REAL-TIME PROBABILITY DETERMINATION BASED ON TECHNICAL INDICATORS IN A FINANCIAL INSTRUMENT ENVIRONMENT

摘要

A method for providing a real-time probability includes generating 504 a model based on time-series historical data for a financial instrument, the model built from technical indicators of the financial instrument based on extracted components of the time-series historical data and goal values for the financial instrument, applying 506 a transform to the model, the transform generating a quantile vector associated with the financial instrument based on quantile values derived from the model for the financial instrument, compiling 510 a composite index of quantile vectors, each of the quantile vectors corresponding to a plurality of samples having time-series historical data similar to the financial instrument, the composite index including a single sequential range of vector values, and generating 512 a probability for the financial instrument to reach the goal values by determining an average number of quantile vectors of the composite index matching the quantile vector of the financial instrument.