Is a
Patent attributes
Patent Jurisdiction
Patent Number
Date of Patent
March 20, 2012
Patent Application Number
11812359
Date Filed
June 18, 2007
Patent Citations Received
Patent Primary Examiner
Patent abstract
A system and method for allowing market participants to evaluate the likelihood of finding hidden volume. The model can predict hidden volume and assess the probability that a market order will be executed within the spread and better than the mid-quote. The cost per immediate execution can be assessed.
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