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System and method for presenting price movements before or following recurring historical events
System and method for presenting price movements before or following recurring historical events
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机译:用于在周期性历史事件发生之前或之后呈现价格变动的系统和方法
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摘要
Computer systems and methods handling information about price movements of a financial instrument before or following a recurring historical event by specifying target financial instruments, recurring historical events, and computing returns of financial instruments each relative to a substantially single respective reference time, for a plurality of distinct times during a respective time period in proximity to a time of the respective prior occurrence. As described, the return of the financial instrument, at a given time, may show relative percentage change of a price of the financial instrument between the reference time and the given time, which may include specifying the target financial instrument and the historical event, for each of a plurality of respective prior occurrences of the historical event, accessing a set of price data of the financial instrument during a respective time period in proximity to a time of the respective prior occurrence, and determining a respective substantially single reference time. According to some embodiments, the method further includes effecting a re-scaling, where for each respective proximate time period, each respective accessed set of price data is re-scaled to a substantially common price or performance scale by computing, e.g., as a function of a price of the financial instrument at the distinct times and a price of the financial instrument at the respective reference time or historical events.
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