Method and System for Calculating and Utilizing Realized Spread in Financial Transactions

摘要

A system for generating and utilizing financial trading metrics, comprising: (i) a data-obtaining module configured to obtain raw financial trade data; (ii) a data-normalizing module, operatively connected to the data-obtaining module and configured to convert raw financial-trade data into normalized financial-trade data; and (iii) a metric-generating module, operatively connected to the data-normalizing module and configured to generate financial-trade metrics based on the normalized financial-trade data.