Market sentiment indicator
US8108290B2 · kind B2 · utility
Assignee
Inventors
Key dates
| Filing date | Feb 13, 2008 |
| Grant date | Jan 31, 2012 |
| Priority date | — |
| Expiry date | Jun 17, 2028 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06Q40/04
- WIPO fieldIT methods for management
- WIPO sectorElectrical engineering
Abstract
A method and system for determining and displaying market sentiment information is disclosed. The method may include obtaining customer opening option activity information from an order routing system database, excluding spread transactions from the customer opening option activity information, calculating a sum of buy call trades and sell put trades from the customer opening option activity information, calculating a total number of customer trades from the customer opening option activity information and dividing the sum of buy call trades and sell put trades by the total number of customer trades to calculate an indicator value. The indicator value may be recalculated every N period until an end of a trading day using all trades through the N period in the trading day.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.