Systems and Methods to Offload Risk P&L Calculations
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United States of America Patent
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Issued Date -
Jun 26, 2014
app pub date -
Dec 20, 2012
filing date -
Dec 20, 2012
priority date (Note) -
Abandoned
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Abstract
Certain embodiments provide systems and methods to offload one or more components of risk checking for an order. An example method includes receiving, at a trading strategy engine, an order for a quantity of a tradeable object outbound to an exchange. The example method includes receiving, at the trading strategy engine, computed profit and loss data and margin data for a user associated with the order, the profit and loss data and margin data computed at a gateway external to the strategy engine. The example method includes evaluating whether the quantity associated with the order is greater than an order quantity limit. The example method includes computing a credit check with respect to the user and the order based on the profit and loss data and the margin data. The example method includes determining a risk associated with the order based on evaluating the quantity of the order and the credit check.
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