Patent ID: 8595123

Claim:
A method implemented by a computing system for testing option search strategies, comprising: the computing system creating in a database a repository of historical option data, said historical option data comprising financial market data received from at least one data source and values derived from said financial market data for a set of searchable option parameters, the financial data and values derived from the financial market data reflecting market conditions on each of a plurality of days in the past; the computing system generating and transmitting instructions for use in presenting a first user interface screen for specifying search criteria; the computing system receiving via the first user interface screen user defined search criteria for searching the repository of historical option data for option investments, the user defined search criteria specifying an option strategy type, identifying values for a plurality of the set of searchable option parameters, and specifying that the search be performed under market conditions as existed during a particular period of time in the past; the computing system searching the database of historical option data and identifying option investments satisfying the user defined search criteria, the identified option investments comprising option strategies that are the specified option strategy type and have the identified values for a plurality of the set of searchable option parameters under market conditions as existed during the particular period of time in the past; the computing system generating and transmitting instructions for use in presenting a second user interface screen including a list of option investments satisfying the user defined search criteria.