1
Moody Hadi
Muhammed Hadi, Amy Stephen, Ketan Patel, Dmitriy Glinberg: Scanning based spreads using a hedge ratio non-linear optimization model. Chicago Mercantile Exchange, Lempia Summerfield Katz, August 2, 2011: US07991671 (2 worldwide citation)

The disclosed embodiments utilize hedge ratios to determine the optimal hedge ratio and associated scanning spread. This tells traders what ratios of the quantities of products they should have in their portfolio in order to maintain the status of the portfolios as delta neutral, i.e. be delta hedge ...


2
Moody Hadi
Muhammed Hadi, Amy Stephen, Ketan Patel, Dmitriy Glinberg: Scanning based spreads using a hedge ratio non-linear optimization model. Chicago Mercantile Exchange, Lempia Summerfield Katz, July 17, 2012: US08224730 (1 worldwide citation)

The disclosed embodiments utilize hedge ratios to determine the optimal hedge ratio and associated scanning spread. This tells traders what ratios of the quantities of products they should have in their portfolio in order to maintain the status of the portfolios as delta neutral, i.e. be delta hedge ...


3
Moody Hadi
Muhammed Hadi, Amy Stephan, Ketan Patel, Dmitriy Glinberg: Scanning based spreads using a hedge ratio non-linear optimization model. Chicago Mercantile Exchange, Lempia Summerfield Katz, December 3, 2013: US08600864

The disclosed embodiments utilize hedge ratios to determine the optimal hedge ratio and associated scanning spread. This tells traders what ratios of the quantities of products they should have in their portfolio in order to maintain the status of the portfolios as delta neutral, i.e. be delta hedge ...


4
Moody Hadi
Muhammed Hadi, Amy Stephan, Ketan Patel, Dmitriy Glinberg: Scanning Based Spreads Using a Hedge Ratio Non-Linear Optimization Model. Chicago Mercantile Exchange, October 11, 2012: US20120259798-A1

The disclosed embodiments utilize hedge ratios to determine the optimal hedge ratio and associated scanning spread. This tells traders what ratios of the quantities of products they should have in their portfolio in order to maintain the status of the portfolios as delta neutral, i.e. be delta hedge ...


5
Moody Hadi
Muhammed Hadi, Amy Stephen, Ketan Patel, Dmitriy Glinberg: Scanning based spreads using a hedge ratio non-linear optimization model. Chicago Mercantile Exchange, October 6, 2011: US20110246394-A1

The disclosed embodiments utilize hedge ratios to determine the optimal hedge ratio and associated scanning spread. This tells traders what ratios of the quantities of products they should have in their portfolio in order to maintain the status of the portfolios as delta neutral, i.e. be delta hedge ...


6
Muhammed Hadi, Amy Stephen, Ketan Patel, Dmitriy Glinberg: Scanning based spreads using a hedge ratio non-linear optimization model. Brinks Hofer Gilson & Lione Cme, October 1, 2009: US20090248588-A1

The disclosed embodiments utilize hedge ratios to determine the optimal hedge ratio and associated scanning spread. This tells traders what ratios of the quantities of products they should have in their portfolio in order to maintain the status of the portfolios as delta neutral, i.e. be delta hedge ...


7
Hadi Muhammed, Stephen Amy, Patel Ketan, Glinberg Dmitriy: Scanning based spreads using a hedge ratio non-linear optimization model. Chicago Mercantile Exchange, Hadi Muhammed, Stephen Amy, Patel Ketan, Glinberg Dmitriy, KATZ James L, October 29, 2009: WO/2009/131751

The disclosed embodiments utilize hedge ratios to determine the optimal hedge ratio and associated scanning spread. This tells traders what ratios of the quantities of products they should have in their portfolio in order to maintain the status of the portfolios as delta neutral, i.e. be delta hedge ...


8
SCANNING BASED SPREADS USING A HEDGE RATIO NON-LINEAR OPTIMIZATION MODEL. Chicago Mercantile Exchange, March 6, 2014: US20140067721-A1

The disclosed embodiments utilize hedge ratios to determine the optimal hedge ratio and associated scanning spread. This tells traders what ratios of the quantities of products they should have in their portfolio in order to maintain the status of the portfolios as delta neutral, i.e. be delta hedge ...