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Method And System For Generating And Trading Derivative Investment Instruments Based On A Volatility Arbitrage Benchmark Index
Method And System For Generating And Trading Derivative Investment Instruments Based On A Volatility Arbitrage Benchmark Index
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机译:基于波动套利基准指数的衍生工具投资工具的产生和交易方法和系统
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摘要
A system and method for creating a volatility arbitrage bench mark index is disclosed. The method includes obtaining closing prices of an underlying instrument, such as a derivative investment instrument, and calculating a value representing a volatility arbitrage benchmark. The value may be displayed at a trading facility and volatility arbitrage benchmark quotes may be transmitted by the trading facility to a market participant.
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