Patents by Inventor Murphy James Brennan

Murphy James Brennan 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).

  • SPREAD PRICE SCALING FOR IMPLIED TRADE MATCHING
    Publication number: 20210272202
    Abstract: A computer implemented method for creating and matching implied inter-commodity spread orders where a spread ratio between legs of the inter-commodity spread is endogenous. The implied spread price is determined with a multi-step calculation including determining the price ratio between the underlying products and balancing the quantity of contracts required of each leg product.
    Type: Application
    Filed: May 18, 2021
    Publication date: September 2, 2021
    Applicant: Chicago Mercantile Exchange Inc.
    Inventors: Richard Co, Thomas Patrick Rafferty, Murphy James Brennan, Timothy Francis McCourt, Giovanni Vicioso, David Paul Plandowski, Benjamin Carl Rutledge
  • Spread price scaling for implied trade matching
    Patent number: 11042935
    Abstract: A computer implemented method for creating and matching implied inter-commodity spread orders where a spread ratio between legs of the inter-commodity spread is endogenous. The implied spread price is determined with a multi-step calculation including determining the price ratio between the underlying products and balancing the quantity of contracts required of each leg product.
    Type: Grant
    Filed: January 2, 2019
    Date of Patent: June 22, 2021
    Assignee: Chicago Mercantile Exchange Inc.
    Inventors: Richard Co, Thomas Patrick Rafferty, Murphy James Brennan, Timothy Francis McCourt, Giovanni Vicioso, David Paul Plandowski, Benjamin Carl Rutledge
  • SPREAD PRICE SCALING FOR IMPLIED TRADE MATCHING
    Publication number: 20200211111
    Abstract: A computer implemented method for creating and matching implied inter-commodity spread orders where a spread ratio between legs of the inter-commodity spread is endogenous. The implied spread price is determined with a multi-step calculation including determining the price ratio between the underlying products and balancing the quantity of contracts required of each leg product.
    Type: Application
    Filed: January 2, 2019
    Publication date: July 2, 2020
    Inventors: Richard Co, Thomas Patrick Rafferty, Murphy James Brennan, Timothy Francis McCourt, Giovanni Vicioso, David Paul Plandowski, Benjamin Carl Rutledge