System and method for evaluating financial trading strategies
AssigneeTradeslide Ventures Ltd.
InventorsJavier Colón Bolea, Fernando Savirón
Life of this patent
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Abstract
A method for evaluating a financial trading strategy includes at least one computing device receiving a trade record comprising a sequence of trades. The method further includes determining, by the at least one computing device, performance parameters associated with the trades, wherein at least some performance parameters are based on financial data captured at a time other than a time of execution of the trades. The method further includes calculating, by the at least one computing device, a performance score of the trade record based on the performance parameters.
Claims38
A method for assessing performance of a financial trading strategy, the method comprising:
- receiving, by at least one computing device, a trade record comprising a sequence of trades associated with the financial trading strategy;
- determining, by the at least one computing device, one or more performance parameters associated with at least one trade of the sequence of trades, wherein at least one of the one or more performance parameters is based on financial data captured at a time other than a time of execution of the at least one trade of the sequence of trades;
- and
- calculating, by the at least one computing device, a performance score of the trade record based on the one or more performance parameters.
A system for assessing performance of a financial trading strategy, the system comprising one or more computing devices in communication with one another via at least one of a wired and wireless network, each of said computing devices comprising one or more processors and non-transitory memory storing computer-readable instructions that when executed cause said one or more computing devices to:
- receive a trade record comprising a sequence of trades associated with the financial trading strategy;
- determine one or more performance parameters associated with at least one trade of the sequence of trades, wherein at least one of the one or more performance parameters is based on financial data captured at a time other than a time of execution of the at least one trade of the sequence of trades;
- and
- calculate a performance score of the trade record based on the one or more performance parameters.
Dependencies are inferred from the claim text.