Patents by Inventor James T. Kociuba

James T. Kociuba 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, methods, and media for automatically controlling trade executions based on percentage of volume trading rates
    Publication number: 20110231340
    Abstract: Systems, methods, and media for automatically controlling trade executions based on percentage of volume trading rates are provided. In some embodiments, systems for automatically controlling trade executions based on percentage of volume trading rates, are provided, the systems comprising at least one processor that: determines a market impact relationship for each of a plurality of positions included in a portfolio; determines a risk model associated with the portfolio; solves for a percentage of volume trading rate for each of the plurality of positions included in the portfolio based on the market impact relationship and the risk model; and causes trades to be executed in at least one of the plurality of positions included in the portfolio at the percentage of volume trading rate corresponding to the at least one of the plurality of positions.
    Type: Application
    Filed: June 2, 2011
    Publication date: September 22, 2011
    Applicant: BNY CONVERGEX GROUP, LLC
    Inventor: James T. Kociuba
  • Systems, methods, and media for automatically controlling trade executions based on percentage of volume trading rates
    Patent number: 7979344
    Abstract: Systems, methods, and media for automatically controlling trade executions based on percentage of volume trading rates are provided. In some embodiments, systems for automatically controlling trade executions based on percentage of volume trading rates, are provided, the systems comprising at least one processor that: determines a market impact relationship for each of a plurality of positions included in a portfolio; determines a risk model associated with the portfolio; solves for a percentage of volume trading rate for each of the plurality of positions included in the portfolio based on the market impact relationship and the risk model; and causes trades to be executed in at least one of the plurality of positions included in the portfolio at the percentage of volume trading rate corresponding to the at least one of the plurality of positions.
    Type: Grant
    Filed: May 26, 2009
    Date of Patent: July 12, 2011
    Assignee: BNY ConvergEx Group, LLC
    Inventor: James T. Kociuba
  • Systems, methods, and media for automatically controlling trade executions based on percentage of volume trading rates
    Publication number: 20100023458
    Abstract: Systems, methods, and media for automatically controlling trade executions based on percentage of volume trading rates are provided. In some embodiments, systems for automatically controlling trade executions based on percentage of volume trading rates, are provided, the systems comprising at least one processor that: determines a market impact relationship for each of a plurality of positions included in a portfolio; determines a risk model associated with the portfolio; solves for a percentage of volume trading rate for each of the plurality of positions included in the portfolio based on the market impact relationship and the risk model; and causes trades to be executed in at least one of the plurality of positions included in the portfolio at the percentage of volume trading rate corresponding to the at least one of the plurality of positions.
    Type: Application
    Filed: May 26, 2009
    Publication date: January 28, 2010
    Inventor: James T. Kociuba