Patents by Inventor Siddharth Sahoo

Siddharth Sahoo 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).

  • VOLATILITY INDEX AND DERIVATIVE CONTRACTS BASED THEREON
    Publication number: 20190333150
    Abstract: An improved volatility index and related derivatives contracts are provided. An index in accordance with the principals of the present invention estimates expected volatility from the prices of stock options in a wide range of strike prices. Also, an index in accordance with the principals of the present invention is calculated from a price dragging methodology to derive expected volatility. In accordance with another aspect of the present invention, derivative contracts such as futures and options based on the volatility index of the present invention are provided.
    Type: Application
    Filed: April 30, 2019
    Publication date: October 31, 2019
    Inventors: VINAY RAO, Anatoly Khusid, Bart Smith, David Lehmann, David Blackman, Siddharth Sahoo, Matt Rotella, Shelly Brown, Simon Ho