System and method for analyzing and searching financial instrument data

A computer-implemented method for processing trades in a computer system of financial instrument strategies including multiple financial instruments, comprising:

• a computing system receiving a request to execute a trade of a financial instrument strategy;
• the computing system formulating a trade request defining trades to be executed on a plurality of financial instruments included in the financial instrument strategy;
• and
• the computing system routing the trade request to a brokerage.

A system for processing financial instrument data to identify stock option spreads, comprising:

• a communication device for receiving data from external systems;
• a processing device in communication with said communication device, wherein said processing device is programmed to perform the following:
• receiving financial data via said communication device from at least one data source;
• processing the financial data to derive values for a set of searchable parameters corresponding to stock option spreads;
• receiving user defined search criteria for searching the searchable parameters corresponding to the stock option spreads;
• searching the values derived for the set of searchable parameters for values having the user defined search criteria;
• and
• identifying a set of option spreads corresponding to values for the set of searchable parameters matching the user defined search criteria
• wherein processing the financial data to derive values for a set of searchable parameters comprises calculating values for a plurality of searchable parameters including, but not limited to, percentage returns for a plurality of different option spreads,
• wherein receiving user defined search criteria comprises receiving a plurality of user defined search criteria including, but not limited to, a value relating to percentage return, and
• wherein searching the values derived for the set of searchable parameters for values having the user defined criteria comprises searching for option spreads with a percentage return satisfying the value relating to percentage return.