System and method for determining implied market information

Details System and method for determining implied market information System and method for determining implied market information

2011-01-11

2011-01-11

Diaz, Susanna M (Department: 3684)

Data processing: financial, business practice, management, or co

Automated electrical financial or business practice or...

Finance

Reexamination Certificate

active

07870063

ABSTRACT:
Implied prices and their quantities are computed. Markets are characterized by exhaustively computing one or more combinations of other related markets. Each combination when summed in a particular way results in the market under consideration. In a described embodiment, the number of market combinations found is an exhaustive list of market combinations such that the market under consideration can be fully and completely characterized, such that each combination provides implied market information about the market under consideration. Implied market information can include implied prices and their quantities, which are computed for each combination and used accordingly in displays or used by automated or semi-automated trading tools.

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“Regression Analysis,” Wikipedia, Jan. 4, 2007. Available at http://en.wikipedia.org/wiki/Ordinary—least—squares—regression.
Co-pending U.S. Appl. No. 11/415,452 filed May 1, 2006.
Co-pending U.S. Appl. No. 10/403,374 filed Mar. 31, 2003.

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