Patent ID: 7181423
Filing Date: 2007-02-20
Classification: G06Q,G06T

Abstract:
1. A method for analyzing the characteristics of sub-time periods of the time period where a change of trend of the price evolution of a plurality of stock options occurs, the method comprising the steps of: a. for each sub-time period, aggregating data associated with each stock option by creating a standard description of the stock option's price; b. for each sub-time period, converting the standard description of each stock option's price into a candlestick pattern chosen among a predetermined typology of a plurality of candlestick patterns; c. for each sub-time period and for each stock option, comparing the standard description of the current sub-time period to the standard description of the previous sub-time period, and allocating a comparison code, the comparison code being chosen among a predetermined typology of a plurality of comparison codes; d. using each standard description created in step (a) for marking each sub-time period of each stock option with a trend indicator; and e. applying an exploratory data analysis method on the results obtained in steps (b), (c) and (d) for each stock option to determine a set of characteristics of the sub-time periods for the plurality of stock options.