Patents by Inventor Dhiraj Subhash Bawadhankar
Dhiraj Subhash Bawadhankar 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: 20240129379Abstract: Systems, devices and methods for adaptive compression of stored information includes a memory management computing device programmed to monitor a size of a plurality of data structures stored in a data repository. The computing device compares the size of each of a plurality of data structures to a predetermined threshold. When a size of an uncompressed data structure meets the threshold, the memory management computing device calculates a value of a first compression parameter based on a value of a first parameter and a value of a second parameter of each data element of the uncompressed data structure, calculates a value of a second compression parameter based the value of the first parameter of each data element of the uncompressed data structure, generates a compressed data structure based on the value of the first compression parameter and the second compression parameter; and replaces, in the data repository, the uncompressed data structure with the compressed data structure.Type: ApplicationFiled: December 22, 2023Publication date: April 18, 2024Applicant: Chicago Mercantile Exchange Inc.Inventors: Fateen Sharaby, Sriram A. Raju Datla, Dhiraj Subhash Bawadhankar, John Charles Redfield, Justin Yeong-Juin Lee
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Patent number: 11895211Abstract: Systems, devices and methods for adaptive compression of stored information includes a memory management computing device programmed to monitor a size of a plurality of data structures stored in a data repository. The computing device compares the size of each of a plurality of data structures to a predetermined threshold. When a size of an uncompressed data structure meets the threshold, the memory management computing device calculates a value of a first compression parameter based on a value of a first parameter and a value of a second parameter of each data element of the uncompressed data structure, calculates a value of a second compression parameter based the value of the first parameter of each data element of the uncompressed data structure, generates a compressed data structure based on the value of the first compression parameter and the second compression parameter; and replaces, in the data repository, the uncompressed data structure with the compressed data structure.Type: GrantFiled: May 24, 2023Date of Patent: February 6, 2024Assignee: Chicago Mercantile Exchange Inc.Inventors: Fateen Sharaby, Sriram A. Raju Datla, Dhiraj Subhash Bawadhankar, John Charles Redfield, Justin Yeong-Juin Lee
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Publication number: 20230351505Abstract: Systems are provided for compressing portfolios of open option positions. Market participants may provide constraints, such as net delta and gamma values within a specific tolerance. A compression engine uses a linear, integer and/or linear-quadratic programming solver to analyze portfolios of multiple market participants and identify multilateral option spread trades that result in portfolios that are compressed subject to the constraints.Type: ApplicationFiled: June 29, 2023Publication date: November 2, 2023Applicant: Chicago Mercantile Exchange Inc.Inventors: Richard Co, Dhiraj Subhash Bawadhankar, Florian Huchedé, John Balaam Alexander Kerpel, Andrey Lopatin, Romil Pradip Parekh, Robert William Taylor
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Publication number: 20230300214Abstract: Systems, devices and methods for adaptive compression of stored information includes a memory management computing device programmed to monitor a size of a plurality of data structures stored in a data repository. The computing device compares the size of each of a plurality of data structures to a predetermined threshold. When a size of an uncompressed data structure meets the threshold, the memory management computing device calculates a value of a first compression parameter based on a value of a first parameter and a value of a second parameter of each data element of the uncompressed data structure, calculates a value of a second compression parameter based the value of the first parameter of each data element of the uncompressed data structure, generates a compressed data structure based on the value of the first compression parameter and the second compression parameter; and replaces, in the data repository, the uncompressed data structure with the compressed data structure.Type: ApplicationFiled: May 24, 2023Publication date: September 21, 2023Applicant: Chicago Mercantile Exchange Inc.Inventors: Fateen Sharaby, Sriram A. Raju Datla, Dhiraj Subhash Bawadhankar, John Charles Redfield, Justin Yeong-Juin Lee
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Patent number: 11727491Abstract: Systems are provided for compressing portfolios of open option positions. Market participants may provide constraints, such as net delta and gamma values within a specific tolerance. A compression engine uses a linear, integer and/or linear-quadratic programming solver to analyze portfolios of multiple market participants and identify multilateral option spread trades that result in portfolios that are compressed subject to the constraints.Type: GrantFiled: October 10, 2022Date of Patent: August 15, 2023Assignee: Chicago Mercantile Exchange Inc.Inventors: Richard Co, Dhiraj Subhash Bawadhankar, Florian Huchedé, John Balaam Alexander Kerpel, Andrey Lopatin, Romil Pradip Parekh, Robert William Taylor
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Patent number: 11700316Abstract: Systems, devices and methods for adaptive compression of stored information includes a memory management computing device programmed to monitor a size of a plurality of data structures stored in a data repository. The computing device compares the size of each of a plurality of data structures to a predetermined threshold. When a size of an uncompressed data structure meets the threshold, the memory management computing device calculates a value of a first compression parameter based on a value of a first parameter and a value of a second parameter of each data element of the uncompressed data structure, calculates a value of a second compression parameter based the value of the first parameter of each data element of the uncompressed data structure, generates a compressed data structure based on the value of the first compression parameter and the second compression parameter; and replaces, in the data repository, the uncompressed data structure with the compressed data structure.Type: GrantFiled: November 21, 2022Date of Patent: July 11, 2023Assignee: Chicago Mercantile Exchange Inc.Inventors: Fateen Sharaby, Sriram A. Raju Datla, Dhiraj Subhash Bawadhankar, John Charles Redfield, Justin Yeong-Juin Lee
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Publication number: 20230084596Abstract: Systems, devices and methods for adaptive compression of stored information includes a memory management computing device programmed to monitor a size of a plurality of data structures stored in a data repository. The computing device compares the size of each of a plurality of data structures to a predetermined threshold. When a size of an uncompressed data structure meets the threshold, the memory management computing device calculates a value of a first compression parameter based on a value of a first parameter and a value of a second parameter of each data element of the uncompressed data structure, calculates a value of a second compression parameter based the value of the first parameter of each data element of the uncompressed data structure, generates a compressed data structure based on the value of the first compression parameter and the second compression parameter; and replaces, in the data repository, the uncompressed data structure with the compressed data structure.Type: ApplicationFiled: November 21, 2022Publication date: March 16, 2023Applicant: Chicago Mercantile Exchange Inc.Inventors: Fateen Sharaby, Sriram A. Raju Datla, Dhiraj Subhash Bawadhankar, John Charles Redfield, Justin Yeong-Juin Lee
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Publication number: 20230030726Abstract: Systems are provided for compressing portfolios of open option positions. Market participants may provide constraints, such as net delta and gamma values within a specific tolerance. A compression engine uses a linear, integer and/or linear-quadratic programming solver to analyze portfolios of multiple market participants and identify multilateral option spread trades that result in portfolios that are compressed subject to the constraints.Type: ApplicationFiled: October 10, 2022Publication date: February 2, 2023Applicant: Chicago Mercantile Exchange Inc.Inventors: Richard Co, Dhiraj Subhash Bawadhankar, Florian Huchedé, John Balaam Alexander Kerpel, Andrey Lopatin, Romil Pradip Parekh, Robert William Taylor
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Patent number: 11539811Abstract: Systems, devices and methods for adaptive compression of stored information includes a memory management computing device programmed to monitor a size of a plurality of data structures stored in a data repository. The computing device compares the size of each of a plurality of data structures to a predetermined threshold. When a size of an uncompressed data structure meets the threshold, the memory management computing device calculates a value of a first compression parameter based on a value of a first parameter and a value of a second parameter of each data element of the uncompressed data structure, calculates a value of a second compression parameter based the value of the first parameter of each data element of the uncompressed data structure, generates a compressed data structure based on the value of the first compression parameter and the second compression parameter; and replaces, in the data repository, the uncompressed data structure with the compressed data structure.Type: GrantFiled: June 21, 2022Date of Patent: December 27, 2022Assignee: Chicago Mercantile Exchange Inc.Inventors: Fateen Sharaby, Sriram A. Raju Datla, Dhiraj Subhash Bawadhankar, John Charles Redfield, Justin Yeong-Juin Lee
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Patent number: 11488246Abstract: Systems are provided for compressing portfolios of open option positions. Market participants may provide constraints, such as net delta and gamma values within a specific tolerance. A compression engine uses a linear, integer and/or linear-quadratic programming solver to analyze portfolios of multiple market participants and identify multilateral option spread trades that result in portfolios that are compressed subject to the constraints.Type: GrantFiled: June 24, 2021Date of Patent: November 1, 2022Assignee: Chicago Mercantile Exchange Inc.Inventors: Richard Co, Dhiraj Subhash Bawadhankar, Florian Huchedé, John Balaam Alexander Kerpel, Andrey Lopatin, Romil Pradip Parekh, Robert William Taylor
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Publication number: 20220321679Abstract: Systems, devices and methods for adaptive compression of stored information includes a memory management computing device programmed to monitor a size of a plurality of data structures stored in a data repository. The computing device compares the size of each of a plurality of data structures to a predetermined threshold. When a size of an uncompressed data structure meets the threshold, the memory management computing device calculates a value of a first compression parameter based on a value of a first parameter and a value of a second parameter of each data element of the uncompressed data structure, calculates a value of a second compression parameter based the value of the first parameter of each data element of the uncompressed data structure, generates a compressed data structure based on the value of the first compression parameter and the second compression parameter; and replaces, in the data repository, the uncompressed data structure with the compressed data structure.Type: ApplicationFiled: June 21, 2022Publication date: October 6, 2022Applicant: Chicago Mercantile Exchange Inc.Inventors: Fateen Sharaby, Sriram A. Raju Datla, Dhiraj Subhash Bawadhankar, John Charles Redfield, Justin Yeong-Juin Lee
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Patent number: 11399083Abstract: Systems, devices and methods for adaptive compression of stored information includes a memory management computing device programmed to monitor a size of a plurality of data structures stored in a data repository. The computing device compares the size of each of a plurality of data structures to a predetermined threshold. When a size of an uncompressed data structure meets the threshold, the memory management computing device calculates a value of a first compression parameter based on a value of a first parameter and a value of a second parameter of each data element of the uncompressed data structure, calculates a value of a second compression parameter based the value of the first parameter of each data element of the uncompressed data structure, generates a compressed data structure based on the value of the first compression parameter and the second compression parameter; and replaces, in the data repository, the uncompressed data structure with the compressed data structure.Type: GrantFiled: November 29, 2021Date of Patent: July 26, 2022Assignee: Chicago Mercantile Exchange Inc.Inventors: Fateen Sharaby, Sriram A. Raju Datla, Dhiraj Subhash Bawadhankar, John Charles Redfield, Justin Yeong-Juin Lee
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Publication number: 20220086251Abstract: Systems, devices and methods for adaptive compression of stored information includes a memory management computing device programmed to monitor a size of a plurality of data structures stored in a data repository. The computing device compares the size of each of a plurality of data structures to a predetermined threshold. When a size of an uncompressed data structure meets the threshold, the memory management computing device calculates a value of a first compression parameter based on a value of a first parameter and a value of a second parameter of each data element of the uncompressed data structure, calculates a value of a second compression parameter based the value of the first parameter of each data element of the uncompressed data structure, generates a compressed data structure based on the value of the first compression parameter and the second compression parameter; and replaces, in the data repository, the uncompressed data structure with the compressed data structure.Type: ApplicationFiled: November 29, 2021Publication date: March 17, 2022Applicant: Chicago Mercantile Exchange Inc.Inventors: Fateen Sharaby, Sriram A. Raju Datla, Dhiraj Subhash Bawadhankar, John Charles Redfield, Justin Yeong-Juin Lee
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Patent number: 11218560Abstract: Systems, devices and methods for adaptive compression of stored information includes a memory management computing device programmed to monitor a size of a plurality of data structures stored in a data repository. The computing device compares the size of each of a plurality of data structures to a predetermined threshold. When a size of an uncompressed data structure meets the threshold, the memory management computing device calculates a value of a first compression parameter based on a value of a first parameter and a value of a second parameter of each data element of the uncompressed data structure, calculates a value of a second compression parameter based the value of the first parameter of each data element of the uncompressed data structure, generates a compressed data structure based on the value of the first compression parameter and the second compression parameter; and replaces, in the data repository, the uncompressed data structure with the compressed data structure.Type: GrantFiled: March 22, 2021Date of Patent: January 4, 2022Assignee: Chicago Mercantile Exchange Inc.Inventors: Fateen Sharaby, Sriram A. Raju Datla, Dhiraj Subhash Bawadhankar, John Charles Redfield, Justin Yeong-Juin Lee
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Publication number: 20210319511Abstract: Systems are provided for compressing portfolios of open option positions. Market participants may provide constraints, such as net delta and gamma values within a specific tolerance. A compression engine uses a linear, integer and/or linear-quadratic programming solver to analyze portfolios of multiple market participants and identify multilateral option spread trades that result in portfolios that are compressed subject to the constraints.Type: ApplicationFiled: June 24, 2021Publication date: October 14, 2021Applicant: Chicago Mercantile Exchange Inc.Inventors: Richard Co, Dhiraj Subhash Bawadhankar, Florian Huchedé, John Balaam Alexander Kerpel, Andrey Lopatin, Romil Pradip Parekh, Robert William Taylor
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Patent number: 11080785Abstract: Systems are provided for compressing portfolios of open option positions. Market participants may provide constraints, such as net delta and gamma values within a specific tolerance. A compression engine uses a linear, integer and/or linear-quadratic programming solver to analyze portfolios of multiple market participants and identify multilateral option spread trades that result in portfolios that are compressed subject to the constraints.Type: GrantFiled: November 14, 2017Date of Patent: August 3, 2021Assignee: Chicago Mercantile Exchange Inc.Inventors: Richard Co, Dhiraj Subhash Bawadhankar, Florian Huchedé, John Balaam Alexander Kerpel, Andrey Lopatin, Romil Pradip Parekh, Robert William Taylor
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Publication number: 20210211516Abstract: Systems, devices and methods for adaptive compression of stored information includes a memory management computing device programmed to monitor a size of a plurality of data structures stored in a data repository. The computing device compares the size of each of a plurality of data structures to a predetermined threshold. When a size of an uncompressed data structure meets the threshold, the memory management computing device calculates a value of a first compression parameter based on a value of a first parameter and a value of a second parameter of each data element of the uncompressed data structure, calculates a value of a second compression parameter based the value of the first parameter of each data element of the uncompressed data structure, generates a compressed data structure based on the value of the first compression parameter and the second compression parameter; and replaces, in the data repository, the uncompressed data structure with the compressed data structure.Type: ApplicationFiled: March 22, 2021Publication date: July 8, 2021Applicant: Chicago Mercantile Exchange Inc.Inventors: Fateen Sharaby, Sriram A. Raju Datla, Dhiraj Subhash Bawadhankar, John Charles Redfield, Justin Yeong-Juin Lee
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Patent number: 10992766Abstract: Systems, devices and methods for adaptive compression of stored information includes a memory management computing device programmed to monitor a size of a plurality of data structures stored in a data repository. The computing device compares the size of each of a plurality of data structures to a predetermined threshold. When a size of an uncompressed data structure meets the threshold, the memory management computing device calculates a value of a first compression parameter based on a value of a first parameter and a value of a second parameter of each data element of the uncompressed data structure, calculates a value of a second compression parameter based the value of the first parameter of each data element of the uncompressed data structure, generates a compressed data structure based on the value of the first compression parameter and the second compression parameter; and replaces, in the data repository, the uncompressed data structure with the compressed data structure.Type: GrantFiled: February 18, 2020Date of Patent: April 27, 2021Assignee: Chicago Mercantile Exchange Inc.Inventors: Fateen Sharaby, Sriram A. Raju Datla, Dhiraj Subhash Bawadhankar, John Charles Redfield, Justin Yeong-Juin Lee
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Publication number: 20200186609Abstract: Systems, devices and methods for adaptive compression of stored information includes a memory management computing device programmed to monitor a size of a plurality of data structures stored in a data repository. The computing device compares the size of each of a plurality of data structures to a predetermined threshold. When a size of an uncompressed data structure meets the threshold, the memory management computing device calculates a value of a first compression parameter based on a value of a first parameter and a value of a second parameter of each data element of the uncompressed data structure, calculates a value of a second compression parameter based the value of the first parameter of each data element of the uncompressed data structure, generates a compressed data structure based on the value of the first compression parameter and the second compression parameter; and replaces, in the data repository, the uncompressed data structure with the compressed data structure.Type: ApplicationFiled: February 18, 2020Publication date: June 11, 2020Applicant: Chicago Mercantile Exchange Inc.Inventors: Fateen Sharaby, Sriram A. Raju Datla, Dhiraj Subhash Bawadhankar, John Charles Redfield, Justin Yeong-Juin Lee
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Patent number: 10609172Abstract: Systems, devices and methods for adaptive compression of stored information includes a memory management computing device programmed to monitor a size of a plurality of data structures stored in a data repository. The computing device compares the size of each of a plurality of data structures to a predetermined threshold. When a size of an uncompressed data structure meets the threshold, the memory management computing device calculates a value of a first compression parameter based on a value of a first parameter and a value of a second parameter of each data element of the uncompressed data structure, calculates a value of a second compression parameter based the value of the first parameter of each data element of the uncompressed data structure, generates a compressed data structure based on the value of the first compression parameter and the second compression parameter; and replaces, in the data repository, the uncompressed data structure with the compressed data structure.Type: GrantFiled: December 5, 2017Date of Patent: March 31, 2020Assignee: Chicago Mercantile Exchange Inc.Inventors: Fateen Sharaby, Sriram A. Raju Datla, Dhiraj Subhash Bawadhankar, John Charles Redfield, Justin Yeong-Juin Lee