User interface for correlation of analysis systems

• US 20050090911A1
• Filed: 10/21/2004
• Published: 04/28/2005
• Est. Priority Date: 10/23/2003
• Status: Active Grant

• Current Assignee: Robert Levinson, Rosario Michael Ingargiola
• Original Assignee: Robert Levinson, Rosario Michael Ingargiola
• Inventors: Levinson, Robert, Ingargiola, Rosario Michael
• Granted Patent: US 7,966,246 B2
• Time in Patent Office: Days
• US Class Current: 700/36
• CPC Class Codes: G06Q 40/00 Finance; Insurance; Tax strategies; Processing of corporate or income taxes
• CPC Class Codes: G06Q 40/04 Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange
• CPC Class Codes: G06Q 40/06 Asset management; Financial planning or analysis

Abstract

A system for management, correlation and combination of various analysis techniques, or “advisors.” Graphical user interface (GUI) controls and displays are provided to allow a user to configure different aspects of an analysis system. A financial analysis application allows a user to designate instruments whose data points, factors or other relevant data can be pre-processed with indicators. The outputs of the indicators are provided to advisors for calculation and grouping. A user is able to select the types of raw data to use, the instruments, the factors, the data feeds and other sources for data, the indicators that perform processing and the advisors that perform analysis, grouping and outputting of results for combining using machine learning mechanisms. A user can set or adjust other parameters such as modeling frequency, scheduled processing, whether the system is running a simulation or is designed for higher performance execution. These and other characteristics of the system can be saved as a portfolio for later use and adjustment by the user. Other features are described.

Claims

1. A method for predicting the behavior of a system, the method using a processor coupled to a user input device and a display, the method comprising:

displaying a plurality of possible instruments;

accepting a signal from a user input device to select one or more instruments as predictor instruments, wherein the predictor instruments include data points;

accepting a signal from a user input device to designate one or more possible indicators as active indicators;

using one or more of the active indicators to process one or more of the data points; and

indicating a result of processing a data point.

2. The method of claim 1, wherein an instrument includes a financial security.

3. The method of claim 2, wherein the instrument includes a stock.

4. The method of claim 2, wherein the instrument includes a bond.

5. The method of claim 2, wherein the instrument includes an option.

6. The method of claim 2, wherein the instrument includes a commodity future.

7. The method of claim 1, further comprising accepting a signal from a user input device to designate one or more factors.

8. The method of claim 7, wherein an instrument includes data points having data types, wherein a factor includes a data type designation, the method further comprising:

using the factors to determine data points having data types in accordance with a factor'"'"'s data type; and

using the determined data points as inputs to the active indicators.

9. The method of claim 8, wherein a data type includes an open value.

10. The method of claim 8, wherein a data type includes a close value.

11. The method of claim 8, wherein a data type includes a high value.

12. The method of claim 8, wherein a data type includes a low value.

13. The method of claim 8, wherein a data type includes a price/earnings ratio value.

15. The method of claim 1, further comprising

using local data to provide an input to an active indicator.

16. The method of claim 1, further comprising

storing a record of active indicators.

17. The method of claim 16, further comprising

retrieving the record of active indicators;

and

using the retrieved record of active indicators to predict the behavior of a system.

14. The method of claim I, further comprising

using a data feed to provide an input to an active indicator.

18. An apparatus for predicting the behavior of a system, the apparatus comprising:

a processor coupled to a user input device and a display;

a machine-readable medium including instructions executable by the processor, the machine-readable medium including

one or more instructions for displaying a plurality of possible instruments;

one or more instructions for accepting a signal from a user input device to select one or more instruments as predictor instruments, wherein the predictor instruments include factors;

one or more instructions for accepting a signal from a user input device to designate one or more possible indicators as active indicators;

one or more instructions for processing the output of one or more active indicators; and

one or more instructions for displaying a result of the processing.

19. A machine-readable medium including instructions executable by a processor for predicting the behavior of a system, the machine-readable medium comprising:

one or more instructions for displaying a plurality of possible instruments;

one or more instructions for accepting a signal from a user input device to select one or more instruments as predictor instruments, wherein the predictor instruments include factors;

one or more instructions for accepting a signal from a user input device to designate one or more possible indicators as active indicators;

one or more instructions for processing the output of one or more active indicators; and

one or more instructions for displaying a result of the processing.

20. A method for predicting the performance of a system, the method executing on a computer system, the computer system including a processor coupled to a display and coupled to a user input device, the method comprising:

displaying a plurality of indicators, wherein an indicator accepts one or more data points and provides a result;

accepting a signal from the user input device to select a plurality indicators;

associating a plurality of the data points with the plurality of indicators;

storing a state of a process including an indication of the selected plurality of indicators and the associated plurality of the data points; and

restoring the state of the process including the selected plurality of indicators and the associated plurality of the data points.

21. The method of claim 20, further comprising:

accepting a signal from the user input device to select a subset of predetermined indicators.

22. The method of claim 20, further comprising:

using a default selection of predetermined indicators.

23. A method for analyzing a financial instrument, the method comprising:

identifying a plurality of instruments having data points;

allowing user selection of a plurality of processes to process the data points and provide outputs;

allowing user selection of a combining of the outputs; and

adjusting performance of an analysis based on a comparison of an output with a past event.

24. The method of claim 23, wherein the past event includes a performance of a financial instrument.

25. A method for applying analysis techniques to a collection of data, the method executing on a computer system, the computer system including a processor coupled to a display screen, the method comprising:

displaying a plurality of data sources on the display screen, wherein the data sources include data points;

displaying a plurality of data types on the display screen;

accepting a signal from a user input device to select a data type;

identifying data points of the data sources having the selected data type;

displaying a plurality of advisor processes on the display screen, wherein the advisor processes accept inputs and provide outputs;

accepting a signal from a user input device to select one or more advisor processes; and

applying the data points having the selected data type to the selected advisor processes to provide an input.

26. The method of claim 25, further comprising:

accepting a signal from a user input device to allow selection of a modeling frequency; and

using the modeling frequency to obtain a result based on a plurality of data points sampled at the modeling frequency.

27. The method of claim 25, further comprising:

displaying a plurality of indicators on the screen, where an indicator performs pre-processing on one or more data points; and

accepting a signal from a user input device to allow a user to select an indicator for use in pre-processing.

28. The method of claim 25, further comprising:

accepting a signal from a user input device to designate the system as a simulation; and

executing the system in a reduced-performance mode.

29. The method of claim 25, further comprising:

accepting a signal from a user input device to designate the system as a non-simulation; and

executing the system in a high-performance mode.

30. The method of claim 25, selecting advisor processes includes:

using a mouse and pointer to drag one of a plurality of advisor icons from a first area to a second area, whereupon advisor processes in the second area are designated as selected advisor processes.

31. The method of claim 25, further comprising:

displaying a plurality of data source names in a first region of the display screen;

indicating a second region as an active instrument region of the display screen;

indicating a third region as an active factor region of the display screen;

accepting a signal from a user input device to place a data source name into both the active instrument and active factor regions of the display screen; and

using a data source corresponding to the placed data source name in both an active instrument operation and an active factor operation to derive a result.