Patents by Inventor Fred Sturm

Fred Sturm 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).

  • Hybrid index derived using a kalman filter
    Patent number: 10489856
    Abstract: A method of determining a hybrid index may include obtaining, by a computer device, financial transaction information about two or more financial products over a duration. The computer device may be configured to filter the financial transaction information to produce enhanced financial transaction information. The computer device may then determine a financial index value using the financial transaction information and the enhanced financial transaction information.
    Type: Grant
    Filed: December 19, 2013
    Date of Patent: November 26, 2019
    Assignee: Chicago Mercantile Exchange Inc.
    Inventors: Richard Co, John Nyhoff, John Kerpel, John Labuszewski, Fred Sturm
  • SYSTEM AND METHOD FOR COMPELLING PHYSICAL DELIVERY OF ITEMS WITHIN A QUALITY RANGE
    Publication number: 20160071214
    Abstract: Systems and methods are provided for processing futures contracts that have physical delivery settlement provisions. At the time of settlement, the quality of potential underlying items that would be delivered are ranked. The rankings may be based on characteristics of the sources of the potential underlying items. Subsets of the potential underlying items that comply with percentile ranges included in the futures contracts may then be identified as deliverable underlying items.
    Type: Application
    Filed: September 10, 2014
    Publication date: March 10, 2016
    Inventors: John Labuszewski, Richard Co, Andrew Newman, Mike Kamradt, Fred Sturm
  • HYBRID INDEX DERIVED USING A KALMAN FILTER
    Publication number: 20150178834
    Abstract: A method of determining a hybrid index may include obtaining, by a computer device, financial transaction information about two or more financial products over a duration. The computer device may be configured to filter the financial transaction information to produce enhanced financial transaction information. The computer device may then determine a financial index value using the financial transaction information and the enhanced financial transaction information.
    Type: Application
    Filed: December 19, 2013
    Publication date: June 25, 2015
    Applicant: CHICAGO MERCANTILE EXCHANGE, INC.
    Inventors: Richard Co, John Nyhoff, John Kerpel, John Labuszewski, Fred Sturm