Back to results
US 7,742,963 B2Granted
Methods and systems for analyzing and predicting market winners and losers
AssigneeBarclays Capital Inc.
InventorsMurali Ramaswami, James Hosker
Life of this patent
Estimating the term…
Abstract
The present invention relates to a tool for selecting winners and losers based on their market position using a volume/turnover filter. Using the present tool, investors may predict when to hold some stocks long and others short over various time period, thereby maximizing the profitability of a portfolio.
Claims32
A computerized method comprising the steps of:
- first, electronically receiving and storing data regarding performance over a selected previous time period of all securities in a selected group of securities;
- second, dividing said group of securities into subgroups based on net price performance over said time period, so that a first subgroup comprises securities with net price performance over said time period greater than or equal to securities in all other subgroups of said group, and a second subgroup comprises securities with net price performance over said time period less than or equal to securities in all other subgroups of said group;
- and
- third, applying, by a computer, a volume/turnover filter to said first subgroup and said second subgroup, wherein said volume/turnover filter is operable to calculate a change in turnover over said time period for each security in said first and second subgroups based on volume data, and divide said first subgroup and said second subgroup into further subgroups according to said change in turnover.
1 more element
A computer system comprising one or more processors in communication with each other, if a plurality, and operable to:
- electronically receive and store data regarding performance over a selected previous time period of all securities in a selected group of securities;
- divide said group of securities into subgroups based on net price performance over said time period, so that a first subgroup comprises securities with net price performance over said time period greater than or equal to securities in all other subgroups of said group, and a second subgroup comprises securities with net price performance over said time period less than or equal to securities in all other subgroups of said group;
- and
- apply a volume/turnover filter to said first subgroup and said second subgroup, wherein said volume/turnover filter is operable to calculate a change in turnover over said time period for each security in said first and second subgroups based on volume data, and divide said first subgroup and said second subgroup into further subgroups according to in turnover.
1 more element
Dependencies are inferred from the claim text.