Patent ID: 11928733
Assignee: PALANTIR TECHNOLOGIES INC.
Field: Computer technology (Electrical engineering)
Classification: CPC G | IPC G

Claim 13:
14. The computer system of claim 12, wherein the trading risk indicator is a PNL smoothing indicator for detecting whether a trader's PNL has an unreasonably smooth volatility profile given price volatility of asset classes traded and reflected in the PNL, and wherein applying the trading risk indicator to the data cluster further comprises:
analyzing the plurality of PNL data items to identify the asset classes traded by the trader and reflected in the trader's PNL over a time period;
analyzing the plurality of trade data items to determine volatility of each of the asset classes traded by the trader and reflected in the trader's PNL over the time period;
determining volatility of the trader's PNL over the time period;
determining a volatility discrepancy between the trader's PNL and the asset classes by comparing the volatility of the trader's PNL over the time period to the volatility of each of the asset classes traded by the trader and reflected in the trader's PNL over the time period; and
generating the alert based at least in part on determining the volatility discrepancy between the trader's PNL and the asset classes is greater than a threshold of volatility discrepancy between the trader's PNL and the asset classes.