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Andrey V Lopatin

from Lisle, IL
Age ~52

Andrey Lopatin Phones & Addresses

  • 6621 Timbertrails Rd, Lisle, IL 60532
  • Lemont, IL
  • 783 Bevier Rd, Piscataway, NJ 08854
  • 10 Bartle Ct, Highland Park, NJ 08904
  • Argo, IL
  • Argo, IL
  • 2833 Buckingham Dr APT 309, Lisle, IL 60532

Publications

Us Patents

Listed Options Position Compression System

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US Patent:
20230030726, Feb 2, 2023
Filed:
Oct 10, 2022
Appl. No.:
17/962621
Inventors:
- Chicago IL, US
Dhiraj Subhash Bawadhankar - Naperville IL, US
Florian Huchedé - Chicago IL, US
John Balaam Alexander Kerpel - Chicago IL, US
Andrey Lopatin - Lisle IL, US
Romil Pradip Parekh - Northbrook IL, US
Robert William Taylor - Mount Prospect IL, US
Assignee:
Chicago Mercantile Exchange Inc. - Chicago IL
International Classification:
G06Q 40/04
G06Q 10/04
G06Q 40/06
Abstract:
Systems are provided for compressing portfolios of open option positions. Market participants may provide constraints, such as net delta and gamma values within a specific tolerance. A compression engine uses a linear, integer and/or linear-quadratic programming solver to analyze portfolios of multiple market participants and identify multilateral option spread trades that result in portfolios that are compressed subject to the constraints.

Listed Options Position Compression System

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US Patent:
20210319511, Oct 14, 2021
Filed:
Jun 24, 2021
Appl. No.:
17/357324
Inventors:
- Chicago IL, US
Dhiraj Subhash Bawadhankar - Naperville IL, US
Florian Huchedé - Chicago IL, US
John Balaam Alexander Kerpel - Chicago IL, US
Andrey Lopatin - Lisle IL, US
Romil Pradip Parekh - Northbrook IL, US
Robert William Taylor - Mount Prospect IL, US
Assignee:
Chicago Mercantile Exchange Inc. - Chicago IL
International Classification:
G06Q 40/04
G06Q 10/04
G06Q 40/06
Abstract:
Systems are provided for compressing portfolios of open option positions. Market participants may provide constraints, such as net delta and gamma values within a specific tolerance. A compression engine uses a linear, integer and/or linear-quadratic programming solver to analyze portfolios of multiple market participants and identify multilateral option spread trades that result in portfolios that are compressed subject to the constraints.
Andrey V Lopatin from Lisle, IL, age ~52 Get Report