Constantine Alisa Sokoloff

US Patent:

20100100500, Apr 22, 2010

Filed:

Oct 21, 2008

Appl. No.:

12/255154

Inventors:

Adam Nunes - Brooklyn NY, US
Charles Mack - South Amboy NJ, US
Constantine Sokoloff - New York NY, US

International Classification:

G06Q 40/00

US Classification:

705 36 R, 705 37

Abstract:

Amongst other things, a computer implemented method for releasing a security for trading in a trading venue includes determining volatility in prices of quotations for a security before the security is released for trading; comparing the determined volatility to a volatility threshold; calculating an adjusted price of the quotations based on the output of the determined volatility in the prices; sending a message to release the security for trading, with the security having the adjusted price that is based on the outcome of comparing

US Patent:

20090234759, Sep 17, 2009

Filed:

Nov 19, 2008

Appl. No.:

12/274079

Inventors:

Frank Hatheway - Chevy Chase MD, US
Constantine Sokoloff - New York NY, US

Assignee:

The Nasdaq Stock Market, Inc. - Rockville MD

International Classification:

G06Q 40/00
G06Q 10/00

US Classification:

705 30, 705 37

Abstract:

Disclosed are computer-implemented techniques for valuing non-marketable financial instrument such as employee stock options. The techniques include determining a market price of a derivate security that represents exposure to the non-marketable financial instrument by receiving bids or offers at a pre-determined time prior to the start of an auction and determining price information in a computer prior to a scheduled auction close. The determined price information is disseminated to auction participants, and the techniques includes closing the auction and executing on a computer orders and bids for the security at the determined price.

US Patent:

20200302538, Sep 24, 2020

Filed:

Jun 12, 2020

Appl. No.:

16/899663

Inventors:

- New York NY, US
Francis Chung - New York NY, US
Daniel Aisen - New York NY, US
Robert Park - New York NY, US
Bradley Katsuyama - New York NY, US
Constantine Sokoloff - Jersey City NJ, US

International Classification:

G06Q 40/04
G06Q 30/08

Abstract:

A specialized memory structure is provided for storing parts of orders received at an electronic trading system. A received order is divided into a displayed portion and a non-displayed portion, and each portion is allocated to a respective part of the memory structure. The memory structure is configured such that while matching the order with a contra order, priority is given to the displayed portion over the non-displayed portion. If such a match occurs, the displayed portion may be replenished. The matching in the non-displayed portion generally occurs according to rules of applying discretion. The matching in the displayed portion may occur at the displayed price or according to the rules of discretion.

US Patent:

20200272569, Aug 27, 2020

Filed:

May 12, 2020

Appl. No.:

16/872647

Inventors:

- New York NY, US
Daniel Charles Aisen - New York NY, US
Allison Breton Bishop - New York NY, US
Prerak P. Sanghvi - Jersey City NJ, US
Beau Seichi Tateyama - Astoria NY, US
James M. Cape - New York NY, US
Francis Chung - New York NY, US
Constantine Sokoloff - Jersey City NJ, US

International Classification:

G06F 12/0868
G06F 9/54
G01R 22/06
H04L 29/06
H04L 29/08

Abstract:

Embodiments of the present invention may provide an improved distributed computing system. Entities in the distributed computing system may be divided into four categories: writers, readers, gateways, and applications. End users may interact with the system via the applications through the gateways. The role of writers and readers may be separated to distribute computational burdens. Writers may generate messages for an event stream. The messages may include a timestamp for consistent global ordering. The readers may arrange messages from various writers based on the timestamps to generate globally time-consistent event streams.

US Patent:

20190188080, Jun 20, 2019

Filed:

Feb 18, 2019

Appl. No.:

16/278257

Inventors:

- New York NY, US
Robert Park - New York NY, US
Allen Zhang - Princeton NJ, US
Zoran Perkov - Brooklyn NY, US
Lieting Yu - Warren NJ, US
Prerak Pukhraj Sanghvi - Jersey City NJ, US
Beau Tateyama - Astoria NY, US
Constantine Sokoloff - Jersey City NJ, US
Eric Quinlan - Norwalk CT, US

International Classification:

G06F 11/14
G06F 9/48

Abstract:

A Data Synchronization and Failover Management (DSFM) system monitors simultaneous execution of non-identical instances of a software application and may label as a particular result of the software application the earliest output corresponding to that result produced by one of the instances. The DSFM may label one of the instances as a primary instance and the other instances as secondary instances and, if the primary instance fails, may re-label one of the secondary instances that computed all of the operations associated with the last result produced prior to the failure of the primary instance, as a new primary instance.

US Patent:

20190066211, Feb 28, 2019

Filed:

Oct 25, 2018

Appl. No.:

16/170589

Inventors:

- New York NY, US
Matthew Norbert Trudeau - Brooklyn NY, US
Constantine Sokoloff - Jersey City NJ, US
Benjamin Aaron Small - New York NY, US
Robert Park - New York NY, US
Daniel Aisen - New York NY, US
Adrian Branko Facini - Brooklyn NY, US
Donald Bollerman - Yonkers NY, US
Francis Chung - New York NY, US

International Classification:

G06Q 40/04

Abstract:

In order to protect a trading party from predatory trading strategies employed by some market participants, especially during certain periods when quotes for a particular security are experiencing rapid changes or transitions, embodiments of the present invention facilitate and support a new type of trading orders whose booking and execution behaviors are dynamically varied in response to environmental market conditions. Pursuant to predefined rules for the new type of trading orders, the orders may be allowed to trade at more aggressive price levels if the market is relatively stable, and the orders can only trade at less aggressive price levels when the market is unstable.

US Patent:

20180322573, Nov 8, 2018

Filed:

May 8, 2017

Appl. No.:

15/589406

Inventors:

- New York NY, US
Francis Chung - New York NY, US
Daniel Aisen - New York NY, US
Robert Park - New York NY, US
Bradley Katsuyama - New York NY, US
Constantine Sokoloff - Jersey City NJ, US

International Classification:

G06Q 40/04

Abstract:

In a system for processing transactions, a received request for a transaction is either placed in a meta-queue or placed in a priority-parameter-based queue, depending on whether the request was received while the meta-queue was open. The transaction requests placed in the priority-parameter-based queue are processed only after all requests in the meta-queue are completely processed, and the requests in the priority-parameter-based queue are generally processed in the order of time of arrival of the requests. The requests in the meta-queue are not prioritized solely on the basis of the time of arrival, and may be selected for processing based on one or more request parameters, which can include the time of arrival. A selected portion of several or all requests in the meta-queue may be processed before processing another portion of one or more requests.

US Patent:

20180158141, Jun 7, 2018

Filed:

Dec 2, 2016

Appl. No.:

15/368010

Inventors:

- New York NY, US
Francis Chung - New York NY, US
Daniel Aisen - New York NY, US
Robert Park - New York NY, US
Bradley Katsuyama - New York NY, US
Constantine Sokoloff - Jersey City NJ, US

International Classification:

G06Q 40/04
G06Q 30/08

Abstract:

A specialized memory structure is provided for storing parts of orders received at an electronic trading system. A received order is divided into a displayed portion and a non-displayed portion, and each portion is allocated to a respective part of the memory structure. The memory structure is configured such that while matching the order with a contra order, priority is given to the displayed portion over the non-displayed portion. If such a match occurs, the displayed portion may be replenished. The matching in the non-displayed portion generally occurs according to rules of applying discretion. The matching in the displayed portion may occur at the displayed price or according to the rules of discretion.