Patents by Inventor ADITYA DAMODARAN

ADITYA DAMODARAN 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).

  • Trading anomaly kill switch
    Patent number: 10796366
    Abstract: A system that can detect when abnormal trading activity is occurring and take action to halt the detected abnormal trading activity without human intervention using a computer-implemented anomaly detection and action stage computer that performs an exponential weighted averaging of trade order flow, on a per symbol basis within a sliding volume based window and a volume based exponential weighted averaging, on a per symbol basis, on trade update messages received during the sliding volume based window and checks for an inflection in covariance between them.
    Type: Grant
    Filed: December 24, 2018
    Date of Patent: October 6, 2020
    Assignee: Morgan Stanley Services Group Inc.
    Inventors: Aditya Damodaran, Richard Huddleston, Joseph Edward Pendergast, Jr.
  • TRADING ANOMALY KILL SWITCH
    Publication number: 20190130486
    Abstract: A system that can detect when abnormal trading activity is occurring and take action to halt the detected abnormal trading activity without human intervention using a computer-implemented anomaly detection and action stage computer that performs an exponential weighted averaging of trade order flow, on a per symbol basis within a sliding volume based window and a volume based exponential weighted averaging, on a per symbol basis, on trade update messages received during the sliding volume based window and checks for an inflection in covariance between them.
    Type: Application
    Filed: December 24, 2018
    Publication date: May 2, 2019
    Inventors: ADITYA DAMODARAN, RICHARD HUDDLESTON, JOSEPH EDWARD PENDERGAST, Jr.
  • Trading anomaly kill switch
    Patent number: 10169816
    Abstract: A system that can detect when abnormal trading activity is occurring and take action to halt the detected abnormal trading activity without human intervention using a computer-implemented anomaly detection and action stage that performs an exponential weighted averaging of trade order flow, on a per symbol basis within a sliding volume based window and a volume based exponential weighted averaging, on a per symbol basis, on trade update messages received during the sliding volume based window and checks for an inflection in covariance between them. A related method is also described.
    Type: Grant
    Filed: January 6, 2015
    Date of Patent: January 1, 2019
    Assignee: MORGAN STANLEY SERVICES GROUP INC.
    Inventors: Aditya Damodaran, Richard Huddleston, Joseph Edward Pendergast, Jr.
  • TRADING ANOMALY KILL SWITCH
    Publication number: 20160196606
    Abstract: A system that can detect when abnormal trading activity is occurring and take action to halt the detected abnormal trading activity without human intervention using a computer-implemented anomaly detection and action stage that performs an exponential weighted averaging of trade order flow, on a per symbol basis within a sliding volume based window and a volume based exponential weighted averaging, on a per symbol basis, on trade update messages received during the sliding volume based window and checks for an inflection in covariance between them. A related method is also described.
    Type: Application
    Filed: January 6, 2015
    Publication date: July 7, 2016
    Applicant: MORGAN STANLEY
    Inventors: ADITYA DAMODARAN, RICHARD HUDDLESTON, JOSEPH EDWARD PENDERGAST, JR.