Patents by Inventor Bruce D. Phelps

Bruce D. Phelps 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).

  • Systems and methods relating to bond liquidity
    Patent number: 8346647
    Abstract: In one aspect, an embodiment comprises a computer system comprising: (a) a computer readable memory that stores price information for a plurality of bonds; and (b) a processor unit that calculates a liquidity cost score for one or more of said plurality of bonds; wherein said liquidity cost score calculation is based on data regarding quoted bid price and quoted ask price if a bond is a quoted bond, wherein said liquidity cost score calculation is based on a regression analysis if a bond is a non-quoted bond, and wherein said processor unit comprises one or more processors.
    Type: Grant
    Filed: October 1, 2010
    Date of Patent: January 1, 2013
    Assignee: Barclays Capital Inc.
    Inventors: Bruce D. Phelps, Siddhartha Dastidar, Ariel Edelstein
  • Methods and systems for providing book accounting indices
    Patent number: 7835967
    Abstract: In at least one aspect, the invention comprises a method comprising the steps of: identifying a first portfolio of securities as corresponding, at a specified time, to an index; calculating, for the first portfolio, a first set of performance values comprising one or more of: book yield, book income, and book return; calculating, for a second portfolio of securities, a second set of performance values corresponding to the first set of performance values; and comparing the second set of performance values to the first set of performance values to obtain a performance measure for the second portfolio.
    Type: Grant
    Filed: September 28, 2006
    Date of Patent: November 16, 2010
    Assignee: Barclays Capital, Inc.
    Inventors: Bruce D. Phelps, Lev Dynkin, Jordan I. Mann, Yang Chen