Systems and methods for detecting market irregularities

摘要

A system and method is provided for detecting market irregularities. Consistent with disclosed embodiments, a processing entity may receive securities prices over a first predetermined time period, the securities prices representing prices of at least a subset of securities within a particular market. The processing entity may compare securities price changes for a first security in the subset with securities price changes for every other security in the subset, and may determine a correlation between the first security and at least one other security in the subset based on the comparison of securities prices. Additionally, the processing entity may create a first network by associating the first security with each security in the subset determined to be correlated with the first security, and may compare the first network with one or more previously created networks to determine one or more market irregularities for the first security.