System and method for generating real-time indicators in a trading list or portfolio

US7680718B2 · kind B2 · utility

Assignee

• ITG Software Solutions, Inc. · US

Inventors

• Yossef Brandes · New York, US
• Ian Domowitz · New York, US
• Milan Borkovec · Boston, US
• Jian Yang · San Jose, US
• Robert Sinclair · North Ogden, US
• Vitaly Serbin · Somerville, US

Key dates

• Filing date: Jun 29, 2006
• Grant date: Mar 16, 2010
• Expiry date: Oct 29, 2027

Classification

• Technology area (CPC G): Physics
• CPC primary: G06Q40/08
• WIPO field: IT methods for management
• WIPO sector: Electrical engineering

Abstract

A system and method for detecting an abnormal trading condition of a security uses real-time and estimated values of one or more variables associated with the condition of the security to generate one or more analytic metrics that are compared to empirical distributions based on one or more peer groups for the security. An indicator can then be displayed to a trader as an indication of the abnormal condition.