Patents by Inventor David Shaun Guay

David Shaun Guay 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).

  • Patent number: 11734757
    Abstract: A computer implemented method, a system and a non-transitory storage medium are provided, for automatically recreating and displaying the chronology of market events that led to a variation in a profit and loss (PnL) account of an entity implementing a trading strategy. The chronology of market events is represented in a graphical user interface. The trading strategy is run by a plurality of processing devices which are remotely located from one another. A computer implemented method for automatically identifying chains of market events is also provided, where the market events have led to unusual variations in a profit and loss (PnL) account of a group of securities traded by an entity.
    Type: Grant
    Filed: April 2, 2021
    Date of Patent: August 22, 2023
    Assignee: Banque Nationale du Canada
    Inventors: David Shaun Guay, Remi Croteau, Olivier Lefebvre
  • Publication number: 20210319509
    Abstract: A computer implemented method, a system and a non-transitory storage medium are provided, for automatically recreating and displaying the chronology of market events that led to a variation in a profit and loss (PnL) account of an entity implementing a trading strategy. The chronology of market events is represented in a graphical user interface. The trading strategy is run by a plurality of processing devices which are remotely located from one another. A computer implemented method for automatically identifying chains of market events is also provided, where the market events have led to unusual variations in a profit and loss (PnL) account of a group of securities traded by an entity.
    Type: Application
    Filed: April 2, 2021
    Publication date: October 14, 2021
    Inventors: David Shaun GUAY, Remi CROTEAU, Olivier LEFEBVRE
  • Publication number: 20210105215
    Abstract: A method, a processing device and a computer-readable medium are provided for prioritizing trading data transmission over bandwidth-constrained communication link. The method comprises comparing fields of records indicative of the current states of securities of interest with corresponding fields of one or more previous records for said securities. The records are associated with securities being traded or to securities whose prices are being used for trading. The method comprises calculating variations of the fields and assigning priorities to the different securities of interest, based on the calculated variations, and sending fields characterizing the current state of the securities having the highest priorities over the bandwidth-constrained communication link, up to bandwidth capacity, to a remote computing device. The remote device can thereby receive in priority trading data associated with securities having the most significant or impactful variations.
    Type: Application
    Filed: October 6, 2020
    Publication date: April 8, 2021
    Inventor: David Shaun Guay