Patents Assigned to Madison Tyler, LLC.
  • Publication number: 20120284158
    Abstract: A zero-latency risk-management system and method useful in, for example, sponsored market access or in-house trades. The zero-latency risk-management system comprises an out-of-band risk monitor computer and a kill-switch. The kill-switch is in-line between order receipt and trade placement, but the out-of-band risk monitor computer operates in parallel with the order processing, thus eliminating latency in the trade. The out-of-band risk computer monitors orders as they flow through the system and updates any risk metrics based on those orders. Kill-switch threshold levels may be set in the risk computer to be, for example, the desired level of risk, minus the maximum amount of risk that a subsequent new order could incur. If the risk computer determines that an order has breached this kill-switch threshold, it activates the kill-switch to prevent additional order entry that could breach the actual threshold.
    Type: Application
    Filed: May 5, 2011
    Publication date: November 8, 2012
    Applicant: Madison Tyler, LLC.
    Inventor: Peter Joseph Kovac