Patent ID: 8458059
Filing Date: 2013-06-04
Classification: G06Q

Abstract:
1. A method for analyzing price data, representing price in a financial system that varies over time, said method comprising: beginning at a first initial moment, acquiring said price data at a processor during an initial first duration and determining using said processor an initial first range of said price data between a minimum value during said initial first duration and a maximum value during said initial first duration; beginning at said first initial moment, acquiring said price data at said processor during an initial second duration of which said initial first duration is a multiple and determining using said processor an initial second range of said price data between a minimum value during said initial second duration and a maximum value during said initial second duration; forming, using said processor, a ratio of said initial first range of said price data during said initial first duration to said initial second range of said price data during said initial second duration; when said ratio exceeds a square root of said multiple, concluding, using said processor, that said system is varying in a trend; and when said ratio is less than said square root of multiple, concluding, using said processor, that said system is congesting.