Calculating predictive technical indicators
First Claim
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1. A method of calculating a technical indicator of a financial market using a computer, the method comprising the steps of:
- inputting to the computer historical time series data relating to the market from a server comprising a database of historical time series data for the market;
inputting to the computer predicted future time series data relating to the market;
using the computer to process the historical data and the predicted future time series data to calculate the technical indicator; and
outputting the calculated technical indicator, wherein the predicted future time series data relating to the market is obtained from a predictive server that uses intermarket analysis data to train a neural network to predict financial time series data for the market.
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Abstract
A suite of predictions is defined to model the financial data commonly used to calculate technical indicators one or more periods in the future. Neural networks are trained to make these predictions. The predictions are then integrated with the standard technical indicator calculations to produce predictive technical indicators which are superior because they lead more and lag less.
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15 Claims
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1. A method of calculating a technical indicator of a financial market using a computer, the method comprising the steps of:
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inputting to the computer historical time series data relating to the market from a server comprising a database of historical time series data for the market; inputting to the computer predicted future time series data relating to the market; using the computer to process the historical data and the predicted future time series data to calculate the technical indicator; and outputting the calculated technical indicator, wherein the predicted future time series data relating to the market is obtained from a predictive server that uses intermarket analysis data to train a neural network to predict financial time series data for the market. - View Dependent Claims (2, 3, 4, 5, 6, 7, 8)
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9. A system for calculating a technical indicator of a market, the system comprising:
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a first server comprising a database of historical time series data for the market; a second server configured to use intermarket analysis data to train a neural network to generate predicted future financial time series data for the market; and a computer in communication with the first and second servers, and comprising computer-usable program code that uses both historical time series data for the market and the predicted future financial time series data for the market to calculate the technical indicator. - View Dependent Claims (10, 11, 12, 13, 14, 15)
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Specification