Patent ID: 7647265
Filing Date: 2010-01-12
Classification: G06Q

Abstract:
1. An analysis module for calculating an adaptivity of a financial asset containing a first numeric sequence comprised of multiple numbers, comprising: a receiving unit, for receiving said first numeric sequence; a storage unit, for storing a benchmark asset containing a second numeric sequence comprised of multiple numbers, a threshold and an interest rate sequence; an interest rate discount computation unit, for calculating a first interest rate discount sequence corresponding to said first numeric sequence and a second interest rate discount sequence corresponding to said second numeric sequence respectively according to said interest rate sequence; a maximal draw-down (MDD) computation unit, for calculating a first MDD sequence corresponding to said first numeric sequence, and a second MDD sequence corresponding to said first interest rate discount sequence, and a third MDD sequence corresponding to said second numeric sequence and a fourth MDD sequence corresponding to the second interest rate discount sequence respectively; and a numeric value operation unit, for operating said first MDD sequence, said second MDD sequence, said third MDD sequence and said fourth MDD sequence based on a mathematical operation procedure and a threshold to produce said adaptivity, wherein the adaptivity being produced by obtaining a first differential sequence by subtracting each element of the second MDD sequence from a corresponding element of the first MDD sequence, obtaining a second differential sequence by subtracting each element of the fourth MDD sequence from a corresponding element of the third MDD sequence, obtaining a quantile from the first differential sequence according to the threshold, counting a number of the elements in the second differential sequence that are smaller than the quantile, and dividing the counted number by a preset value.