Abstract: One variation of a method for refinancing arbitrage structured product investments comprising: receiving selection of a tranche—associated with an initial interest margin and containing an outstanding debt quantity—within a structured product investment by an initiator; assigning a target interest margin, less than the initial interest margin, to the tranche; initiating an online public auction for the outstanding debt quantity; during the online public auction, recording a set of bids submitted by a set of investors, each bid in the set specifying a debt quantity at the target interest margin; calculating a sum of debt quantities, at the target interest margin, specified in the set of bids; and, in response to the sum of debt quantities clearing the outstanding debt quantity upon conclusion of the online public auction, initiating settlement and redistribution of the outstanding debt quantity in the tranche according to the set of bids.

Abstract: A method for hosting a multi-stage, token-gated electronic auction includes: during a blind-bidding period, receiving a set of blind bids from bidders on an electronic biding platform and obfuscating blind bid information of other bid from bidders for each blind bidder; after the blind-bidding period, selecting a subset of bidders equal to a live-bidder quantity and associated with blind bids of greatest value, generating a set of digital access tokens for live-bidding, and assigning the digital access tokens to the subset of bidders; and, during a subsequent live-bidding period, admitting the subset of bidders into a virtual private live-bidding room based on the digital access tokens, receiving live bids from the subset of bidders, publishing bid values of live bids received from other bidder for each live bidder, and obfuscating live bid information for bidders other than the subset of bidders.

Abstract: One variation of a method for initiating and hosting an auction for a security includes: accessing historical trade data and characteristics of a corpus of securities traded on an auction platform; assigning post-auction liquidity scores to the corpus of securities based on historical trading result data; constructing a liquidity model representing correlations between characteristics and pre-auction liquidity scores of the corpus of securities; accessing characteristics of a security held by a seller; calculating a liquidity score of the security based on characteristics of the security and the liquidity model; assigning a rule profile—defining rules for distribution of feedback to bidders during an auction—to the security based on the liquidity score of the security; initiating an auction for the security on the auction platform; and, during the auction, distributing feedback for bids according to the rule profile.

Abstract: One variation of a method for initiating and hosting an auction for a security includes: accessing historical trade data and characteristics of a corpus of securities traded on an auction platform; assigning post-auction liquidity scores to the corpus of securities based on historical trading result data; constructing a liquidity model representing correlations between characteristics and pre-auction liquidity scores of the corpus of securities; accessing characteristics of a security held by a seller; calculating a liquidity score of the security based on characteristics of the security and the liquidity model; assigning a rule profile—defining rules for distribution of feedback to bidders during an auction—to the security based on the liquidity score of the security; initiating an auction for the security on the auction platform; and, during the auction, distributing feedback for bids according to the rule profile.

Abstract: One variation of a method for refinancing arbitrage structured product investments comprising: receiving selection of a tranche—associated with an initial interest margin and containing an outstanding debt quantity—within a structured product investment by an initiator; assigning a target interest margin, less than the initial interest margin, to the tranche; initiating an online public auction for the outstanding debt quantity; during the online public auction, recording a set of bids submitted by a set of investors, each bid in the set specifying a debt quantity at the target interest margin; calculating a sum of debt quantities, at the target interest margin, specified in the set of bids; and, in response to the sum of debt quantities clearing the outstanding debt quantity upon conclusion of the online public auction, initiating settlement and redistribution of the outstanding debt quantity in the tranche according to the set of bids.