Computer implemented method and system for automating analysis of profit and loss (PnL) variations based on market events
US11734757B2 · kind B2 · utility
Assignee
Inventors
Key dates
| Filing date | Apr 2, 2021 |
| Grant date | Aug 22, 2023 |
| Priority date | — |
| Expiry date | Jul 15, 2041 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06Q30/0201
- WIPO fieldIT methods for management
- WIPO sectorElectrical engineering
Abstract
A computer implemented method, a system and a non-transitory storage medium are provided, for automatically recreating and displaying the chronology of market events that led to a variation in a profit and loss (PnL) account of an entity implementing a trading strategy. The chronology of market events is represented in a graphical user interface. The trading strategy is run by a plurality of processing devices which are remotely located from one another. A computer implemented method for automatically identifying chains of market events is also provided, where the market events have led to unusual variations in a profit and loss (PnL) account of a group of securities traded by an entity.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.