Patents by Inventor Amy Stephan

Amy Stephan 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).

  • Scanning based spreads using a hedge ratio non-linear optimization model
    Patent number: 8600864
    Abstract: The disclosed embodiments utilize hedge ratios to determine the optimal hedge ratio and associated scanning spread. This tells traders what ratios of the quantities of products they should have in their portfolio in order to maintain the status of the portfolios as delta neutral, i.e. be delta hedged, and receive optimal margin credits therefore.
    Type: Grant
    Filed: June 18, 2012
    Date of Patent: December 3, 2013
    Assignee: Chicago Mercantile Exchange Inc.
    Inventors: Muhammed Hadi, Amy Stephan, Ketan Patel, Dmitriy Glinberg
  • Scanning Based Spreads Using a Hedge Ratio Non-Linear Optimization Model
    Publication number: 20120259798
    Abstract: The disclosed embodiments utilize hedge ratios to determine the optimal hedge ratio and associated scanning spread. This tells traders what ratios of the quantities of products they should have in their portfolio in order to maintain the status of the portfolios as delta neutral, i.e. be delta hedged, and receive optimal margin credits therefore.
    Type: Application
    Filed: June 18, 2012
    Publication date: October 11, 2012
    Applicant: Chicago Mercantile Exchange
    Inventors: Muhammed Hadi, Amy Stephan, Ketan Patel, Dmitriy Glinberg