Patents by Inventor Patrick Stetter

Patrick Stetter 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 AND METHODS FOR EVALUATING LIQUIDITY OF A MARKET
    Publication number: 20170132703
    Abstract: Systems and methods are provided for calculating a liquidity metric. A spline is fit to a set of securities. A model yield to maturity is calculated based on the spline for each security in the set of securities. A market yield to maturity is calculated based on market data for each security in the set of securities. A liquidity metric is calculated for the set of securities based on the calculated model yields to maturity and the calculated market yields to maturity.
    Type: Application
    Filed: November 9, 2016
    Publication date: May 11, 2017
    Applicant: Bloomberg Finance L.P.
    Inventors: Aditya Oomman, Patrick Stetter, Aaron Lobb, Charles Broderick, Zokir Tiliaev