Data conversion and distribution systems
AssigneeICE Data Pricing & Reference Data, LLC
InventorRobert Naja Haddad
Life of this patent
Estimating the term…
Abstract
Systems and methods for improved data conversion and distribution are provided. A data subscription unit is configured to receive data and information from a plurality of data source devices. The data subscription unit is in communication with a virtual machine that includes backtesting utility configured to generate backtesting data using one or more statistical models and one or more non-statistical models. The backtesting utility may translate the backtesting results into one or more interactive visuals, and generate a graphical user interface (GUI) for displaying the backtesting results and the one or more interactive visuals on a user device. The backtesting utility may update one or more of the displayed backtesting results and the one or more interactive visuals without re-running the modeling steps.
Claims15
A method of dynamically updating model results, the method comprising:
- in a system comprising one or more processors configured to communicate with at least one user device, and a non-transitory memory storing machine-readable instructions executable by the one or more processors:
- receiving data from one or more data sources, the data including real-time data;
- generating an interactive graphical user interface (GUI) on the at least one user device, the interactive GUI comprising one or more windows, the one or more windows including a user input portion and a results portion, the user input portion including one or more user-selectable parameters for generating customizable backtesting analytics, the results portion configured to display the customizable backtesting analytics;
- applying, responsive to user input via the user input portion of the interactive GUI, including at least one selected parameter among the one or more user-selectable parameters, the at least one selected parameter to the received data to generate backtesting data specific to the user input;
- modeling the generated backtesting data by initiating one or more models to produce model results, wherein the one or more models include at least one of:
- one or more non-statistical models that, when run, generate one or more security level metrics, aggregate statistics and time-dependent aggregate statistics, and
- one or more statistical models that, when run, utilize statistically significant features from among the backtesting data to generate, as part of the model results, one or more relationship coefficients based on the statistically significant features;
- generating graphic backtesting analytic indicators representative of the model results and specific to the user input in the results portion of the interactive GUI;
- and
- dynamically regenerating, in real-time, the results portion of the interactive GUI to display updates to the graphic backtesting analytic indicators based on one or more changes to the received data without generating any further windows in the interactive GUI,
- wherein the updates to the graphic backtesting analytic indicators are triggered by at least one of additional user input entered into said interactive GUI and changes to any of the received data, the method further comprising automatically reinitiating the one or more models to account for said additional user input and said changes to the received data.
Dependencies are inferred from the claim text.