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US 12,182,869 B2Granted
Systems and methods for measuring relationships between investments and other variables
OwnerSander Gerberinventor
Life of this patent
Estimating the term…
Abstract
The systems and methods described herein can identify meaningful relationships between variables, such as particular investments or general asset classes. Unlike conventional correlation analysis, these systems and methods provide an improved technique of co-movement analysis that implements a threshold to eliminate data “noise” and then discretizes the remaining observations to normalize any outliers. Such co-movement analysis has numerous advantages over known techniques for characterizing relationships between variables.
Claims25
A method comprising:
- retrieving, by a server, performance data for a plurality of data records within an observation period;
- for at least one pair of data records within the plurality of data records, determining, by the server, whether a first data record of a pair of data records and a second data record of the pair of data records have a positive union or a negative union based on each instance in which a respective value of the performance data for each data record is above an upper threshold or below a lower threshold for the first data record or the second data record;
- displaying, by the server on a graphical user interface, a representation of the positive or negative union;
- and
- in response to receiving an indication of interaction with the representation of the positive or negative union, dynamically revising, by the server, the graphical user interface by displaying, for the pair of data records, a visual indicator within four regions, wherein:
- a first region represents positive union with respect to the upper threshold and the lower threshold,
- a second region represents negative union with respect to the upper threshold and the lower threshold,
- a third region represents positive union with respect to the lower threshold and
- negative union with respect to the upper threshold, and
- a fourth region represents negative union with respect to the lower threshold and positive union with respect to the upper threshold.
7 more elements
A method comprising:
- retrieving, by a server, at least one of an observation period, an upper threshold, or a lower threshold from a template;
- for at least one pair of data records within a plurality of data records, determining, by the server, whether a first data record of a pair of data records and a second data record of the pair of data records have a positive union or a negative union based on each instance in which a respective value of a performance data for each data record is above the upper threshold or below the lower threshold for the first data record or the second data record;
- displaying, by the server on a graphical user interface, for the pair of data records, a visual indicator within four regions, wherein:
- a first region represents positive union with respect to the upper threshold and the lower threshold,
- a second region represents negative union with respect to the upper threshold and the lower threshold,
- a third region represents positive union with respect to the lower threshold and
- negative union with respect to the upper threshold, and
- a fourth region represents negative union with respect to the lower threshold and positive union with respect to the upper threshold.
5 more elements
A method comprising:
- retrieving, by a server, performance data for a plurality of data records within an observation period;
- for at least one pair of data records within the plurality of data records, determining, by the server, whether a first data record of a pair of data records and a second data record of the pair of data records have a positive union or a negative union based on each instance in which a respective value of the performance data for each data record is above an upper threshold or below a lower threshold for the first data record or the second data record;
- displaying, by the server on a graphical user interface, for the pair of data records, a visual indicator within four regions, wherein:
- a first region represents positive union with respect to the upper threshold and the lower threshold,
- a second region represents negative union with respect to the upper threshold and the lower threshold,
- a third region represents positive union with respect to the lower threshold and negative union with respect to the upper threshold, and
- a fourth region represents negative union with respect to the lower threshold and positive union with respect to the upper threshold;
- and
- dynamically increasing, by the server, a length of the observation period based on a confidence score for the positive or negative union.
6 more elements
Dependencies are inferred from the claim text.