Pattern matcher

• US 20060059072A1
• Filed: 09/14/2005
• Published: 03/16/2006
• Est. Priority Date: 09/14/2004
• Status: Abandoned Application

• Current Assignee: TD Ameritrade IP Company Incorporated (Charles Schwab Corporation)
• Original Assignee: Ameritrade IP Company, Inc.
• Inventors: Boglaev, Yuri
• Application Number:
  US11/224,930
• Publication Number:
  US 20060059072A1
• Time in Patent Office: Days
• US Class Current: 705/35
• 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 user can select from one of a number of predefined patterns, create a new pattern, or import a pattern from existing data. With a time interval specified, a search is performed and comparable patterns identified in one or more streams of securities data. Filtering can be performed before and/or after the searching with, for example, a number of the closest pattern matches displayed to the user. These closest pattern matches can be displayed graphically, in a table, in a list, or in general in any manner which may be useful for analysis by the user. One or more of the system and the user can also place a trade (buy or sell) of one or more of the identified closest matches.

Claims

1. A pattern matching system comprising:

a pattern management module that stores a plurality of patterns that represent trends in securities data;

a data acquisition module designed to receive one or more streams of securities data; and

a pattern matching engine cooperating with the data acquisition module and configured to analyze the received securities data and to perform a comparison between a known pattern and patterns in the received data.

2. The system of claim 1, further comprising a pattern acquisition module that cooperates with a user interface to receive an input pattern.

3. The system of claim 2, wherein the input pattern is one of user drawn or acquired from an existing security.

4. The system of claim 1, further comprising an alert and trigger module that is capable of triggering the execution of an operation upon the pattern matching engine finding a matching pattern within a predetermined similarity range.

5. The system of claim 4, wherein the operation is a trade order and the one or more streams of securities data are one or more of real-time data and historical data.

6. The system of claim 1, further comprising a data store adapted to store data from one or more streams of securities data.

7. The system of claim 1, further comprising an auditing and reporting module.

8. The system of claim 1, wherein the pattern matching engine performs the comparison based on normalization, aggregation and a distance determination step for a time period of the securities data.

9. The system of claim 8, wherein the distance determination is performed in one or more of the time domain, frequency domain, by Fourier analysis and/or multiresolution analysis.

10. The system of claim 1, further comprising a filter module.

11. A pattern matching method comprising:

selecting a pattern from one or more of canned, acquired and user input patterns;

performing a data analysis on one or more streams of incoming securities data to determine at least one similar pattern in the securities data; and

displaying the at least one similar pattern.

12. The method of claim 11, further comprising filtering one or more of the received securities data and at least one similar pattern.

13. The method of claim 11, further comprising allowing a trade to be made based on the one or more displayed similar patterns.

14. The method of claim 11, wherein the data analysis comprises one or more of a comparison based on normalization, aggregation and a distance determination step within a time period of securities data.

15. The method of claim 11, further comprising determining a sampling rate based at least on a time period.

16. The method of claim 11, wherein the one or more streams of securities data are one or more of real-time data and historical data.

17. The method of claim 11, wherein the user input pattern is received from a user interface.

18. The method of claim 11, wherein the performing step is performed in real-time or near-real time.

19. A pattern matching system comprising:

means for selecting a pattern from one or more of canned, acquired and user input patterns;

means for performing a data analysis on one or more streams of incoming securities data to determine at least one similar pattern in the securities data; and

means for displaying the at least one similar pattern.