Futures margin modeling system having seasonality detection

A computer implemented method comprising:

• analyzing, periodically by a processor, a portfolio database coupled with the processor and having stored therein data indicative of a portfolio containing at least one position in a product whose value fluctuates, at least in part, as a function of a recurring time period, to identify a variance in value of the portfolio without identifying the at least one position from among other remaining positions of the portfolio;
• computing, by the processor based on the analysis, a change in value of the portfolio accounting for the identified variance;
• and
• regulating, automatically by the processor via a communications network coupled between the processor and a storage device having stored therein a quantity of assets, each characterized by a value which fluctuates, the regulation comprising transmission of an instruction to the storage device to electronically one of increase the quantity of the assets stored in the storage device when the value of the portfolio is computed to have decreased from a prior value, or decrease the quantity of the assets stored in the storage device when the value of the portfolio is computed to have increased from the prior value.

A system comprising:

• means for analyzing, periodically, a portfolio database coupled with the processor and having stored therein data indicative of a portfolio containing at least one position in a product whose value fluctuates, at least in part, as a function of a recurring time period, to identify a variance in value of the portfolio without identifying the at least one position from among other remaining positions of the portfolio;
• means for computing, based on the analysis, a change in value of the portfolio accounting for the identified variance;
• and
• means for regulating, automatically via a communications network coupled between the processor and a storage device having stored therein a quantity of assets, each characterized by a value which fluctuates, the regulation comprising transmission of an instruction to the storage device to electronically one of increase the quantity of the assets stored in the storage device when the value of the portfolio is computed to have decreased from a prior value, or decrease the quantity of the assets stored in the storage device when the value of the portfolio is computed to have increased from the prior value.