type: Application
    Filed: March 31, 2011
    Publication date: July 21, 2011
    Applicant: EXEGY INCORPORATED
    Inventors: Scott Parsons, David E. Taylor, David Vincent Schuehler, Mark A. Franklin, Roger D. Chamberlain
  • Publication number: 20110178918
    Abstract: A high speed system and method for processing financial instrument order data are disclosed. With respect to an exemplary embodiment, a reconfigurable logic device is employed to monitor a financial instrument order based on a risk profile to determine whether the order is appropriate. If determined appropriate, a financial instrument order can be routed to a trading venue. With respect to another exemplary embodiment, a reconfigurable logic device is employed to maintain a financial instrument order book.
    Type: Application
    Filed: March 31, 2011
    Publication date: July 21, 2011
    Applicant: EXEGY INCORPORATED
    Inventors: Scott Parsons, David E. Taylor, David Vincent Schuehler, Mark A. Franklin, Roger D. Chamberlain
  • Patent number: 7921046
    Abstract: Methods and systems for processing financial market data using reconfigurable logic are disclosed. Various functional operations to be performed on the financial market data can be implemented in firmware pipelines to accelerate the speed of processing. Also, a combination of software logic and firmware logic can be used to efficiently control and manage the high speed flow of financial market data to and from the reconfigurable logic.
    Type: Grant
    Filed: June 19, 2007
    Date of Patent: April 5, 2011
    Assignee: Exegy Incorporated
    Inventors: Scott Parsons, David E. Taylor, David Vincent Schuehler, Mark A. Franklin, Roger D. Chamberlain
  • Publication number: 20110040701
    Abstract: A high speed technique for options pricing in the financial industry is disclosed that can provide both high throughput and low latency. Parallel/pipelined architectures are disclosed for computing an option's theoretical fair price. Preferably these parallel/pipelined architectures are deployed in hardware, and more preferably reconfigurable logic such as Field Programmable Gate Arrays (FPGAs) to accelerate the options pricing operations relative to conventional software-based options pricing operations.
    Type: Application
    Filed: October 26, 2010
    Publication date: February 17, 2011
    Applicant: EXEGY INCORPORATED
    Inventors: Naveen Singla, Scott Parsons, Mark A. Franklin, David E. Taylor
  • Patent number: 7840482
    Abstract: A high speed technique for options pricing in the financial industry is disclosed that can provide both high throughput and low latency. A parallel/pipelined architecture is disclosed for computing an implied volatility in connection with an option. Parallel/pipelined architectures are also disclosed for computing an option's theoretical fair price. Preferably these parallel/pipelined architectures are deployed in hardware, and more preferably reconfigurable logic such as Field Programmable Gate Arrays (FPGAs) to accelerate the options pricing operations relative to conventional software-based options pricing operations.
    Type: Grant
    Filed: June 8, 2007
    Date of Patent: November 23, 2010
    Assignee: Exegy Incorporated
    Inventors: Naveen Singla, Scott Parsons, Mark A. Franklin, David E. Taylor
  • Publication number: 20090182683
    Abstract: A basket calculation engine is deployed to receive a stream of data and accelerate the computation of basket values based on that data. In a preferred embodiment, the basket calculation engine is used to process financial market data to compute the net asset values (NAVs) of financial instrument baskets. The basket calculation engine can be deployed on a coprocessor and can also be realized via a pipeline, the pipeline preferably comprising a basket association lookup module and a basket value updating module. The coprocessor is preferably a reconfigurable logic device such as a field programmable gate array (FPGA).
    Type: Application
    Filed: January 11, 2008
    Publication date: July 16, 2009
    Applicant: EXEGY INCORPORATED
    Inventors: David E. Taylor, Naveen Singla, Benjamin C. Brodie, Nathaniel Sutton McVicar, Justin Ryan Thiel, Ronald S. Indeck
  • Publication number: 20090060197
    Abstract: An integrated circuit for data encryption/decryption and secure key management is disclosed. The integrated circuit may be used in conjunction with other integrated circuits, processors, and software to construct a wide variety of secure data processing, storage, and communication systems. A preferred embodiment of the integrated circuit includes a symmetric block cipher that may be scaled to strike a favorable balance among processing throughput and power consumption. The modular architecture also supports multiple encryption modes and key management functions such as one-way cryptographic hash and random number generator functions that leverage the scalable symmetric block cipher. The integrated circuit may also include a key management processor that can be programmed to support a wide variety of asymmetric key cryptography functions for secure key exchange with remote key storage devices and enterprise key management servers.
    Type: Application
    Filed: August 29, 2008
    Publication date: March 5, 2009
    Applicant: EXEGY INCORPORATED
    Inventors: David E. Taylor, Brandon Parks Thurmon, Ronald S. Indeck
  • Publication number: 20080243675
    Abstract: Methods and systems for processing financial market data using reconfigurable logic are disclosed. Various functional operations to be performed on the financial market data can be implemented in firmware pipelines to accelerate the speed of processing. Also, a combination of software logic and firmware logic can be used to efficiently control and manage the high speed flow of financial market data to and from the reconfigurable logic.
    Type: Application
    Filed: June 19, 2007
    Publication date: October 2, 2008
    Applicant: EXEGY INCORPORATED
    Inventors: Scott Parsons, David E. Taylor, David Vincent Schuehler, Mark A. Franklin, Roger D. Chamberlain
  • Publication number: 20080114725
    Abstract: Disclosed herein is a method and system for hardware-accelerating the generation of metadata for a data stream using a coprocessor. Using these techniques, data can be richly indexed, classified, and clustered at high speeds. Reconfigurable logic such a field programmable gate arrays (FPGAs) can be used by the coprocessor for this hardware acceleration. Techniques such as exact matching, approximate matching, and regular expression pattern matching can be employed by the coprocessor to generate desired metadata for the data stream.
    Type: Application
    Filed: November 12, 2007
    Publication date: May 15, 2008
    Applicant: EXEGY INCORPORATED
    Inventors: Ronald S. Indeck, Naveen Singla, David E. Taylor
  • Patent number: 5010764
    Abstract: A method and apparatus for logging short radius horizontal drainholes. An end sub in a tubing string contains a bend which angles the downstream end of the sub with respect to the upstream end. A perforated sub is connected to the upstream end of the end sub and contains sensor means communicating with the exterior through the perforations. When the angled end sub is aligned with the horizontal drainhole, downward movement of the tubing string causes the string to move through the drainhole, thereby allowing the sensor to determine the conditions therein.
    Type: Grant
    Filed: November 1, 1989
    Date of Patent: April 30, 1991
    Assignee: Marathon Oil Company
    Inventor: David E. Taylor