Sun Yoo Phones & Addresses
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700 Picardy Cir, Northbrook, IL 60062 (847) 818-8738
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Glenview, IL
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Wheeling, IL
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307 Neil Ave, Mt Prospect, IL 60056 (708) 818-8738 (847) 818-8738
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Mount Prospect, IL
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Buffalo Grove, IL
Publications
Us Patents
Synthetic Order Reallocation Tool
View pageUS Patent:
20170193601, Jul 6, 2017
Filed:
Dec 30, 2015
Appl. No.:
14/984582
Inventors:
- CHICAGO IL, US
Sanju VARGHESE - Chicago IL, US
Patricia A. MESSINA - Chicago IL, US
Sun Joong YOO - Chicago IL, US
Sanju VARGHESE - Chicago IL, US
Patricia A. MESSINA - Chicago IL, US
Sun Joong YOO - Chicago IL, US
International Classification:
G06Q 40/04
Abstract:
An allocation manager may be implemented to reallocate the order quantities that are pending in an order queue at different exchanges according to a definition of a trading strategy. To reallocate the order quantities across the different exchanges, a minimum position-in-queue value for each leg in the trading strategy may be determined by the allocation manager. The minimum position-in-queue value may be the minimum or target value to be pending at an order queue for each leg of the trading strategy. A quantity allocation amount may be determined for one or more of the legs of the trading strategy to reallocate a quantity of a tradeable object from one exchange to another to meet the minimum position-in-queue value at each exchange. A quantity allocation amount may be communicated to each exchange to transfer the quantity allocation amount between the exchanges.
Strategy Management Tool With Multiple Lean Techniques
View pageUS Patent:
20160217527, Jul 28, 2016
Filed:
Jan 28, 2015
Appl. No.:
14/607829
Inventors:
- CHICAGO IL, US
Sun Joong YOO - Chicago IL, US
Sun Joong YOO - Chicago IL, US
International Classification:
G06Q 40/04
Abstract:
Systems and methods to define and implement a spread trading strategy having multiple lean legs are described. An example method includes receiving, via a computing device, a definition of a spread trading strategy. The definition includes a first leg associated with a first tradeable object, a second leg associated with a second tradeable object and a third leg associated with a third tradeable object. The example method includes determining, via the computing device, a first leg price for the first leg using a first lean pricing technique and determining, via the computing device, a second leg price for the second leg using a second lean pricing technique. The second lean pricing technique is different than the first lean pricing technique. The example method also includes calculating, via the computing device, a quote price for the third leg based on the first leg price, the second leg price and a desired spread trading strategy price and submitting, via the computing device, a quote order for the third leg at the quote price.
Systems And Methods To Monitor Risk Of Trading Strategies
View pageUS Patent:
20150186995, Jul 2, 2015
Filed:
Dec 26, 2013
Appl. No.:
14/140952
Inventors:
- Chicago IL, US
Sun Joong Yoo - Chicago IL, US
Sun Joong Yoo - Chicago IL, US
Assignee:
Trading Technologies International, Inc. - Chicago IL
International Classification:
G06Q 40/04
Abstract:
Example methods, systems, and computer-readable media are disclosed to monitor risk of trading strategies. An example method for algorithmic trading in an electronic trading environment includes receiving a definition for a spread trading strategy including a strategy activation event. The trading strategy is between a first tradeable object and a second tradeable object. The example method includes defining a position risk limit. The example method includes detecting an occurrence of the strategy activation event within one or more markets. The example method includes calculating a first quantity for the first tradeable object. The example method includes determining a second quantity including the first quantity and a third quantity associated with an open trade. The example method includes comparing the second quantity to the position risk limit. The example method includes sending a first order for the first tradeable object if the second quantity does not exceed the position risk limit.