Multidimensional risk analysis systems

• US 8,214,277 B2
• Filed: 03/18/2010
• Issued: 07/03/2012
• Est. Priority Date: 03/20/2009
• Status: Active Grant

• Current Assignee: Pankaj B. Dalal
• Original Assignee: Pankaj B. Dalal
• Inventors: Dalal, Pankaj B.
• Primary Examiner(s): Akintola, Olabode
• Application Number:
  US12/727,195
• Publication Number:
  US 20100250465A1
• Time in Patent Office: 838 Days
• Field of Search: None
• US Class Current: 705/36.R
• CPC Class Codes: G06Q 40/00 Finance; Insurance; Tax strategies; Processing of corporate or income taxes
• CPC Class Codes: G06Q 40/06 Asset management; Financial planning or analysis

Abstract

Multi-dimensional risk assessment in multiple time frames, capable of warning of upcoming risks and current risk levels in market trading without tedious manual confirmations.

Claims

1. A computer system, relating to real-time market analysis, comprising:

(a) at least one market feed computer processor structured and arranged to process at least one real-time market feed to determine real-time market data;

(b) at least one risk factor computer processor structured and arranged to automatically calculate current values of each of a plurality of market risk factors from such real-time market data, wherein said at least one risk factor computer processor comprises at least one of;

(i) at least one bounded range risk computer processor structured and arranged to automatically calculate current values of at least one historic value range boundary risk factor;

(ii) at least one time-duration risk computer processor structured and arranged to automatically calculate current values of at least one time-duration risk factor;

(iii) at least one trend health risk computer processor structured and arranged to automatically calculate current values of at least one trend health risk factor;

(iv) at least one price-perception computer risk processor structured and arranged to automatically calculate current values of at least one price-perception risk factor;

(v) at least one internal-market-movement risk computer processor structured and arranged to automatically calculate current values of at least one internal-market-movement risk factor;

(vi) at least one economic-event risk computer processor structured and arranged to automatically calculate current values of at least one economic-event risk factor; and

(vii) at least one multiple-conditions risk computer processor structured and arranged to automatically calculate current values of at least one multiple condition risk factor;

(c) at least one analysis computer processor structured and arranged to real-time analyze at least one combination of such market risk factors to quantify at least one market risk;

(d) at least one risk assessing computer processor structured and arranged to assess relevance of each quantity of a plurality of such at least one market risks to determine when to display at least one risk indicator; and

(e) at least one risk indicator computer display structured and arranged to display such at least one risk indicator.

2. The computer system according to claim 1 further comprising at least one risk factor computer display structured and arranged to display at least some of such current values of such plurality of market risk factors.

3. The computer system according to claim 1 further comprising at least one time-frame computer processor structured and arranged to calculate each of such plurality of market risk factors relating to each of a plurality of time frames ending at about current real-time.

4. The computer system according to claim 3 further comprising at least one time-frame computer display structured and arranged to display, relating to each of such plurality of time frames, at least some of such current values of such plurality of market risk factors.

5. The computer system according to claim 1 wherein said at least one analysis computer processor analyzes at least one combination of such current values of such at least one historic value range boundary risk factor to determine when to display at least one historic value range boundary risk indicator.

6. The computer system according to claim 1 wherein said at least one analysis computer processor analyzes at least one combination of such current values of such at least one time-duration risk factor to determine when to display at least one historic value range boundary risk indicator.

7. The computer system according to claim 1 wherein said at least one analysis computer processor analyzes at least one combination of such current values of such at least one trend health risk factor to determine when to display at least one trend health risk indicator.

8. The computer system according to claim 1 wherein said at least one risk factor computer display comprises at least one summation of at least one count of positively showing of such plurality of market risk factors and at least one negative count of negatively showing of such plurality of market risk factors.

9. The computer system according to claim 1 wherein said at least one analysis computer processor analyzes at least one combination of such current values of such at least one price-perception risk factor to determine when to display at least one price-perception risk indicator.

10. The computer system according to claim 1 wherein said at least one analysis computer processor analyzes at least one combination of such current values of at least one internal-market-movement risk factor to determine when to display such at least one internal-market-movement risk indicator.

11. The computer system according to claim 1 wherein said at least one analysis computer processor analyzes at least one combination of such current values of such at least one economic-event risk factor to determine when to display at least one economic-event risk indicator.

12. The computer system according to claim 1 wherein said at least one analysis computer processor analyzes at least one combination of such current values of such at least one multiple-conditions risk factor to determine when to display at least one multiple- conditions risk indicator.

13. A computer method, relating to real-time market analysis, comprising the steps of:

a) processing, by at least one computer, at least one real-time market feed to determine real-time market data;

(b) automatically calculating, by such at least one computer, current values of each of a plurality of market risk factors from such real-time market data, wherein such step of automatically calculating, by such at least one computer, current values of each of a plurality of market risk factors comprises at least one of the following steps;

(i) automatically calculating, by such at least one computer, current values of at least one historic value range boundary risk factor;

(ii) automatically calculating, by such at least one computer, current values of at least one time-duration risk factor;

(iii) automatically calculating, by such at least one computer, current values of at least one trend health risk factor;

(iv) automatically calculating, by such at least one computer, current values of at least one price-perception risk factor;

(v) automatically calculating, by such at least one computer, current values of at least one internal-market-movement risk factor;

(vi) automatically calculating, by such at least one computer, current values of at least one economic-event risk factor; and

(vii) automatically calculating, by such at least one computer, current values of at least one multiple condition risk factor;

(c) real-time analyzing, by such at least one computer, at least one combination of such market risk factors to quantify at least one market risk;

(d) assessing relevance, by such at least one computer, of each quantity of a plurality of such at least one market risks to determine when to display at least one risk indicator; and

(e) displaying, by such at least one computer, such at least one risk indicator.

14. The computer method according to claim 13 further comprising the step of displaying, by such at least one computer, at least some of such current values of such plurality of market risk factors.

15. The computer method according to claim 13 further comprising the step of calculating, by such at least one computer, each of such plurality of market risk factors relating to each of a plurality of time frames ending at about current real-time.

16. The computer method according to claim 13 further comprising the step of displaying, relating to each of such plurality of time frames, at least some of such current values of such plurality of market risk factors, by such at least one computer.

17. A computer system, relating to real-time market analysis, comprising:

a) means for processing at least one real-time market feed to determine real-time market data;

b) means for automatically calculating current values of each of a plurality of market risk factors from such real-time market data, wherein said means for automatically calculating current values of each of a plurality of market risk factors from such real-time market data comprises at least one of;

(i) means for automatically calculating current values of at least one historic value range boundary risk factor;

(ii) means for automatically calculating current values of at least one time-duration risk factor;

(iii) means for automatically calculating current values of at least one trend health risk factor;

(iv) means for automatically calculating current values of at least one price-perception risk factor;

(v) means for automatically calculating current values of at least one internal-market- movement risk factor;

(vi) means for automatically calculating current values of at least one economic-event risk factor; and

(vii) means for automatically calculating current values of at least one multiple condition risk factor;

c) means for real-time analyzing at least one combination of such market risk factors to quantify at least one market risk;

d) means for assessing relevance of each quantity of a plurality of such at least one market risks to determine when to display at least one risk indicator; and

e) means for displaying such at least one risk indicator.

18. The computer system according to claim 17 further comprising means for displaying at least some of such current values of such plurality of market risk factors.

19. The computer system according to claim 17 further comprising means for calculating each of such plurality of market risk factors relating to each of a plurality of time frames ending at about current real-time.

20. The computer system according to claim 17 further comprising means for displaying, relating to each of such plurality of time frames, at least some of such current values of such plurality of market risk factors.