Strategy market barometer
US8694406B2 · kind B2 · utility
Assignee
Inventors
Key dates
| Filing date | Mar 23, 2012 |
| Grant date | Apr 8, 2014 |
| Priority date | — |
| Expiry date | Mar 28, 2032 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06Q40/06
- WIPO fieldIT methods for management
- WIPO sectorElectrical engineering
Abstract
The present invention is directed to an alternative method for gauging market participant behavior, which is identified herein as “Market Barometer.” In one embodiment, Market Barometer is based on the recent performance ranks of particular equity strategy indices as compared to their historical ranks. Significant deviations from historical ranks is a predictor of market performance over subsequent near term time periods, for example, a subsequent month and, in turn, these deviations can be used to estimate the current market expected return. Empirical tests reveal that expected market returns vary over time in line with Market Barometer readings.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.