System and Method for Securities Liquidity Flow Tracking, Display and Trading
First Claim
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1. A method for analyzing whether to purchase or sale a security or an option for a security, the method comprising:
- receiving trading data associated one or more securities;
defining analysis parameters for the trading data;
defining one or more analysis alerts for the trading data;
analyzing the trading data according to the analysis parameters and the analysis alerts to generate analysis results;
displaying selected elements of the trading data and the analysis results in accordance with the defined display parameters; and
displaying a trading alert or engaging in a securities trade or simulating a securities trade in response to the analysis results.
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Abstract
A method, system and computer program that receives, processes, and displays level one, level two, and time and sales securities data. Through a variety of charts, the data is analyzed to identify liquidity trade imbalances and trends in trading liquidity. A logic based trading algorithm utilizes the current market maker activity information and the historical liquidity tiers to execute trades automatically.
139 Citations
49 Claims
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1. A method for analyzing whether to purchase or sale a security or an option for a security, the method comprising:
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receiving trading data associated one or more securities; defining analysis parameters for the trading data; defining one or more analysis alerts for the trading data; analyzing the trading data according to the analysis parameters and the analysis alerts to generate analysis results; displaying selected elements of the trading data and the analysis results in accordance with the defined display parameters; and displaying a trading alert or engaging in a securities trade or simulating a securities trade in response to the analysis results. - View Dependent Claims (2, 5, 6, 7, 8, 9, 10, 12, 13, 14, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31, 32, 33, 34, 35, 36, 37, 38, 39, 40, 41, 42, 43, 44)
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- 3. The method of clam 1 wherein the trading data comprises level one data and level two data, wherein the level one data further comprises one or more of a last trade price, a best bid price, a best ask price, and the level two data further comprises one or more of bid prices, bid times, bid volumes, a security identifier, an ask price, an ask time, an ask volume and a security identifier and a market maker identifier associated with each level two data element.
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11. The method of clam 1 wherein the analysis parameters relate to level two data for a security and the step of analyzing determines subsequent price changes in the security.
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15. The method of clam 1 wherein the analysis parameters comprise best bid price, best ask price, total trade volume, bid price for an identified trader, ask price for an identified trader, bid volume for an identified trader and ask volume for an identified trader within a predetermined time interval.
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45. A method for analyzing whether to purchase or sale a product, the method comprising:
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receiving trading data related to purchase prices, sale prices, purchase volumes and sale volumes for the product from a plurality of buyers and sellers for a predetermined time interval; defining analysis parameters for the trading data; defining one or more analysis alerts for the trading data; analyzing the trading data according to the analysis parameters and the analysis alerts to generate analysis results; displaying selected elements of the trading data and the analysis results; and engaging in a product purchase or sell responsive to the analysis results. - View Dependent Claims (46, 47, 48)
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49. A computer program product for executing by a computer, the computer program product for analyzing whether to purchase or sale a security or an option for a security, the computer program product comprising:
a computer readable storage medium for storing computer readable program code modules, the computer readable program code modules comprising; a computer readable first program code module for receiving trading data associated with the one or more securities; a computer readable second program code module for defining analysis parameters for the trading data; a computer readable third program code module for defining one or more analysis alerts for the trading data; a computer readable fourth program code module for analyzing the trading data according to the analysis parameters and the analysis alerts to generate analysis results; a compute readable fifth program code module for displaying selected elements of the trading data and the analysis results in accordance with the defined display parameters; and a computer readable sixth program code module for displaying a trading alert or engaging in a securities trade or a simulated securities trade in response to the fourth program code module.
Specification