Object-oriented time series generator

US9378524B2 · kind B2 · utility

Assignee

• Palantir Technologies Inc. · US

Inventors

• Andrew Aymeloglu · Palo Alto, US
• Kevin Simler · Palo Alto, US
• Garry Tan · Mountain View, US
• Derek Cicerone · New York, US

Key dates

• Filing date: Jun 19, 2013
• Grant date: Jun 28, 2016
• Expiry date: Jun 19, 2033

Classification

• Technology area (CPC G): Physics
• CPC primary: G06Q40/06
• WIPO field: IT methods for management
• WIPO sector: Electrical engineering

Abstract

In one embodiment, an expression comprising a left-hand side and a right-hand side is received. The left-hand side specifies one or more market instruments, and the right-hand side specifies a method that is to be applied based on the left-hand side of the expression. The expression is parsed. A time series is generated by applying the method based on one or more sets of data values associated with the one or more market instruments. The generated time series is stored in computer data storage.