Systems and methods for scenario simulation

A device for generating scenarios and user interface elements representing valuations of instruments under the scenarios, the device comprising:

• a data storage device;
• and
• a processor configured to:
• receive a plurality of data feeds and applying a first set of rules to generate an event, the event linked to a set of outcomes;
• generate a set of macro factors for the event;
• generate a subset of poll questions for a subset of the set of macro factors, each poll question linked to a macro factor of the subset of macro factors and a range of input responses acceptable as data values for the macro factor;
• generate a user interface with visual elements for the poll questions linked to macro factors and the ranges of input responses acceptable as the data values for the macro factors;
• generate a graph data storage structure representing scenarios for the macro factors and the set of outcomes, each node in the graph data storage structure defining a descriptor and a data value, the graph data storage structure including an event node corresponding to a root node, outcome nodes connected to the root nodes, and macro factor nodes connected to the outcome nodes, each macro factor node including a data value;
• receive, at the user interface, selected input responses to the poll questions;
• compute the data values for the macro factor nodes using the selected input responses filtered by sentiment factors to automatically detect bias;
• populate the graph data storage structure with the data values for the macro factor nodes to generate scenarios for the outcome nodes;
• and
• update the user interface to produce further visual elements indicating a distribution of responses or valuation of portfolio.

A method for generating scenarios and user interface elements representing valuations of instruments under the scenarios comprising:

• obtaining a first set of rules that define a plurality of events;
• processing a plurality of data feeds by applying the first set of rules to generate an event from the plurality of events, the event linked to a set of outcomes;
• obtaining a second set of rules that define a plurality of macro factors;
• processing the event by applying the second set of rules to generate a subset of macro factors;
• obtaining a third set of rules that define a plurality of poll questions;
• processing the subset of macro factors by applying the third set of rules to generate a subset of poll questions, each poll question linked to a macro factor of the subset of macro factors and a range of input responses acceptable as data values for the macro factor;
• generating and displaying a user interface with visual elements for the poll questions linked to macro factors and the ranges of input responses acceptable as the data values for the macro factors;
• generating a graph data storage structure representing scenarios for the macro factors and the set of outcomes, each node in the graph data storage structure defining a descriptor and a data value, the graph data storage structure including an event node corresponding to a root node, outcome nodes corresponding to children of the root nodes, and macro factor nodes corresponding to further children of the outcome nodes, each macro factor node including a data value;
• receiving, at the user interface, selected input responses to the poll questions;
• obtaining a fourth set of rules that compute the data values for the macro factors nodes;
• processing the selected input responses by applying the fourth set of rules to generate the data values for the macro factors nodes and to filter the selected input responses for bias;
• populating the graph data storage structure with the data values for the macro factors nodes to generate scenarios for the outcome nodes;
• and
• updating the user interface to produce further visual elements indicating a distribution of the filtered input responses and the scenarios of the graph data storage structure.

A system for generating scenarios and user interface elements representing valuations of instruments under the scenarios, the system comprising:

• a memory;
• and
• at least one processor coupled to the memory, the at least one processor configured to:
• provide a first set of rules that define a plurality of events, a second set of rules that define a plurality of macro factors, a third set of rules that define a plurality of poll questions, and a fourth set of rules that compute data values for macro factors nodes;
• apply the first set of rules to generate an event from the plurality of events, the event linked to a set of outcomes;
• apply the second set of rules to generate a subset of macro factors;
• apply the third set of rules to generate a subset of poll questions, each poll question linked to a macro factor of the subset of macro factors and a range of input responses acceptable as data values for the macro factor;
• control a display to display a user interface with visual elements for the poll questions linked to macro factors and the ranges of input responses acceptable as the data values for the macro factors;
• generate a tree data storage structure representing scenarios for the macro factors and the set of outcomes, each node in the tree data storage structure defining a descriptor and a data value, the tree data storage structure including an event node corresponding to a root node, outcome nodes corresponding to children of the root nodes, and macro factor nodes corresponding to further children of the outcome nodes, each macro factor node including a data value, wherein each outcome node of the tree defines a subtree of 2n paths of macro factor nodes, each path corresponding to a scenario;
• receive selected input responses to the poll questions;
• process the selected input responses by applying the fourth set of rules to generate the data values for the macro factors nodes, and populating the tree data storage structure with the data values for the macro factors nodes to generate scenarios for the outcome nodes;
• and
• update the user interface to produce further visual elements indicating a distribution of poll questions and the selected input responses and valuations of instruments under the scenarios of the tree data storage structure.

A method of generating scenarios and user interface elements representing valuations of instruments under the scenarios using a graphical user interface and a user input device, the method comprising:

• maintaining a tree data storage structure representing the scenarios, the tree data storage structure including a plurality of nodes defining a descriptor, a probability value, and a data value, the tree data storage structure including an event node corresponding to a root node, outcome nodes corresponding to children of the root nodes, and macro factors nodes corresponding to further children of the outcome nodes, each macro factors node including a data value;
• periodically or continuously updating the tree data storage structure based on received input data sets including at least machine-readable answers to poll questions, the periodically or continuous updating including processing each machine-readable answer to determine and apply one or more morph factors to at least one node of the plurality of nodes, the one or more morph factors modifying at least one of the probability value and the data value;
• using the tree data storage structure, determining a set of one or more paths that, in combination, span all possible combinations of nodes, and for each path, traversing the tree data storage to determine a corresponding contribution to a particular portfolio under analysis;
• instantiating a graphical scenario tree based on the tree data storage structure and the plurality of nodes, the graphical scenario tree rendering a visual representation of the tree data storage structure and the plurality of nodes, the graphical scenario tree including one or more user interface elements associated with each node of the plurality of nodes;
• dynamically rendering the graphical scenario tree on the graphical user interface;
• receiving one or more user inputs from the user input device corresponding to a selected set of the one or more user interface elements;
• determining a path or a partial path spanning the selected set of the one or more user interface elements and selecting a region of the instantiated graphical scenario tree, the region selected such that all nodes spanning the path or partial path are visible on the graphical user interface;
• controlling the graphical user interface to adapt a view displayed on the graphical user interface to be bounded such that the region is graphically displayed as an expanded partial display of the graphical scenario tree;
• determining one or more estimated values of contributions to the particular portfolio under analysis, each of the one or more estimated values of contributions corresponding to a corresponding node of the path or partial path;
• and
• dynamically appending one or more graphical elements representing the one or more estimated values of contributions to the corresponding node of the path or partial path, the one or more graphical elements aligned with the nodes of the path or partial path.