Patents by Inventor Artem Asriev
Artem Asriev 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).
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Publication number: 20190295167Abstract: 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: ApplicationFiled: February 22, 2019Publication date: September 26, 2019Applicant: ITG Software Solutions, Inc.Inventors: Ananth Madhavan, Artem Asriev
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Publication number: 20140337197Abstract: A system for determining fair value prices of financial securities of international markets includes selecting a universe of securities of a particular international market, computing overnight returns of each security in the selected universe over a predetermined past period of time, selecting at least one return factor of a domestic financial market from a plurality of return factors, computing, for each selected return factor, the return factor's daily return over said predetermined past period of time, calculating, for each selected return factor, a return factor coefficient for each security in the selected universe by performing a time series regression to obtain the contribution of each return factor's return to the security's overnight return, and producing each calculated return factor coefficient in a data stream.Type: ApplicationFiled: May 12, 2014Publication date: November 13, 2014Applicant: ITG Software Solutions, Inc.Inventors: Ananth MADHAVAN, Jian YANG, Leonid ZOSIN, Konstantin ZALUTSKY, Artem ASRIEV, Gabriel BUTLER
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Patent number: 8725619Abstract: A system for determining fair value prices of financial securities of international markets includes selecting a universe of securities of a particular international market, computing overnight returns of each security in the selected universe over a predetermined past period of time, selecting at least one return factor of a domestic financial market from a plurality of return factors, computing, for each selected return factor, the return factor's daily return over said predetermined past period of time, calculating, for each selected return factor, a return factor coefficient for each security in the selected universe by performing a time series regression to obtain the contribution of each return factor's return to the security's overnight return, and producing each calculated return factor coefficient in a data stream.Type: GrantFiled: March 15, 2013Date of Patent: May 13, 2014Assignee: ITG Software Solutions, Inc.Inventors: Ananth Madhavan, Jian Yang, Leonid Zosin, Konstantin Zalutsky, Artem Asriev, Gabriel Butler
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Publication number: 20130282615Abstract: A system for determining fair value prices of financial securities of international markets includes selecting a universe of securities of a particular international market, computing overnight returns of each security in the selected universe over a predetermined past period of time, selecting at least one return factor of a domestic financial market from a plurality of return factors, computing, for each selected return factor, the return factor's daily return over said predetermined past period of time, calculating, for each selected return factor, a return factor coefficient for each security in the selected universe by performing a time series regression to obtain the contribution of each return factor's return to the security's overnight return, and producing each calculated return factor coefficient in a data stream.Type: ApplicationFiled: March 15, 2013Publication date: October 24, 2013Inventors: Ananth MADHAVAN, Jian YANG, Leonid ZOSIN, Konstantin ZALUTSKY, Artem ASRIEV, Gabriel BUTLER
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Patent number: 8407127Abstract: A system for determining fair value prices of financial securities of international markets includes selecting a universe of securities of a particular international market, computing overnight returns of each security in the selected universe over a predetermined past period of time, selecting at least one return factor of a domestic financial market from a plurality of return factors, computing, for each selected return factor, the return factor's daily return over said predetermined past period of time, calculating, for each selected return factor, a return factor coefficient for each security in the selected universe by performing a time series regression to obtain the contribution of each return factor's return to the security's overnight return, and producing each calculated return factor coefficient in a data stream.Type: GrantFiled: June 12, 2012Date of Patent: March 26, 2013Assignee: ITG Software Solutions, Inc.Inventors: Ananth Madhavan, Jian Yang, Leonid Zosin, Konstantin Zalutsky, Artem Asriev, Gabriel Butler
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Publication number: 20120254070Abstract: A system for determining fair value prices of financial securities of international markets includes selecting a universe of securities of a particular international market, computing overnight returns of each security in the selected universe over a predetermined past period of time, selecting at least one return factor of a domestic financial market from a plurality of return factors, computing, for each selected return factor, the return factor's daily return over said predetermined past period of time, calculating, for each selected return factor, a return factor coefficient for each security in the selected universe by performing a time series regression to obtain the contribution of each return factor's return to the security's overnight return, and producing each calculated return factor coefficient in a data stream.Type: ApplicationFiled: June 12, 2012Publication date: October 4, 2012Applicant: ITG SOFTWARE SOLUTIONS, INC.Inventors: Ananth MADHAVAN, Jian YANG, Leonid ZOSIN, Konstantin ZALUTSKY, Artem ASRIEV, Gabriel BUTLER
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Patent number: 8200566Abstract: A system and method for determining fair value prices of financial securities of international markets includes steps of selecting a universe of securities of a particular international market, computing overnight returns of each security in the selected universe over a predetermined past period of time, selecting at least one return factor of a domestic financial market from a plurality of return factors, computing, for each selected return factor, the return factor's daily return over said predetermined past period of time, calculating, for each selected return factor, a return factor coefficient for each security in the selected universe by performing a time series regression to obtain the contribution of each return factor's return to the security's overnight return, and storing each calculated return factor coefficient in a data file.Type: GrantFiled: September 2, 2011Date of Patent: June 12, 2012Assignee: ITG Software Solutions, Inc.Inventors: Ananth Madhavan, Jian Yang, Leonid Zosin, Konstantin Zaltusky, Artem Asriev, Gabriel Butler
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Publication number: 20110320385Abstract: A system and method for determining fair value prices of financial securities of international markets includes steps of selecting a universe of securities of a particular international market, computing overnight returns of each security in the selected universe over a predetermined past period of time, selecting at least one return factor of a domestic financial market from a plurality of return factors, computing, for each selected return factor, the return factor's daily return over said predetermined past period of time, calculating, for each selected return factor, a return factor coefficient for each security in the selected universe by performing a time series regression to obtain the contribution of each return factor's return to the security's overnight return, and storing each calculated return factor coefficient in a data file.Type: ApplicationFiled: September 2, 2011Publication date: December 29, 2011Applicant: ITG SOFTWARE SOLUTIONS, INC.Inventors: Ananth MADHAVAN, Jian YANG, Leonid ZOSIN, Konstantin ZALTUSKY, Artem ASRIEV, Gabriel BUTLER
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Patent number: 8015094Abstract: A system and method for determining fair value prices of financial securities of international markets includes steps of selecting a universe of securities of a particular international market, computing overnight returns of each security in the selected universe over a predetermined past period of time, selecting at least one return factor of a domestic financial market from a plurality of return factors, computing, for each selected return factor, the return factor's daily return over said predetermined past period of time, calculating, for each selected return factor, a return factor coefficient for each security in the selected universe by performing a time series regression to obtain the contribution of each return factor's return to the security's overnight return, and storing each calculated return factor coefficient in a data file.Type: GrantFiled: May 11, 2009Date of Patent: September 6, 2011Assignee: ITG Software Solutions, Inc.Inventors: Ananth Madhavan, Jian Yang, Leonid Zosin, Konstantin Zaltusky, Artem Asriev, Gabriel Butler
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Publication number: 20090281963Abstract: A system and method for determining fair value prices of financial securities of international markets includes steps of selecting a universe of securities of a particular international market, computing overnight returns of each security in the selected universe over a predetermined past period of time, selecting at least one return factor of a domestic financial market from a plurality of return factors, computing, for each selected return factor, the return factor's daily return over said predetermined past period of time, calculating, for each selected return factor, a return factor coefficient for each security in the selected universe by performing a time series regression to obtain the contribution of each return factor's return to the security's overnight return, and storing each calculated return factor coefficient in a data file.Type: ApplicationFiled: May 11, 2009Publication date: November 12, 2009Applicant: ITG SOFTWARE SOLUTIONS, INC.Inventors: Ananth Madhavan, Jian Yang, Leonid Zosin, Konstantin Zaltusky, Artem Asriev, Gabriel Butler
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Patent number: 7533048Abstract: A method for determining fair value prices of financial securities of international markets includes the steps of selecting a universe of securities of a particular international market; computing overnight returns of each security in the selected universe over a predetermined past period of time; selecting at least one return factor of a domestic financial market from a plurality of return factors; computing, for each selected return factor, the return factor's daily return over said predetermined past period of time; calculating, for each selected return factor, a return factor coefficient for each security in the selected universe by performing a time series regression to obtain the contribution of each return factor's return to the security's overnight return; and storing each calculated return factor coefficient in a data file; wherein the stored return factor coefficients can be used in conjunction with current return factor daily return values to predict current overnight returns for all securities inType: GrantFiled: April 3, 2003Date of Patent: May 12, 2009Assignee: ITG Software Solutions, Inc.Inventors: Ananth Madhavan, Jian Yang, Leonid Zosin, Konstantin Zalutsky, Artem Asriev, Gabriel Butler
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Publication number: 20040210502Abstract: A method for determining fair value prices of financial securities of international markets includes the steps of selecting a universe of securities of a particular international market; computing overnight returns of each security in the selected universe over a predetermined past period of time; selecting at least one return factor of a domestic financial market from a plurality of return factors; computing, for each selected return factor, the return factor's daily return over said predetermined past period of time; calculating, for each selected return factor, a return factor coefficient for each security in the selected universe by performing a time series regression to obtain the contribution of each return factor's return to the security's overnight return; and storing each calculated return factor coefficient in a data file; wherein the stored return factor coefficients can be used in conjunction with current return factor daily return values to predict current overnight returns for all securities inType: ApplicationFiled: April 3, 2003Publication date: October 21, 2004Inventors: Ananth Madhavan, Jian Yang, Leonid Zosin, Konstantin Zalutsky, Artem Asriev, Gabriel Butler