| Credit Suisse Securities (USA) LLC Patent applications |
| Patent application number | Title | Published |
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| 20110178958 | System and Method for Analyzing Data Associated with Statistical Arbitrage - Providing computer-based systems and methods for analyzing historical performance of financial securities and identifying trades in those securities based on the securities' current position as compared to this historical performance. These computer-based systems and computer-implemented methods include identifying stock pairs to include in a trading portfolio, based on a measure of the pair's relative performance, such as a modified Sharpe Ratio. The value of the stocks in each stock pair in the portfolio is assessed and deviations determined. This assessment can occur daily or at a longer or shorter time step. Stocks are bought or sold based on the current price of the stock as compared to historical performance. The present invention preferably employs a large number of stock pairs in the trading portfolio. This use of a large number of pairs results in a plurality of stocks being in more than one stock pair. | 07-21-2011 |
| 20100057635 | System And Method For Optimizing Fixed Rate Whole Loan Trading - Optimizing fixed rate whole loan trading. Specifically, the invention provides computer-based systems and methods for optimally packaging a population of whole loans into bonds in either a senior/subordinate bond structure or into pools of pass through securities guaranteed by a government agency. Models for each type of bond structure are processed on the population of loans until either an optimal bond package is found or a user determines that a solution of sufficient high quality is found. Additionally, the models can account for bids for whole loans by allocating whole loans that meet requirements of the bid but are least favorable to be securitized. | 03-04-2010 |
| 20100005021 | Method and system for buying and selling certified emission reduction credits - Distributing units of carbon emission reduction (“CER”) comprises obtaining a right to purchase CERs in the future that are developed by emission reduction projects, dividing the future CERs into a plurality of tranches, committing the future CERs in the tranches to prospective buyers, and distributing CERs received from the projects to the prospective buyers based on a priority of delivery between the tranches. A contingent call option can provide replacement CERs to meet CER obligations to a senior tranche if received CERs are not sufficient to meet the obligations of future CERs allocated to buyers in the senior tranche. CERs are not distributed to buyers of junior tranches if the received CERs are not sufficient to meet the CER obligations to more senior tranches. | 01-07-2010 |
| 20090313160 | Hardware accelerated exchange order routing appliance - A system for processing a trading order message comprises a hardware device logically linked to a general purpose processor. The hardware device comprises multiple exchange line handlers each of which is associated with a market exchange, multiple parsing modules each of which is associated with one of the exchange line handlers, and a message router that receives the message from the general purpose processor, determines a particular market exchange to which the message is directed, and communicates the message to a particular one of the parsing modules that is associated with a particular one of the exchange line handlers that is associated with the particular market exchange. The particular one of the parsing modules transforms the message into a protocol specified by the particular market exchange and communicates the transformed message to the particular one of the exchange line handlers for communication to the particular market exchange. | 12-17-2009 |
| 20090177685 | ENTERPRISE ARCHITECTURE SYSTEM AND METHOD - Various embodiments of the invention may provide a method for operating a REST web service operable to search one or more data sources. In some embodiments, the invention may comprise receiving a query directed to a first data source, wherein the first data source defines at least one characteristic of at least one first data object returned by the query. Some embodiments of the invention may comprise querying the first data source. Various embodiments of the invention may comprise receiving at least one first data object from the first data source in response to querying the first data source. In some embodiments, the invention may comprise retrieving linked relationships between the at least one first data object and one or more second data objects from a second data source. Some embodiments of the invention may comprise querying the second data source for information on the one or more second data objects. Various embodiments of the invention may comprise receiving the one or more second data objects from the second data source in response to querying the second data source. In some embodiments, the invention may comprise generating a composite data object in response to the received query, the composite data object including the at least one first data object and the one or more second data objects formatted as markup language, wherein the markup language contains embedded functionality therein. | 07-09-2009 |
| 20080243717 | METHOD AND SYSTEM FOR MANAGING A MORTGAGE-BACKED SECURITIES INDEX - A system and method for generating and managing a generic mortgage-backed securities index. Bonds are selected for the index on a monthly basis. In order to determine which bonds will be represented in the index during a particular month, a set of calculations is performed during the second business week of the preceding month. For the purpose of selecting bonds for the index, all outstanding mortgage-backed securities are considered. They are first aggregated into pools based on their coupon and original term, and then their total outstanding principals are considered. If the total principal outstanding of any 30-year coupon represents more than a predetermined percentage such as 1.5% of the total, then this 30-year coupon will be included in the Index. Similarly, if the total principal outstanding on any 15-year coupon represents more than a second predetermined percentage such as 0.4% of the total, then this 15-year coupon will be included in the Index. The performance of the Index is measured by its total return. An algorithm for calculating the total return of the generic Index is also provided. The total return of the index partially depends on the relative weight assigned to each particular security included in the index. The present invention provides a method of assigning relative weights in accordance with relative proportions of different individual securities in the index, and covers the frequency of re-weighting. | 10-02-2008 |
| 20080208859 | Method and system for generating an organizational display of entity relationships - An enterprise database system generates organizational and consolidation organizational charts for an entity. Organizational charts are generated by accepting one or more ownership thresholds, including: voting percentage, equity ownership, and the number of board members under entity control. The system also accepts inclusion thresholds used to determine which entities will be selected from a database. The database is evaluated based on the ownership thresholds and inclusion thresholds to identify one or more organizational entities that satisfy the given thresholds. An entity is selected and the voting interests for the parent entities of that entity are evaluated. One parent entity is identified as the primary parent entity. The system presents the primary parent entity in the organizational chart. Any additional parent entities are listed alphabetically separate from the primary parent entity. Child entities are also determined by the system and listed below the primary parent entity in the organizational chart. | 08-28-2008 |
| 20080208655 | Method and system for generating documentation and approvals for entities and transactions and generating current and historical reporting related thereto - The enterprise database system provides methods, data, and user interfaces for generating approvals and documentation related to forming or acquiring an entity or to initiating a transaction involving an entity. The system also provides the ability to store entity or transaction information in a historical database for retrieval. The system further provides analysis and report generating features, including generating current and historical reports related an entity or transaction, such as general corporate, regulatory and financial reporting documentation. The system also provides methods for modifying entity or transaction information in the historical database. The system further includes various interactive displays and notification tools to implement or facilitate the foregoing methods and systems. | 08-28-2008 |
