Patents by Inventor Peter Robert Capuano

Peter Robert Capuano 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).

  • Randomization of orders at matching in electronic trading systems
    Patent number: 11961140
    Abstract: The disclosed embodiments relate to a latency floor mechanism for processing incoming orders to an electronic trading system which impart a delay on orders, not when they are received, but when they are matched by the match engine/CLOB thereby imparting zero added latency between order submission/modifications/cancellations and price market data publication by the electronic trading system because the disclosed randomization processing delay applies only to matched orders, which represent a small fraction of the market events.
    Type: Grant
    Filed: August 12, 2020
    Date of Patent: April 16, 2024
    Assignee: Chicago Mercantile Exchange Inc.
    Inventors: Edward R. Howorka, Peter Robert Capuano, Michael Sean Merold
  • RANDOMIZATION OF ORDERS AT MATCHING IN ELECTRONIC TRADING SYSTEMS
    Publication number: 20210049691
    Abstract: The disclosed embodiments relate to a latency floor mechanism for processing incoming orders to an electronic trading system which impart a delay on orders, not when they are received, but when they are matched by the match engine/CLOB thereby imparting zero added latency between order submission/modifications/cancellations and price market data publication by the electronic trading system because the disclosed randomization processing delay applies only to matched orders, which represent a small fraction of the market events.
    Type: Application
    Filed: August 12, 2020
    Publication date: February 18, 2021
    Applicant: Chicago Mercantile Exchange Inc.
    Inventors: Edward R. Howorka, Peter Robert Capuano, Michael Sean Merold