Patents by Inventor Ananth Madhavan

Ananth Madhavan 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).

  • System and method for estimating and optimizing transaction costs
    Publication number: 20030233306
    Abstract: A method and system for forecasting the transaction cost of a portfolio trade execution that may be applied to any given trade strategy or an optimal trade strategy that minimizes transaction costs. In preferred embodiments, a server comprises one or more computers that act as an automated forecaster whereby it accepts user-defined input variables from customers and generates a transaction cost estimation report based on those variables. The server is programmed with specific transaction cost estimation and optimization algorithms that model the transaction costs of a specific trade execution based on the user's trading profile and market variables.
    Type: Application
    Filed: June 12, 2002
    Publication date: December 18, 2003
    Applicant: ITG, Inc.
    Inventors: Ananth Madhavan, Artem V. Asriev