Option search criteria testing
First Claim
1. A method implemented in a computing environment for testing searches for identifying option investments using historical data comprising:
- creating at a computer a repository of historical option data, said historical option data comprising financial market data received from at least one data source and values derived from said financial market data for a set of searchable option parameters, the financial data and values derived from the financial market data reflecting market conditions on each of a plurality of days in the past;
receiving at a computer user defined search criteria for performing a search for option investments using the repository of historical option data, the user defined search criteria specifying an option strategy type defining a type of option investment that the search is intended to identify, identifying values for a plurality of the set of searchable option parameters defining characteristics for an option investment that the search is intended to identify, and specifying that the search be performed under market conditions as existed at a particular date in the past;
searching at a computer the repository of historical option data for option investments satisfying the user defined search criteria; and
transmitting a list of option investments satisfying the user defined search criteria, the list comprising option investments of the identified type and having the defined characteristics.
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Accused Products
Abstract
A system for testing option search strategies comprises a repository of historical option data reflecting financial market conditions on a plurality of days in the past. The system is adapted to receive user defined search criteria for searching the repository of historical option data for option investments, search the repository of historical option data for option investments satisfying the user defined search criteria, and transmit the results. The system is further adapted to receive a request to use the user defined search criteria to search current financial market data for existing investment opportunities.
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Citations
29 Claims
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1. A method implemented in a computing environment for testing searches for identifying option investments using historical data comprising:
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creating at a computer a repository of historical option data, said historical option data comprising financial market data received from at least one data source and values derived from said financial market data for a set of searchable option parameters, the financial data and values derived from the financial market data reflecting market conditions on each of a plurality of days in the past; receiving at a computer user defined search criteria for performing a search for option investments using the repository of historical option data, the user defined search criteria specifying an option strategy type defining a type of option investment that the search is intended to identify, identifying values for a plurality of the set of searchable option parameters defining characteristics for an option investment that the search is intended to identify, and specifying that the search be performed under market conditions as existed at a particular date in the past; searching at a computer the repository of historical option data for option investments satisfying the user defined search criteria; and transmitting a list of option investments satisfying the user defined search criteria, the list comprising option investments of the identified type and having the defined characteristics. - View Dependent Claims (2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23)
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24. A tangible non-transitory computer readable medium having instructions stored thereon that cause a computing system executing the instructions to perform operations comprising:
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maintaining in a computing system a database of historical option data, said historical option data comprising financial market data received from at least one data source and values derived from said financial market data for a set of searchable option parameters, the financial data and values derived from the financial market data reflecting market conditions on each of a plurality of days in the past; receiving at a computing system user defined search criteria for performing a search for option investments using the database of historical option data, the user defined search criteria specifying an option strategy type defining a type of option investment that the search is intended to identify, specifying a saved set of values for a plurality of the set of searchable option parameters defining characteristics for an option investment that the search is intended to identify, and specifying that the search for option investments be performed under market conditions as existed on a particular date in the past; transmitting a list of option investments satisfying the user defined search criteria, the list comprising option investments of the identified type and having the defined characteristics; and receiving a request to employ the user defined search criteria to search a database of current market option data. - View Dependent Claims (25, 26)
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27. A system for testing searches for identifying option investments using historical data comprising:
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a database of historical option data, said historical option data comprising financial market data received from at least one data source and values derived from said financial market data for a set of searchable option parameters, the financial data and values derived from the financial market data reflecting market conditions on each of a plurality of days in the past; a computing processor; and computing memory comprising instructions executable on the computing processor, said instructions comprising; instructions for receiving user defined search criteria for performing a search for option investments using the repository of historical option data, the user defined search criteria specifying an option strategy type defining a type of option investment that the search is intended to identify, identifying values for a plurality of the set of searchable option parameters defining characteristics for an option investment that the search is intended to identify, and specifying that the search for option investments be performed under market conditions as existed on a particular date in the past; instructions for searching the database of historical option data for option investments satisfying the user defined search criteria; and instructions for transmitting a list of option investments satisfying the user defined search criteria, the list comprising option investments of the identified type and having the defined characteristics. - View Dependent Claims (28, 29)
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Specification