MUMBAI, India, Sept. 22 -- Intellectual Property India has published a patent application (202641108310 A) filed by Dr. Dipesh; Dr. Jagjit Singh Dhatterwal; Dr. Sandeep Kumar; Dr. Deepak Suresh Asudani; and Dr. Anjori Sharma on September 09, 2026, for Adaptive Risk-Aware Quantitative Trading System With Dynamic Position Sizing And Closed-Loop Parameter Updating.
Inventors include Dr. Dipesh; Dr. Jagjit Singh Dhatterwal; Dr. Sandeep Kumar; Dr. Deepak Suresh Asudani; and Dr. Anjori Sharma.
The application for the patent was published on September 18, 2026, under issue no. 38/2026.
Abstract: ABSTRACT ADAPTIVE RISK-AWARE QUANTITATIVE TRADING SYSTEM WITH DYNAMIC POSITION SIZING AND CLOSED-LOOP PARAMETER UPDATING A computer-implemented method for adaptive risk-aware quantitative trading is provided. The method calculates a liquidity score and volatility value from real-time market data, determines a dynamic position size as an inverse function of volatility incorporating the liquidity score, calculates a trading-risk value, compares the trading-risk value with a maximum permitted risk value, activates graded protective mechanisms when risk exceeds the threshold, records execution data, calculates slippage, updates trading-model parameters based on slippage, and returns the updated parameters via a feedback path (140) to the signal generation module (114).
Disclaimer: Curated by HT Syndication.
