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

Claim 18:
19. The computer system of claim 12, wherein the trading risk indicator comprises a trading away from bucket volume weighted average price (VWAP) indicator for identifying trades that are executed at a price which should on average be attainable by a trader, and wherein applying the trading risk indicator further comprises:
analyzing the plurality of trade data items to identify all trades by the trader over a time period;
determining a traded product associated with a trade by the trader over the time period;
determining an execution price associated with a trade by the trader over the time period;
analyzing the plurality of trade data items to identify trades in a firm over the time period associated with the traded product or a similarly traded product, wherein the similarly traded product has a higher than average correlation to the traded product;
determining an execution price associated with each trade in the firm over the time period associated with the traded product or a similarly traded product;
determining a VWAP of the execution prices associated with the trades in a firm over the time period associated with the traded product or the similarly traded product; and
generating the alert based at least in part on determining that the execution price associated with a trade by the trader over the time period deviates from the VWAP by a threshold.