Automated analysis for financial assets
First Claim
1. A system for automatically providing analysis relating to financial assets, comprising:
- a computer;
a database accessible by said computer, said database having stored thereon historical data relating to a financial asset;
a feed of real time data relating to the financial asset; and
software executing on said computer for automatically computing an indicator of the financial asset'"'"'s strength for determining the financial asset'"'"'s market value;
software executing on said computer for automatically computing a correlation coefficient for analyzing a relationship between the financial asset and a financial market, wherein said correlation coefficient is selected from the group consisting of beta, value-at-risk, sharpe ratio, and combinations thereof; and
software executing on said computer for automatically generating analysis based upon the historical data, real time data, the computation of a correlation coefficient, the indicator of the financial asset'"'"'s strength, the determination as to whether or not the financial asset'"'"'s performance is generally similar to any predictable pattern, and the prediction of future performance.
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Accused Products
Abstract
A system is provided for automatically generating and displaying market analysis related to financial assets whereby the analysis is provided for substantially all financial assets. The system includes a computer, database accessible by the computer and having stored thereon historical and real time data relating to a financial asset, and software executing on the computer for generating and displaying market analysis. The market analysis may, but not necessarily, include historical and real time data, a measure of liquidity and volatility of a financial asset, a measure of a financial asset'"'"'s historical performance, an analysis of a financial asset'"'"'s return in relation to its risk, and computed correlation coefficients and analysis of relationships between a financial asset and its market or market sectors.
115 Citations
52 Claims
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1. A system for automatically providing analysis relating to financial assets, comprising:
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a computer;
a database accessible by said computer, said database having stored thereon historical data relating to a financial asset;
a feed of real time data relating to the financial asset; and
software executing on said computer for automatically computing an indicator of the financial asset'"'"'s strength for determining the financial asset'"'"'s market value;
software executing on said computer for automatically computing a correlation coefficient for analyzing a relationship between the financial asset and a financial market, wherein said correlation coefficient is selected from the group consisting of beta, value-at-risk, sharpe ratio, and combinations thereof; and
software executing on said computer for automatically generating analysis based upon the historical data, real time data, the computation of a correlation coefficient, the indicator of the financial asset'"'"'s strength, the determination as to whether or not the financial asset'"'"'s performance is generally similar to any predictable pattern, and the prediction of future performance. - View Dependent Claims (2, 3, 4, 5, 6, 7, 8)
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9. A system for automatically providing analysis relating to financial assets, comprising:
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a computer;
a database accessible by said computer, said database having stored thereon historical data relating to a financial asset;
a feed of real time data relating to the financial asset;
software executing on said computer for automatically generating a measure of volatility of the financial asset based upon the historical data;
software executing on said computer for automatically generating a measure of historical performance of the financial asset based upon the historical data;
software executing on said computer for automatically evaluating a rate of return of the financial asset based upon the historical data;
software executing on said computer for automatically computing a correlation coefficient for analyzing a relationship between the financial asset and a financial market, wherein said correlation coefficient is selected from the group consisting of beta, value-at-risk, sharpe ratio, and combinations thereof; and
software executing on said computer for automatically generating analysis based upon the historical data, feed of real time data, the measure of volatility, the measure of historical performance, the rate of return, and the relationship between the financial asset and financial market. - View Dependent Claims (10, 11, 12, 13, 14)
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15. A system for automatically providing analysis relating to financial assets, comprising:
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a computer;
a database accessible by said computer, said database having thereon historical data relating to a financial asset;
a feed of real time data relating to the financial asset;
software executing on said computer for automatically generating a measure of volatility of the financial asset based upon the historical data;
software executing on said computer for automatically generating a measure of historical performance of the financial asset based upon the historical data;
software executing on said computer for automatically evaluating a rate of return of the financial asset based upon the historical data;
software executing on said computer for automatically computing an indicator of the financial asset'"'"'s strength for determining the financial asset'"'"'s market value based upon the historical data;
software executing on said computer for automatically computing a correlation coefficient for analyzing a relationship between the financial asset and a financial market, wherein said correlation coefficient is selected from the group consisting of beta, value-at-risk, sharpe ratio, and combinations thereof;
software executing on said computer for automatically generating analysis based upon the historical data, feed of real time data, the measure of volatility, the measure of historical performance, the rate of return, the indicator of the financial asset'"'"'s strength, and the analysis of the relationship between the financial asset and financial market. - View Dependent Claims (16, 17, 18)
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19. A system for automatically providing analysis relating to financial assets, comprising:
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a computer;
a database accessible by said computer, said database having stored thereon historical data relating to a financial asset;
a feed of real time data relating to the financial asset;
software executing on said computer for automatically generating a measure of volatility of the financial asset based upon the historical data;
software executing on said computer for automatically generating a measure of historical performance of the financial asset based upon the historical data;
software executing on said computer for automatically evaluating a rate of return of the financial asset based upon the historical data;
software executing on said computer for automatically computing a correlation coefficient for analyzing a relationship between the financial asset and a financial market, wherein said correlation coefficient is selected from the group consisting of beta, value-at-risk, sharpe ratio, and combinations thereof;
software executing on said computer for automatically determining whether or not the financial asset'"'"'s performance is generally similar to any predictable pattern based upon the historical data; and
software executing on said computer for automatically generating analysis based upon the historical data, feed of real time data, the measure of liquidity and volatility, the measure of historical performance, the rate of return and risk, the analysis of the relationship between the financial asset and financial market, and the determination as to whether or not the financial asset'"'"'s performance is generally similar to any predictable pattern. - View Dependent Claims (20, 21, 22, 23, 24)
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25. A system for automatically providing analysis relating to financial assets, comprising:
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a computer;
a database accessible by said computer, said database having stored thereon historical data relating to a financial asset;
a feed of real time data relating to the financial asset;
software executing on said computer for automatically generating a measure of volatility of the financial asset based upon the historical data;
software executing on said computer for automatically generating a measure of historical performance of the financial asset based upon the historical data;
software executing on said computer for automatically computing a correlation coefficient for analyzing a relationship between the financial asset and a financial market, wherein said correlation coefficient is selected from the group consisting of beta, value-at-risk, sharpe ratio, and combinations thereof; and
software executing on said computer for automatically generating a prediction of future performance of the financial asset based upon the historical data; and
software executing on said computer for automatically generating analysis based upon the historical data, feed of real time data, the measure of volatility, the measure of historical performance, the rate of return, the analysis of the relationship between the financial asset and financial market, and the prediction of future performance of the financial asset. - View Dependent Claims (26, 27, 28, 29, 30)
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31. A method for automatically providing analysis relating to financial assets, comprising:
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providing a computer;
storing historical data of a financial asset on a database accessible by said computer;
retrieving historical data of the financial asset stored on said database;
retrieving a feed of real time data relating to the financial asset;
generating a measure of volatility of the financial asset based upon the historical data;
generating a measure of historical performance of the financial asset based upon the historical data;
evaluating a rate of return of the financial asset based upon the historical data;
automatically analyzing a relationship between the financial asset and a financial market based upon a computed correlation coefficient selected from the group consisting of beta, value-at-risk, sharpe ratio, and combinations thereof; and
automatically generating analysis based upon the historical data stored on said database, feed of real time data, the measure of volatility, the measure of historical performance, the rate of return, and the relationship between the financial asset and financial market. - View Dependent Claims (32, 33, 34, 35, 36)
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37. A method for automatically providing analysis relating to financial assets, comprising:
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providing a computer;
storing historical data of a financial asset on a database accessible by said computer;
retrieving historical data of the financial asset stored on said database;
retrieving a feed of real time data relating to the financial asset;
generating a measure of volatility of the financial asset based upon the historical data;
generating a measure of historical performance of the financial asset based upon the historical data;
evaluating a rate of return of the financial asset based upon the historical data;
automatically computing an indicator of the financial asset'"'"'s strength for determining the financial asset'"'"'s market value based upon the historical and real time data;
automatically analyzing a relationship between the financial asset and a financial market based upon computed correlation coefficients selected from the group consisting of beta, value-at-risk, sharpe ratio, and combinations thereof;
automatically determining whether or not the financial asset'"'"'s performance is generally similar to any predictable pattern; and
generating analysis based upon the historical data, feed of real time data, the measure of volatility, the measure of historical performance, the rate of return, the indicator of the financial asset, the analysis of the relationship between the financial asset and financial market, the determination as to whether or not the financial asset'"'"'s performance is generally similar to any predictable pattern, and the prediction of future performance of the financial asset. - View Dependent Claims (38, 39, 40)
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41. A method for automatically providing analysis relating to financial assets, comprising:
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providing a computer;
storing historical data of a financial asset on a database accessible by said computer;
retrieving historical data of the financial asset stored on said database;
retrieving a feed of real time data relating to the financial asset;
generating a measure of volatility of the financial asset based upon the historical data;
generating a measure of historical performance of the financial asset based upon the historical data;
evaluating a rate of return of the financial asset based upon the historical data;
automatically analyzing a relationship between the financial asset and a financial market based upon a computed correlation coefficient selected from the group consisting of beta, value-at-risk, sharpe ratio, and combinations thereof; and
generating analysis based upon the historical data, feed of real time data, the measure of volatility, the measure of historical performance, the rate of return, the indicator of the financial asset, and the analysis of the relationship between the financial asset and financial market. - View Dependent Claims (42, 43, 44, 45, 46)
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47. A method for automatically providing analysis relating to financial assets, comprising:
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providing a computer;
storing historical data of a financial asset on a database accessible by said computer;
retrieving historical data of the financial asset stored on said database;
retrieving a feed of real time data relating to the financial asset;
generating a measure of volatility of the financial asset based upon the historical data;
generating a measure of historical performance of the financial asset based upon the historical data;
evaluating a rate of return of the financial asset based upon the historical data; and
automatically analyzing a relationship between the financial asset and a financial market based upon a computed correlation coefficient selected from the group consisting of beta, value-at-risk, sharpe ratio, and combinations thereof;
predicting future performance of the financial asset based upon the historical data; and
automatically generating analysis based upon the historical data, feed of real time data, the measure of volatility, the measure of historical performance, the rate of return, the analysis of the relationship between the financial asset and financial market, and the prediction of future performance of the financial asset. - View Dependent Claims (48, 49, 50, 51, 52)
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Specification