Abstract: Orders relating to a sale or purchase of securities are staged into an execution management system that includes a processor programmed to perform securities trading activities. Data describing the orders is stored in a database, which includes a neutral account. After the orders are staged into the execution management system, one or more of the orders, or portions thereof, are associated with one or more brokers for execution.

Abstract: In one aspect, the invention comprises acquiring background data regarding securities positions and regarding real-time pricing data; performing calculations regarding intermediate measures of performance of the securities; receiving configuration data for a portfolio of securities and one or more data requests, at least one of the data requests comprising a request for a value at risk report regarding the portfolio; and providing a value at risk report based on a Parkinson's volatility estimation. In another aspect, the invention comprises displaying a tree structure display in a first portion of a graphical user interface display; in response to a user selecting an item from the tree structure display, displaying a corresponding listing in a tabular display in a second portion of the graphical user interface display; and in response to the user selecting a listing in the tabular display, displaying a corresponding item in the tree structure display.

Abstract: In one aspect, the invention comprises acquiring background data regarding securities positions and regarding real-time pricing data; performing calculations regarding intermediate measures of performance of the securities; receiving configuration data for a portfolio of securities and one or more data requests, at least one of the data requests comprising a request for a value at risk report regarding the portfolio; and providing a value at risk report based on a Parkinson's volatility estimation. In another aspect, the invention comprises displaying a tree structure display in a first portion of a graphical user interface display; in response to a user selecting an item from the tree structure display, displaying a corresponding listing in a tabular display in a second portion of the graphical user interface display; and in response to the user selecting a listing in the tabular display, displaying a corresponding item in the tree structure display.